Represents the Average Range (AR) indicator, which calculates the average price range More...

Inheritance diagram for QuantConnect.Indicators.AverageRange:

Public Member Functions
	AverageRange (string name, int period)
	Initializes a new instance of the AverageRange class with the specified name and period. More...

	AverageRange (int period)
	Initializes the AR indicator with the default name format and period. More...

override void	Reset ()
	Resets the indicator and clears the internal state, including the SMA. More...

Public Attributes
override bool	IsReady => _sma.IsReady
	Indicates whether the indicator has enough data to start producing valid results. More...

int	WarmUpPeriod => _sma.WarmUpPeriod
	The number of periods needed to fully initialize the AR indicator. More...

Protected Member Functions
override decimal	ComputeNextValue (IBaseDataBar input)
	Computes the next value of the Average Range (AR) by calculating the price range (high - low) and passing it to the SMA to get the smoothed value. More...

Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator
	BarIndicator (string name)
	Creates a new TradeBarIndicator with the specified name More...

Additional Inherited Members
Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Detailed Description

Represents the Average Range (AR) indicator, which calculates the average price range

Definition at line 23 of file AverageRange.cs.

Constructor & Destructor Documentation

◆ AverageRange() [1/2]

QuantConnect.Indicators.AverageRange.AverageRange	(	string	name,
		int	period
	)

Initializes a new instance of the AverageRange class with the specified name and period.

Parameters

name	The name of the AR indicator.
period	The number of periods over which to compute the average range.

Definition at line 35 of file AverageRange.cs.

◆ AverageRange() [2/2]

QuantConnect.Indicators.AverageRange.AverageRange ( int period )

Initializes the AR indicator with the default name format and period.

Definition at line 43 of file AverageRange.cs.

Member Function Documentation

◆ Reset()

override void QuantConnect.Indicators.AverageRange.Reset ( )

Resets the indicator and clears the internal state, including the SMA.

Definition at line 61 of file AverageRange.cs.

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.AverageRange.ComputeNextValue ( IBaseDataBar input )

protected

Computes the next value of the Average Range (AR) by calculating the price range (high - low) and passing it to the SMA to get the smoothed value.

Parameters

input The input data for the current bar, including open, high, low, close values.

Returns: The computed AR value, which is the smoothed average of price ranges.

Definition at line 73 of file AverageRange.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.AverageRange.IsReady => _sma.IsReady

Indicates whether the indicator has enough data to start producing valid results.

Definition at line 51 of file AverageRange.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.AverageRange.WarmUpPeriod => _sma.WarmUpPeriod

The number of periods needed to fully initialize the AR indicator.

Definition at line 56 of file AverageRange.cs.

The documentation for this class was generated from the following file:

Indicators/AverageRange.cs

Public Member Functions

Public Attributes

Protected Member Functions

Additional Inherited Members