Represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI). More...

Inheritance diagram for QuantConnect.Indicators.DerivativeOscillator:

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Public Member Functions
	DerivativeOscillator (string name, int rsiPeriod, int smoothingRsiPeriod, int doubleSmoothingRsiPeriod, int signalLinePeriod)
	Initializes a new instance of the IndicatorDerivativeOscillator class with the specified name and periods. More...

override void	Reset ()
	Resets this indicator to its initial state More...

Public Attributes
override bool	IsReady => _signalLine.IsReady
	Gets a flag indicating when this indicator is ready and fully initialized More...

Protected Member Functions
override decimal	ComputeNextValue (IndicatorDataPoint input)
	Computes the next value for the derivative oscillator indicator from the given state More...

Protected Member Functions inherited from QuantConnect.Indicators.Indicator
	Indicator (string name)
	Initializes a new instance of the Indicator class using the specified name. More...

Properties
int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Properties inherited from QuantConnect.Indicators.Indicator
static int	DefaultWindowSize = 2 `[get]`
	The default size of the history window for the indicator More...

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 Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI).

Definition at line 22 of file DerivativeOscillator.cs.

Constructor & Destructor Documentation

◆ DerivativeOscillator()

QuantConnect.Indicators.DerivativeOscillator.DerivativeOscillator	(	string	name,
		int	rsiPeriod,
		int	smoothingRsiPeriod,
		int	doubleSmoothingRsiPeriod,
		int	signalLinePeriod
	)

Initializes a new instance of the IndicatorDerivativeOscillator class with the specified name and periods.

Parameters

name	The name of the indicator
rsiPeriod	The period for the RSI calculation
smoothingRsiPeriod	The period for the smoothing RSI
doubleSmoothingRsiPeriod	The period for the double smoothing RSI
signalLinePeriod	The period for the signal line

Definition at line 47 of file DerivativeOscillator.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.DerivativeOscillator.ComputeNextValue ( IndicatorDataPoint input )

protected

Computes the next value for the derivative oscillator indicator from the given state

Parameters

input The input value to this indicator on this time step

Returns: A new value for this indicator

Definition at line 61 of file DerivativeOscillator.cs.

◆ Reset()

override void QuantConnect.Indicators.DerivativeOscillator.Reset ( )

Resets this indicator to its initial state

Definition at line 77 of file DerivativeOscillator.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.DerivativeOscillator.IsReady => _signalLine.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 32 of file DerivativeOscillator.cs.

Property Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.DerivativeOscillator.WarmUpPeriod

get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 37 of file DerivativeOscillator.cs.

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

Indicators/DerivativeOscillator.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties