QuantConnect.Indicators.DualSymbolIndicator< TInput > Class Template Reference
Base class for indicators that work with two different symbols and calculate an indicator based on them. More...
Inheritance diagram for QuantConnect.Indicators.DualSymbolIndicator< TInput >:
Protected Member Functions | |
| DualSymbolIndicator (string name, Symbol targetSymbol, Symbol referenceSymbol, int period) | |
| Initializes the dual symbol indicator. More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.MultiSymbolIndicator< TInput > | |
| MultiSymbolIndicator (string name, IEnumerable< Symbol > symbols, int period) | |
| Initializes the dual symbol indicator. More... | |
| override decimal | ComputeNextValue (TInput input) |
| Checks and computes the indicator if the input data matches. This method ensures the input data points are from matching time periods and different symbols. More... | |
| abstract decimal | ComputeIndicator () |
| Computes the next value of this indicator from the given state. This will be called only when the indicator is ready, that is, when data for all symbols at a given time is available. More... | |
Properties | |
| IReadOnlyWindow< TInput > | TargetDataPoints [get] |
| RollingWindow to store the data points of the target symbol More... | |
| IReadOnlyWindow< TInput > | ReferenceDataPoints [get] |
| RollingWindow to store the data points of the reference symbol More... | |
| Symbol | ReferenceSymbol [get] |
| Symbol of the reference used More... | |
| Symbol | TargetSymbol [get] |
| Symbol of the target used More... | |
| Properties inherited from QuantConnect.Indicators.MultiSymbolIndicator< TInput > | |
| Dictionary< Symbol, SymbolData > | DataBySymbol [get] |
| Relevant data for each symbol the indicator works on, including all inputs and actual data points used for calculation. More... | |
| decimal | IndicatorValue [get, set] |
| The most recently computed value of the indicator. More... | |
| int | WarmUpPeriod [get, set] |
| Required period, in data points, for the indicator to be ready and fully initialized. 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... | |
Additional Inherited Members | |
| Public Member Functions inherited from QuantConnect.Indicators.MultiSymbolIndicator< TInput > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
| Public Attributes inherited from QuantConnect.Indicators.MultiSymbolIndicator< TInput > | |
| override bool | IsReady => DataBySymbol.Values.All(data => data.DataPoints.IsReady) |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Detailed Description
Base class for indicators that work with two different symbols and calculate an indicator based on them.
- Template Parameters
-
TInput Indicator input data type
- Type Constraints
-
TInput : IBaseData
Definition at line 24 of file DualSymbolIndicator.cs.
Constructor & Destructor Documentation
◆ DualSymbolIndicator()
|
protected |
Initializes the dual symbol indicator.
The constructor accepts a target symbol and a reference symbol. It also initializes the time zones for both symbols and checks if they are different.
- Parameters
-
name The name of the indicator. targetSymbol The symbol of the target asset. referenceSymbol The symbol of the reference asset. period The period (number of data points) over which to calculate the indicator.
Definition at line 58 of file DualSymbolIndicator.cs.
Property Documentation
◆ TargetDataPoints
|
getprotected |
RollingWindow to store the data points of the target symbol
Definition at line 30 of file DualSymbolIndicator.cs.
◆ ReferenceDataPoints
|
getprotected |
RollingWindow to store the data points of the reference symbol
Definition at line 35 of file DualSymbolIndicator.cs.
◆ ReferenceSymbol
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getprotected |
Symbol of the reference used
Definition at line 40 of file DualSymbolIndicator.cs.
◆ TargetSymbol
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getprotected |
Symbol of the target used
Definition at line 45 of file DualSymbolIndicator.cs.
The documentation for this class was generated from the following file:
- Indicators/DualSymbolIndicator.cs
