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Lean
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The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period. More...
Public Member Functions | |
| ForceIndex (string name, int period, MovingAverageType movingAverageType=MovingAverageType.Exponential) | |
| Creates a new ForceIndex indicator using the specified period and moving average type More... | |
| ForceIndex (int period, MovingAverageType movingAverageType=MovingAverageType.Exponential) | |
| Creates a new ForceIndex indicator using the specified period and moving average type More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _smoother.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (TradeBar input) |
| Computes the next value of this indicator from the given state More... | |
Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator | |
| TradeBarIndicator (string name) | |
| Creates a new TradeBarIndicator with 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.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period.
Definition at line 24 of file ForceIndex.cs.
| QuantConnect.Indicators.ForceIndex.ForceIndex | ( | string | name, |
| int | period, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Exponential |
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| ) |
Creates a new ForceIndex indicator using the specified period and moving average type
| name | The name of this indicator |
| period | The smoothing period used to smooth the instantaneous force index values |
| movingAverageType | The type of smoothing used to smooth the true range values |
Definition at line 52 of file ForceIndex.cs.
| QuantConnect.Indicators.ForceIndex.ForceIndex | ( | int | period, |
| MovingAverageType | movingAverageType = MovingAverageType.Exponential |
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| ) |
Creates a new ForceIndex indicator using the specified period and moving average type
| period | The smoothing period used to smooth the instantenous force index values |
| movingAverageType | The type of smoothing used to smooth the instantenous force index values |
Definition at line 65 of file ForceIndex.cs.
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protected |
Computes the next value of this indicator from the given state
| input | The input given to the indicator |
Definition at line 75 of file ForceIndex.cs.
| override void QuantConnect.Indicators.ForceIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 94 of file ForceIndex.cs.
| override bool QuantConnect.Indicators.ForceIndex.IsReady => _smoother.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 39 of file ForceIndex.cs.
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get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 44 of file ForceIndex.cs.