This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average More...
Public Member Functions | |
| KaufmanAdaptiveMovingAverage (string name, int period, int fastEmaPeriod=2, int slowEmaPeriod=30) | |
| Initializes a new instance of the KaufmanAdaptiveMovingAverage class using the specified name and period. More... | |
| KaufmanAdaptiveMovingAverage (int period, int fastEmaPeriod=2, int slowEmaPeriod=30) | |
| Initializes a new instance of the KaufmanAdaptiveMovingAverage class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
 Public Member Functions inherited from QuantConnect.Indicators.KaufmanEfficiencyRatio | |
| KaufmanEfficiencyRatio (string name, int period) | |
| Initializes a new instance of the KaufmanEfficiencyRatio class using the specified name and period. More... | |
| KaufmanEfficiencyRatio (int period) | |
| Initializes a new instance of the KaufmanEfficiencyRatio class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
| Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.KaufmanEfficiencyRatio | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| WindowIndicator (string name, int period) | |
| Initializes a new instance of the WindowIndicator class More... | |
| override decimal | ComputeNextValue (T input) |
| Computes the next value of this indicator from the given state More... | |
| abstract decimal | ComputeNextValue (IReadOnlyWindow< T > window, T input) |
| Computes the next value for this indicator from the given state. More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Indicators.KaufmanEfficiencyRatio | |
| override bool | IsReady => Samples >= Period |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
Detailed Description
This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average
Definition at line 23 of file KaufmanAdaptiveMovingAverage.cs.
Constructor & Destructor Documentation
◆ KaufmanAdaptiveMovingAverage() [1/2]
| QuantConnect.Indicators.KaufmanAdaptiveMovingAverage.KaufmanAdaptiveMovingAverage | ( | string | name, |
| int | period, | ||
| int | fastEmaPeriod = 2, |
||
| int | slowEmaPeriod = 30 |
||
| ) |
Initializes a new instance of the KaufmanAdaptiveMovingAverage class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the Efficiency Ratio (ER) fastEmaPeriod The period of the fast EMA used to calculate the Smoothing Constant (SC) slowEmaPeriod The period of the slow EMA used to calculate the Smoothing Constant (SC)
Definition at line 36 of file KaufmanAdaptiveMovingAverage.cs.
◆ KaufmanAdaptiveMovingAverage() [2/2]
| QuantConnect.Indicators.KaufmanAdaptiveMovingAverage.KaufmanAdaptiveMovingAverage | ( | int | period, |
| int | fastEmaPeriod = 2, |
||
| int | slowEmaPeriod = 30 |
||
| ) |
Initializes a new instance of the KaufmanAdaptiveMovingAverage class using the specified period.
- Parameters
-
period The period of the Efficiency Ratio (ER) fastEmaPeriod The period of the fast EMA used to calculate the Smoothing Constant (SC) slowEmaPeriod The period of the slow EMA used to calculate the Smoothing Constant (SC)
Definition at line 51 of file KaufmanAdaptiveMovingAverage.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator window The window for the input history
- Returns
- A new value for this indicator
Definition at line 62 of file KaufmanAdaptiveMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.KaufmanAdaptiveMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 93 of file KaufmanAdaptiveMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/KaufmanAdaptiveMovingAverage.cs
