This indicator computes the n-period mean absolute deviation. More...
Public Member Functions | |
| MeanAbsoluteDeviation (int period) | |
| Initializes a new instance of the MeanAbsoluteDeviation class with the specified period. More... | |
| MeanAbsoluteDeviation (string name, int period) | |
| Initializes a new instance of the MeanAbsoluteDeviation class with the specified period. More... | |
| override void | Reset () |
| Resets this indicator and its sub-indicator Mean to their initial state More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Samples >= Period |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => Period |
| Required period, in data points, for the indicator to be 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... | |
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.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... | |
Properties | |
| IndicatorBase< IndicatorDataPoint > | Mean [get] |
| Gets the mean used to compute the deviation 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
This indicator computes the n-period mean absolute deviation.
Definition at line 24 of file MeanAbsoluteDeviation.cs.
Constructor & Destructor Documentation
◆ MeanAbsoluteDeviation() [1/2]
| QuantConnect.Indicators.MeanAbsoluteDeviation.MeanAbsoluteDeviation | ( | int | period | ) |
Initializes a new instance of the MeanAbsoluteDeviation class with the specified period.
Evaluates the mean absolute deviation of samples in the lookback period.
- Parameters
-
period The sample size of the standard deviation
Definition at line 37 of file MeanAbsoluteDeviation.cs.
◆ MeanAbsoluteDeviation() [2/2]
| QuantConnect.Indicators.MeanAbsoluteDeviation.MeanAbsoluteDeviation | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the MeanAbsoluteDeviation class with the specified period.
Evaluates the mean absolute deviation of samples in the look-back period.
- Parameters
-
name The name of this indicator period The sample size of the mean absolute deviation
Definition at line 49 of file MeanAbsoluteDeviation.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 71 of file MeanAbsoluteDeviation.cs.
◆ Reset()
| override void QuantConnect.Indicators.MeanAbsoluteDeviation.Reset | ( | ) |
Resets this indicator and its sub-indicator Mean to their initial state
Definition at line 80 of file MeanAbsoluteDeviation.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.MeanAbsoluteDeviation.IsReady => Samples >= Period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 58 of file MeanAbsoluteDeviation.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.MeanAbsoluteDeviation.WarmUpPeriod => Period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 63 of file MeanAbsoluteDeviation.cs.
Property Documentation
◆ Mean
|
get |
Gets the mean used to compute the deviation
Definition at line 29 of file MeanAbsoluteDeviation.cs.
The documentation for this class was generated from the following file:
- Indicators/MeanAbsoluteDeviation.cs
