This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2 More...
Public Member Functions | |
| MidPrice (string name, int period) | |
| Initializes a new instance of the MidPrice class using the specified name and period. More... | |
| MidPrice (int period) | |
| Initializes a new instance of the MidPrice class using the specified period. 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... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Additional Inherited Members | |
| 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 MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2
Definition at line 25 of file MidPrice.cs.
Constructor & Destructor Documentation
◆ MidPrice() [1/2]
| QuantConnect.Indicators.MidPrice.MidPrice | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the MidPrice class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the MIDPRICE
Definition at line 36 of file MidPrice.cs.
◆ MidPrice() [2/2]
| QuantConnect.Indicators.MidPrice.MidPrice | ( | int | period | ) |
Initializes a new instance of the MidPrice class using the specified period.
- Parameters
-
period The period of the MIDPRICE
Definition at line 48 of file MidPrice.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
- Returns
- A new value for this indicator
Definition at line 68 of file MidPrice.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.MidPrice.IsReady => Samples >= _period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 56 of file MidPrice.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.MidPrice.WarmUpPeriod => _period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 61 of file MidPrice.cs.
The documentation for this class was generated from the following file:
- Indicators/MidPrice.cs
