This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages. More...
Public Member Functions | |
| MovingAverageConvergenceDivergence (int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential) | |
| Creates a new MACD with the specified parameters More... | |
| MovingAverageConvergenceDivergence (string name, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential) | |
| Creates a new MACD with the specified parameters More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Signal.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.Indicator | |
| Indicator (string name) | |
| Initializes a new instance of the Indicator class using the specified name. More... | |
Properties | |
| IndicatorBase< IndicatorDataPoint > | Fast [get] |
| Gets the fast average indicator More... | |
| IndicatorBase< IndicatorDataPoint > | Slow [get] |
| Gets the slow average indicator More... | |
| IndicatorBase< IndicatorDataPoint > | Signal [get] |
| Gets the signal of the MACD More... | |
| IndicatorBase< IndicatorDataPoint > | Histogram [get] |
| Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD. More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.Indicator | |
| static int | DefaultWindowSize = 2 [get] |
| The default size of the history window for the indicator 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 creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages.
Definition at line 23 of file MovingAverageConvergenceDivergence.cs.
Constructor & Destructor Documentation
◆ MovingAverageConvergenceDivergence() [1/2]
| QuantConnect.Indicators.MovingAverageConvergenceDivergence.MovingAverageConvergenceDivergence | ( | int | fastPeriod, |
| int | slowPeriod, | ||
| int | signalPeriod, | ||
| MovingAverageType | type = MovingAverageType.Exponential |
||
| ) |
Creates a new MACD with the specified parameters
- Parameters
-
fastPeriod The fast moving average period slowPeriod The slow moving average period signalPeriod The signal period type The type of moving averages to use
Definition at line 64 of file MovingAverageConvergenceDivergence.cs.
◆ MovingAverageConvergenceDivergence() [2/2]
| QuantConnect.Indicators.MovingAverageConvergenceDivergence.MovingAverageConvergenceDivergence | ( | string | name, |
| int | fastPeriod, | ||
| int | slowPeriod, | ||
| int | signalPeriod, | ||
| MovingAverageType | type = MovingAverageType.Exponential |
||
| ) |
Creates a new MACD with the specified parameters
- Parameters
-
name The name of this indicator fastPeriod The fast moving average period slowPeriod The slow moving average period signalPeriod The signal period type The type of moving averages to use
Definition at line 77 of file MovingAverageConvergenceDivergence.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 97 of file MovingAverageConvergenceDivergence.cs.
◆ Reset()
| override void QuantConnect.Indicators.MovingAverageConvergenceDivergence.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 118 of file MovingAverageConvergenceDivergence.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.MovingAverageConvergenceDivergence.IsReady => Signal.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 50 of file MovingAverageConvergenceDivergence.cs.
Property Documentation
◆ Fast
|
get |
Gets the fast average indicator
Definition at line 28 of file MovingAverageConvergenceDivergence.cs.
◆ Slow
|
get |
Gets the slow average indicator
Definition at line 33 of file MovingAverageConvergenceDivergence.cs.
◆ Signal
|
get |
Gets the signal of the MACD
Definition at line 38 of file MovingAverageConvergenceDivergence.cs.
◆ Histogram
|
get |
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
Definition at line 45 of file MovingAverageConvergenceDivergence.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 55 of file MovingAverageConvergenceDivergence.cs.
The documentation for this class was generated from the following file:
- Indicators/MovingAverageConvergenceDivergence.cs
