QuantConnect.Indicators.ParabolicStopAndReverse Class Reference

Parabolic SAR Indicator Based on TA-Lib implementation More...

Inheritance diagram for QuantConnect.Indicators.ParabolicStopAndReverse:

Public Member Functions
	ParabolicStopAndReverse (string name, decimal afStart=0.02m, decimal afIncrement=0.02m, decimal afMax=0.2m)
	Create new Parabolic SAR More...
	ParabolicStopAndReverse (decimal afStart=0.02m, decimal afIncrement=0.02m, decimal afMax=0.2m)
	Create new Parabolic SAR More...
override void	Reset ()
	Resets this indicator to its initial state More...

Public Attributes
override bool	IsReady => Samples >= 2
	Gets a flag indicating when this indicator is ready and fully initialized More...
int	WarmUpPeriod => 2
	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

Parabolic SAR Indicator Based on TA-Lib implementation

Definition at line 25 of file ParabolicStopAndReverse.cs.

Constructor & Destructor Documentation

ParabolicStopAndReverse() [1/2]

QuantConnect.Indicators.ParabolicStopAndReverse.ParabolicStopAndReverse	(	string	name,
		decimal	afStart = 0.02m,
		decimal	afIncrement = 0.02m,
		decimal	afMax = 0.2m
	)

Create new Parabolic SAR

Parameters

name	The name of this indicator
afStart	Acceleration factor start value
afIncrement	Acceleration factor increment value
afMax	Acceleration factor max value

Definition at line 44 of file ParabolicStopAndReverse.cs.

ParabolicStopAndReverse() [2/2]

QuantConnect.Indicators.ParabolicStopAndReverse.ParabolicStopAndReverse	(	decimal	afStart = 0.02m,
		decimal	afIncrement = 0.02m,
		decimal	afMax = 0.2m
	)

Create new Parabolic SAR

Parameters

afStart	Acceleration factor start value
afIncrement	Acceleration factor increment value
afMax	Acceleration factor max value

Definition at line 59 of file ParabolicStopAndReverse.cs.

Member Function Documentation

Reset()

override void QuantConnect.Indicators.ParabolicStopAndReverse.Reset

(

)

Resets this indicator to its initial state

Definition at line 77 of file ParabolicStopAndReverse.cs.

ComputeNextValue()

override decimal QuantConnect.Indicators.ParabolicStopAndReverse.ComputeNextValue ( IBaseDataBar  input )

protected

Computes the next value of this indicator from the given state

Parameters

input

The trade bar input given to the indicator

Returns

A new value for this indicator

Definition at line 88 of file ParabolicStopAndReverse.cs.

Member Data Documentation

IsReady

override bool QuantConnect.Indicators.ParabolicStopAndReverse.IsReady => Samples >= 2

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 67 of file ParabolicStopAndReverse.cs.

WarmUpPeriod

int QuantConnect.Indicators.ParabolicStopAndReverse.WarmUpPeriod => 2

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 72 of file ParabolicStopAndReverse.cs.

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The documentation for this class was generated from the following file:

• Indicators/ParabolicStopAndReverse.cs