Premier Stochastic Oscillator (PSO) Indicator implementation. This indicator combines a stochastic oscillator with exponential moving averages to provide a normalized output between -1 and 1, which can be useful for identifying trends and potential reversal points in the market. More...
Public Member Functions | |
| PremierStochasticOscillator (string name, int period, int emaPeriod) | |
| Constructor for the Premier Stochastic Oscillator. Initializes the Stochastic and EMA indicators and calculates the warm-up period. More... | |
| PremierStochasticOscillator (int period, int emaPeriod) | |
| Overloaded constructor to facilitate instantiation with a default name format. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _doubleSmoothingEma.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the Premier Stochastic Oscillator (PSO) based on the current input. This calculation involves updating the stochastic oscillator and the EMAs, followed by calculating the PSO using the formula: PSO = (exp(EMA2) - 1) / (exp(EMA2) + 1) More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| int | WarmUpPeriod [get] |
| The warm-up period necessary before the PSO indicator is considered ready. 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
Premier Stochastic Oscillator (PSO) Indicator implementation. This indicator combines a stochastic oscillator with exponential moving averages to provide a normalized output between -1 and 1, which can be useful for identifying trends and potential reversal points in the market.
Definition at line 27 of file PremierStochasticOscillator.cs.
Constructor & Destructor Documentation
◆ PremierStochasticOscillator() [1/2]
| QuantConnect.Indicators.PremierStochasticOscillator.PremierStochasticOscillator | ( | string | name, |
| int | period, | ||
| int | emaPeriod | ||
| ) |
Constructor for the Premier Stochastic Oscillator. Initializes the Stochastic and EMA indicators and calculates the warm-up period.
- Parameters
-
name The name of the indicator. period The period given to calculate FastK. emaPeriod The period for EMA calculations.
Definition at line 54 of file PremierStochasticOscillator.cs.
◆ PremierStochasticOscillator() [2/2]
| QuantConnect.Indicators.PremierStochasticOscillator.PremierStochasticOscillator | ( | int | period, |
| int | emaPeriod | ||
| ) |
Overloaded constructor to facilitate instantiation with a default name format.
- Parameters
-
period The period given to calculate FastK. emaPeriod The period for EMA calculations.
Definition at line 67 of file PremierStochasticOscillator.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the Premier Stochastic Oscillator (PSO) based on the current input. This calculation involves updating the stochastic oscillator and the EMAs, followed by calculating the PSO using the formula: PSO = (exp(EMA2) - 1) / (exp(EMA2) + 1)
- Parameters
-
input The current input bar containing market data.
- Returns
- The computed value of the PSO.
Definition at line 85 of file PremierStochasticOscillator.cs.
◆ Reset()
| override void QuantConnect.Indicators.PremierStochasticOscillator.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 111 of file PremierStochasticOscillator.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.PremierStochasticOscillator.IsReady => _doubleSmoothingEma.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 75 of file PremierStochasticOscillator.cs.
Property Documentation
◆ WarmUpPeriod
|
get |
The warm-up period necessary before the PSO indicator is considered ready.
Definition at line 45 of file PremierStochasticOscillator.cs.
The documentation for this class was generated from the following file:
- Indicators/PremierStochasticOscillator.cs
