Represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html More...
Public Member Functions | |
| RelativeMovingAverage (string name, int period) | |
| Initializes a new instance of the RelativeMovingAverage class with the specified name and period More... | |
| RelativeMovingAverage (int period) | |
| Initializes a new instance of the SimpleMovingAverage class with the default name and period More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => LongAverage.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => LongAverage.WarmUpPeriod |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IndicatorDataPoint input) |
| Copmutes the next value for 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 | |
| SimpleMovingAverage | ShortAverage [get] |
| Gets the Short Term SMA with 1 x Period of RMA More... | |
| SimpleMovingAverage | MediumAverage [get] |
| Gets the Medium Term SMA with 2 x Period of RMA More... | |
| SimpleMovingAverage | LongAverage [get] |
| Gets the Long Term SMA with 3 x Period of RMA 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
Represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html
Definition at line 23 of file RelativeMovingAverage.cs.
Constructor & Destructor Documentation
◆ RelativeMovingAverage() [1/2]
| QuantConnect.Indicators.RelativeMovingAverage.RelativeMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the RelativeMovingAverage class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the RMA
Definition at line 55 of file RelativeMovingAverage.cs.
◆ RelativeMovingAverage() [2/2]
| QuantConnect.Indicators.RelativeMovingAverage.RelativeMovingAverage | ( | int | period | ) |
Initializes a new instance of the SimpleMovingAverage class with the default name and period
- Parameters
-
period
Definition at line 67 of file RelativeMovingAverage.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Copmutes the next value for this indicator from the given state.
- Parameters
-
input The input value to this indicator on this time step
- Returns
- A new value for this indicator
Definition at line 77 of file RelativeMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.RelativeMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 89 of file RelativeMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.RelativeMovingAverage.IsReady => LongAverage.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 43 of file RelativeMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.RelativeMovingAverage.WarmUpPeriod => LongAverage.WarmUpPeriod |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 48 of file RelativeMovingAverage.cs.
Property Documentation
◆ ShortAverage
|
get |
Gets the Short Term SMA with 1 x Period of RMA
Definition at line 28 of file RelativeMovingAverage.cs.
◆ MediumAverage
|
get |
Gets the Medium Term SMA with 2 x Period of RMA
Definition at line 33 of file RelativeMovingAverage.cs.
◆ LongAverage
|
get |
Gets the Long Term SMA with 3 x Period of RMA
Definition at line 38 of file RelativeMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/RelativeMovingAverage.cs
