Represents the traditional simple moving average indicator (SMA) More...
Public Member Functions | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
| SimpleMovingAverage (string name, int period) | |
| Initializes a new instance of the SimpleMovingAverage class with the specified name and period More... | |
| SimpleMovingAverage (int period) | |
| Initializes a new instance of the SimpleMovingAverage class with the default name and period More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => RollingSum.IsReady |
| 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... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value for this indicator from the given state. More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| WindowIndicator (string name, int period) | |
| Initializes a new instance of the WindowIndicator class More... | |
| override decimal | ComputeNextValue (T input) |
| Computes the next value of this indicator from the given state More... | |
| abstract decimal | ComputeNextValue (IReadOnlyWindow< T > window, T input) |
| Computes the next value for this indicator from the given state. More... | |
Properties | |
| IndicatorBase< IndicatorDataPoint > | RollingSum [get] |
| A rolling sum for computing the average for the given period 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 traditional simple moving average indicator (SMA)
Definition at line 21 of file SimpleMovingAverage.cs.
Constructor & Destructor Documentation
◆ SimpleMovingAverage() [1/2]
| QuantConnect.Indicators.SimpleMovingAverage.SimpleMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the SimpleMovingAverage class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the SMA
Definition at line 47 of file SimpleMovingAverage.cs.
◆ SimpleMovingAverage() [2/2]
| QuantConnect.Indicators.SimpleMovingAverage.SimpleMovingAverage | ( | int | period | ) |
Initializes a new instance of the SimpleMovingAverage class with the default name and period
- Parameters
-
period The period of the SMA
Definition at line 57 of file SimpleMovingAverage.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.SimpleMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 36 of file SimpleMovingAverage.cs.
◆ ComputeNextValue()
|
protected |
Computes the next value for this indicator from the given state.
- Parameters
-
window The window of data held in this indicator input The input value to this indicator on this time step
- Returns
- A new value for this indicator
Definition at line 68 of file SimpleMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.SimpleMovingAverage.IsReady => RollingSum.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 31 of file SimpleMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.SimpleMovingAverage.WarmUpPeriod => Period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 77 of file SimpleMovingAverage.cs.
Property Documentation
◆ RollingSum
|
get |
A rolling sum for computing the average for the given period
Definition at line 26 of file SimpleMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/SimpleMovingAverage.cs
