The SmoothedOnBalanceVolume indicator is smoothed version of OnBalanceVolume This indicator computes the OnBalanceVolume and then smoothes it over a given period. More...
Public Member Functions | |
| SmoothedOnBalanceVolume (string name, int period, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
| Creates a new SmoothedOnBalanceVolume indicator using the specified period and moving average type More... | |
| SmoothedOnBalanceVolume (int period, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
| Creates a new SmoothedOnBalanceVolume indicator using the specified period and moving average type More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _smoother.IsReady |
| Gets a flag indicating when this indicator is 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... | |
Properties | |
| OnBalanceVolume | OnBalanceVolume [get] |
| Gets the OnBalanceVolume which is the more volatile calculation to be smoothed by this indicator More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. 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
The SmoothedOnBalanceVolume indicator is smoothed version of OnBalanceVolume This indicator computes the OnBalanceVolume and then smoothes it over a given period.
Definition at line 25 of file SmoothedOnBalanceVolume.cs.
Constructor & Destructor Documentation
◆ SmoothedOnBalanceVolume() [1/2]
| QuantConnect.Indicators.SmoothedOnBalanceVolume.SmoothedOnBalanceVolume | ( | string | name, |
| int | period, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Simple |
||
| ) |
Creates a new SmoothedOnBalanceVolume indicator using the specified period and moving average type
- Parameters
-
name The name of this indicator period The smoothing period used to smooth the OnBalanceVolume values movingAverageType The type of smoothing used to smooth the OnBalanceVolume values
Definition at line 53 of file SmoothedOnBalanceVolume.cs.
◆ SmoothedOnBalanceVolume() [2/2]
| QuantConnect.Indicators.SmoothedOnBalanceVolume.SmoothedOnBalanceVolume | ( | int | period, |
| MovingAverageType | movingAverageType = MovingAverageType.Simple |
||
| ) |
Creates a new SmoothedOnBalanceVolume indicator using the specified period and moving average type
- Parameters
-
period The smoothing period used to smooth the OnBalanceVolume values movingAverageType The type of smoothing used to smooth the OnBalanceVolume values
Definition at line 68 of file SmoothedOnBalanceVolume.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 78 of file SmoothedOnBalanceVolume.cs.
◆ Reset()
| override void QuantConnect.Indicators.SmoothedOnBalanceVolume.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 97 of file SmoothedOnBalanceVolume.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.SmoothedOnBalanceVolume.IsReady => _smoother.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 40 of file SmoothedOnBalanceVolume.cs.
Property Documentation
◆ OnBalanceVolume
|
get |
Gets the OnBalanceVolume which is the more volatile calculation to be smoothed by this indicator
Definition at line 35 of file SmoothedOnBalanceVolume.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 45 of file SmoothedOnBalanceVolume.cs.
The documentation for this class was generated from the following file:
- Indicators/SmoothedOnBalanceVolume.cs
