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Lean
$LEAN_TAG$
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Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/ More...
Public Member Functions | |
| SuperTrend (string name, int period, decimal multiplier, MovingAverageType movingAverageType=MovingAverageType.Wilders) | |
| Creates a new SuperTrend indicator using the specified name, period, multiplier and moving average type More... | |
| SuperTrend (int period, decimal multiplier, MovingAverageType movingAverageType=MovingAverageType.Wilders) | |
| Creates a new SuperTrend indicator using the specified period, multiplier and moving average type More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _averageTrueRange.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... | |
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 | |
| decimal | BasicUpperBand [get] |
| Basic Upper Band More... | |
| decimal | BasicLowerBand [get] |
| Basic Lower band More... | |
| decimal | CurrentTrailingUpperBand [get] |
| Current Trailing Upper Band More... | |
| decimal | CurrentTrailingLowerBand [get] |
| Current Trailing Lower Band 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... | |
Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/
Definition at line 25 of file SuperTrend.cs.
| QuantConnect.Indicators.SuperTrend.SuperTrend | ( | string | name, |
| int | period, | ||
| decimal | multiplier, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Wilders |
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| ) |
Creates a new SuperTrend indicator using the specified name, period, multiplier and moving average type
| name | The name of this indicator |
| period | The smoothing period used by average true range |
| multiplier | The coefficient used in calculations of basic upper and lower bands |
| movingAverageType | The type of smoothing used to smooth the true range values |
Definition at line 78 of file SuperTrend.cs.
| QuantConnect.Indicators.SuperTrend.SuperTrend | ( | int | period, |
| decimal | multiplier, | ||
| MovingAverageType | movingAverageType = MovingAverageType.Wilders |
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| ) |
Creates a new SuperTrend indicator using the specified period, multiplier and moving average type
| period | The smoothing period used in average true range |
| multiplier | The coefficient used in calculations of basic upper and lower bands |
| movingAverageType | The type of smoothing used to smooth the true range values |
Definition at line 93 of file SuperTrend.cs.
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protected |
Computes the next value of this indicator from the given state
| input | The input given to the indicator |
Definition at line 103 of file SuperTrend.cs.
| override void QuantConnect.Indicators.SuperTrend.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 139 of file SuperTrend.cs.
| override bool QuantConnect.Indicators.SuperTrend.IsReady => _averageTrueRange.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 64 of file SuperTrend.cs.
| int QuantConnect.Indicators.SuperTrend.WarmUpPeriod => _period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 69 of file SuperTrend.cs.
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get |
Basic Upper Band
Definition at line 44 of file SuperTrend.cs.
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get |
Basic Lower band
Definition at line 49 of file SuperTrend.cs.
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get |
Current Trailing Upper Band
Definition at line 54 of file SuperTrend.cs.
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get |
Current Trailing Lower Band
Definition at line 59 of file SuperTrend.cs.