This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2) More...
Public Member Functions | |
| TriangularMovingAverage (string name, int period) | |
| Initializes a new instance of the TriangularMovingAverage class using the specified name and period. More... | |
| TriangularMovingAverage (int period) | |
| Initializes a new instance of the TriangularMovingAverage class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => Samples >= _period |
| 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 (IndicatorDataPoint input) |
| Computes the next value of 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... | |
Additional Inherited Members | |
| 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
This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2)
Definition at line 24 of file TriangularMovingAverage.cs.
Constructor & Destructor Documentation
◆ TriangularMovingAverage() [1/2]
| QuantConnect.Indicators.TriangularMovingAverage.TriangularMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the TriangularMovingAverage class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the indicator
Definition at line 35 of file TriangularMovingAverage.cs.
◆ TriangularMovingAverage() [2/2]
| QuantConnect.Indicators.TriangularMovingAverage.TriangularMovingAverage | ( | int | period | ) |
Initializes a new instance of the TriangularMovingAverage class using the specified period.
- Parameters
-
period The period of the indicator
Definition at line 51 of file TriangularMovingAverage.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 71 of file TriangularMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.TriangularMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 82 of file TriangularMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.TriangularMovingAverage.IsReady => Samples >= _period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 59 of file TriangularMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.TriangularMovingAverage.WarmUpPeriod => _period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 64 of file TriangularMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/TriangularMovingAverage.cs
