This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3 More...
Public Member Functions | |
| TripleExponentialMovingAverage (string name, int period) | |
| Initializes a new instance of the TripleExponentialMovingAverage class using the specified name and period. More... | |
| TripleExponentialMovingAverage (int period) | |
| Initializes a new instance of the TripleExponentialMovingAverage class using the specified period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _ema3.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => 3 * (_period - 1) + 1 |
| 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... | |
Additional Inherited Members | |
 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 Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3
Definition at line 26 of file TripleExponentialMovingAverage.cs.
Constructor & Destructor Documentation
◆ TripleExponentialMovingAverage() [1/2]
| QuantConnect.Indicators.TripleExponentialMovingAverage.TripleExponentialMovingAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the TripleExponentialMovingAverage class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the TEMA
Definition at line 38 of file TripleExponentialMovingAverage.cs.
◆ TripleExponentialMovingAverage() [2/2]
| QuantConnect.Indicators.TripleExponentialMovingAverage.TripleExponentialMovingAverage | ( | int | period | ) |
Initializes a new instance of the TripleExponentialMovingAverage class using the specified period.
- Parameters
-
period The period of the TEMA
Definition at line 51 of file TripleExponentialMovingAverage.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 TripleExponentialMovingAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.TripleExponentialMovingAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 87 of file TripleExponentialMovingAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.TripleExponentialMovingAverage.IsReady => _ema3.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 59 of file TripleExponentialMovingAverage.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.TripleExponentialMovingAverage.WarmUpPeriod => 3 * (_period - 1) + 1 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 64 of file TripleExponentialMovingAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/TripleExponentialMovingAverage.cs
