This indicator computes the n-period adaptive weighted moving average indicator. VIDYAi = Pricei x F x ABS(CMOi) + VIDYAi-1 x (1 - F x ABS(CMOi)) where: VIDYAi - is the value of the current period. Pricei - is the source price of the period being calculated. F = 2/(Period_EMA+1) - is a smoothing factor. ABS(CMOi) - is the absolute current value of CMO. VIDYAi-1 - is the value of the period immediately preceding the period being calculated. More...
Public Member Functions | |
| VariableIndexDynamicAverage (int period) | |
| Initializes a new instance of the VariableIndexDynamicAverage class using the specified period. More... | |
| VariableIndexDynamicAverage (string name, int period) | |
| Initializes a new instance of the VariableIndexDynamicAverage class using the specified name and period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state 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 => Samples > Period |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| override int | WarmUpPeriod => Period + 1 |
| 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 of 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... | |
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 n-period adaptive weighted moving average indicator. VIDYAi = Pricei x F x ABS(CMOi) + VIDYAi-1 x (1 - F x ABS(CMOi)) where: VIDYAi - is the value of the current period. Pricei - is the source price of the period being calculated. F = 2/(Period_EMA+1) - is a smoothing factor. ABS(CMOi) - is the absolute current value of CMO. VIDYAi-1 - is the value of the period immediately preceding the period being calculated.
Definition at line 30 of file VariableIndexDynamicAverage.cs.
Constructor & Destructor Documentation
◆ VariableIndexDynamicAverage() [1/2]
| QuantConnect.Indicators.VariableIndexDynamicAverage.VariableIndexDynamicAverage | ( | int | period | ) |
Initializes a new instance of the VariableIndexDynamicAverage class using the specified period.
- Parameters
-
period The period of the indicator
Definition at line 40 of file VariableIndexDynamicAverage.cs.
◆ VariableIndexDynamicAverage() [2/2]
| QuantConnect.Indicators.VariableIndexDynamicAverage.VariableIndexDynamicAverage | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the VariableIndexDynamicAverage class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the indicator
Definition at line 50 of file VariableIndexDynamicAverage.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 window The window for the input history
- Returns
- A new value for this indicator
Definition at line 73 of file VariableIndexDynamicAverage.cs.
◆ Reset()
| override void QuantConnect.Indicators.VariableIndexDynamicAverage.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 90 of file VariableIndexDynamicAverage.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.VariableIndexDynamicAverage.IsReady => Samples > Period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 60 of file VariableIndexDynamicAverage.cs.
◆ WarmUpPeriod
| override int QuantConnect.Indicators.VariableIndexDynamicAverage.WarmUpPeriod => Period + 1 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 65 of file VariableIndexDynamicAverage.cs.
The documentation for this class was generated from the following file:
- Indicators/VariableIndexDynamicAverage.cs
