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Classes | |
| class | AbsolutePriceOscillator |
| This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i] More... | |
| class | AccelerationBands |
| The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average. More... | |
| class | AccumulationDistribution |
| This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume More... | |
| class | AccumulationDistributionOscillator |
| This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD) More... | |
| class | AdvanceDeclineDifference |
| The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks that closed lower than their previous day's closing prices. More... | |
| class | AdvanceDeclineIndicator |
| The advance-decline indicator compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices. More... | |
| class | AdvanceDeclineRatio |
| The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices. More... | |
| class | AdvanceDeclineVolumeRatio |
| The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused. More... | |
| class | Alpha |
| In financial analysis, the Alpha indicator is used to measure the performance of an investment (such as a stock or ETF) relative to a benchmark index, often representing the broader market. Alpha indicates the excess return of the investment compared to the return of the benchmark index. More... | |
| class | ArmsIndex |
| The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume). More... | |
| class | ArnaudLegouxMovingAverage |
| Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. Source: https://www.cjournal.cz/files/308.pdf More... | |
| class | AroonOscillator |
| The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction. More... | |
| class | AugenPriceSpike |
| The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The Volatility Edge in Options Trading, Jeff Augen describes a method for tracking absolute price changes in terms of recent volatility, using the standard deviation. More... | |
| class | AutoRegressiveIntegratedMovingAverage |
| An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): More... | |
| class | AverageDirectionalIndex |
| This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx More... | |
| class | AverageDirectionalMovementIndexRating |
| This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2 More... | |
| class | AverageTrueRange |
| The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. This indicator computes the TrueRange and then smoothes the TrueRange over a given period. More... | |
| class | AwesomeOscillator |
| The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, More... | |
| class | BalanceOfPower |
| This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low) More... | |
| class | BarIndicator |
| The BarIndicator is an indicator that accepts IBaseDataBar data as its input. More... | |
| class | Beta |
| In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (volatility) of the reference (market indexes). The Beta indicators compares target's price movement to the movements of the indexes over the same period of time. More... | |
| class | BollingerBands |
| This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average. More... | |
| class | ChaikinMoneyFlow |
| The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. More... | |
| class | ChandeMomentumOscillator |
| This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss) More... | |
| class | CommodityChannelIndex |
| Represents the traditional commodity channel index (CCI) More... | |
| class | CompositeIndicator |
| This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function. More... | |
| class | ConstantIndicator |
| An indicator that will always return the same value. More... | |
| class | CoppockCurve |
| A momentum indicator developed by Edwin “Sedge” Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve More... | |
| class | Correlation |
| The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the price movements of a target security (e.g., a stock or ETF) and a reference market index. It measures how closely the target’s price changes are aligned with the fluctuations of the index over a specific period of time, providing insights into the target’s susceptibility to market movements. A positive correlation indicates that the target tends to move in the same direction as the market index, while a negative correlation suggests an inverse relationship. A correlation close to 0 implies a weak or no linear relationship. Commonly, the SPX index is employed as the benchmark for the overall market when calculating correlation, ensuring a consistent and reliable reference point. This helps traders and investors make informed decisions regarding the risk and behavior of the target security in relation to market trends. More... | |
| class | Delay |
| An indicator that delays its input for a certain period More... | |
| class | Delta |
| Option Delta indicator that calculate the delta of an option More... | |
| class | DeMarkerIndicator |
| In the DeMarker strategy, for some period of size N, set: More... | |
| class | DerivativeOscillator |
| Represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI). More... | |
| class | DetrendedPriceOscillator |
| The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA. More... | |
| class | DonchianChannel |
| This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe. More... | |
| class | DoubleExponentialMovingAverage |
| This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2 More... | |
| class | EaseOfMovementValue |
| This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA Source: https://www.investopedia.com/terms/e/easeofmovement.asp More... | |
| class | ExponentialMovingAverage |
| Represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history. More... | |
| class | FilteredIdentity |
| Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given if it passes a filter condition More... | |
| class | FisherTransform |
| The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability Distribution Function is approximately Gaussian. Once the Fisher transform is computed, the transformed data can then be analyzed in terms of it's deviation from the mean. More... | |
| class | FractalAdaptiveMovingAverage |
| The Fractal Adaptive Moving Average (FRAMA) by John Ehlers More... | |
| class | FunctionalIndicator |
| The functional indicator is used to lift any function into an indicator. This can be very useful when trying to combine output of several indicators, or for expression a mathematical equation More... | |
| class | Gamma |
| Option Gamma indicator that calculate the gamma of an option More... | |
| class | HeikinAshi |
| This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0]) More... | |
| class | HullMovingAverage |
| Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html More... | |
| class | IchimokuKinkoHyo |
| This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26) More... | |
| class | Identity |
| Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given. More... | |
| interface | IIndicator |
| KEEPING THIS INTERFACE FOR BACKWARDS COMPATIBILITY. Represents an indicator that can receive data updates and emit events when the value of the indicator has changed. More... | |
| interface | IIndicatorWarmUpPeriodProvider |
| Represents an indicator with a warm up period provider. More... | |
| class | ImpliedVolatility |
| Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model More... | |
| class | Indicator |
| Represents a type capable of ingesting a piece of data and producing a new piece of data. Indicators can be used to filter and transform data into a new, more informative form. More... | |
| class | IndicatorBase |
| Abstract Indicator base, meant to contain non-generic fields of indicator base to support non-typed inputs More... | |
| class | IndicatorDataPoint |
| Represents a piece of data at a specific time More... | |
| class | IndicatorExtensions |
| Provides extension methods for Indicator More... | |
| class | IndicatorResult |
| Represents the result of an indicator's calculations More... | |
| class | IntradayVwap |
| Defines the canonical intraday VWAP indicator More... | |
| interface | IReadOnlyWindow |
| Interface type used to pass windows around without worry of external modification More... | |
| class | KaufmanAdaptiveMovingAverage |
| This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average More... | |
| class | KaufmanEfficiencyRatio |
| This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp More... | |
| class | KeltnerChannels |
| This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average true range multiples away from the middle band. More... | |
| class | LeastSquaresMovingAverage |
| The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. Source: https://rtmath.net/assets/docs/finanalysis/html/b3fab79c-f4b2-40fb-8709-fdba43cdb363.htm More... | |
| class | LinearWeightedMovingAverage |
| Represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator. More... | |
| class | LogReturn |
| Represents the LogReturn indicator (LOGR) More... | |
| class | MarketProfile |
| Represents an Indicator of the Market Profile and its attributes More... | |
| class | MassIndex |
| The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey. More... | |
| class | Maximum |
| Represents an indicator capable of tracking the maximum value and how many periods ago it occurred More... | |
| class | McClellanOscillator |
| The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods. More... | |
| class | McClellanSummationIndex |
| The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator More... | |
| class | MeanAbsoluteDeviation |
| This indicator computes the n-period mean absolute deviation. More... | |
| class | MidPoint |
| This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2 More... | |
| class | MidPrice |
| This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2 More... | |
| class | Minimum |
| Represents an indicator capable of tracking the minimum value and how many periods ago it occurred More... | |
| class | Momentum |
| This indicator computes the n-period change in a value using the following: value_0 - value_n More... | |
| class | MomentumPercent |
| This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n More... | |
| class | MomersionIndicator |
| Oscillator indicator that measures momentum and mean-reversion over a specified period n. Source: Harris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/. More... | |
| class | MoneyFlowIndex |
| The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure More... | |
| class | MovingAverageConvergenceDivergence |
| This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages. More... | |
| class | MovingAverageTypeExtensions |
| Provides extension methods for the MovingAverageType enumeration More... | |
| class | NormalizedAverageTrueRange |
| This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the following formula: NATR = (ATR(period) / Close) * 100 More... | |
| class | OnBalanceVolume |
| This indicator computes the On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the current close price and previous close price. If the current close price is equivalent to the previous price the OBV remains the same, If the current close price is higher the volume of that day is added to the OBV, while a lower close price will result in negative value. More... | |
| class | OptionGreekIndicatorsHelper |
| Helper clas for option greeks related indicators More... | |
| class | OptionGreeksIndicatorBase |
| To provide a base class for option greeks indicator More... | |
| class | OptionIndicatorBase |
| To provide a base class for option indicator More... | |
| class | ParabolicStopAndReverse |
| Parabolic SAR Indicator Based on TA-Lib implementation More... | |
| class | PercentagePriceOscillator |
| This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i] More... | |
| class | PivotPoint |
| Represents the points identified by Pivot Point High/Low Indicator. More... | |
| class | PivotPointsEventArgs |
| Event arguments class for the PivotPointsHighLow.NewPivotPointFormed event More... | |
| class | PivotPointsHighLow |
| Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low More... | |
| class | PythonIndicator |
| Provides a wrapper for IndicatorBase<IBaseData> implementations written in python More... | |
| class | RateOfChange |
| This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n More... | |
| class | RateOfChangePercent |
| This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n More... | |
| class | RateOfChangeRatio |
| This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice More... | |
| class | RegressionChannel |
| The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html More... | |
| class | RelativeDailyVolume |
| The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio. More... | |
| class | RelativeMovingAverage |
| Represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html More... | |
| class | RelativeStrengthIndex |
| Represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation More... | |
| class | RelativeVigorIndex |
| The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: More... | |
| class | RelativeVigorIndexSignal |
| The signal for the Relative Vigor Index, itself an indicator. More... | |
| class | ResetCompositeIndicator |
| Class that extends CompositeIndicator to execute a given action once is reset More... | |
| class | Rho |
| Option Rho indicator that calculate the rho of an option More... | |
| class | RollingWindow |
| This is a window that allows for list access semantics, where this[0] refers to the most recent item in the window and this[Count-1] refers to the last item in the window More... | |
| class | SchaffTrendCycle |
| This indicator creates the Schaff Trend Cycle More... | |
| class | SharpeRatio |
| Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. More... | |
| class | SimpleMovingAverage |
| Represents the traditional simple moving average indicator (SMA) More... | |
| class | SortinoRatio |
| Calculation of the Sortino Ratio, a modification of the SharpeRatio. More... | |
| class | StandardDeviation |
| This indicator computes the n-period population standard deviation. More... | |
| class | Stochastic |
| This indicator computes the Slow Stochastics K and D. The Fast Stochastics K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics K is calculated the Slow Stochastic K is calculated by the average/smoothed price of of the Fast K with the given period. The Slow Stochastics D is then derived from the Slow Stochastics K with the given period. More... | |
| class | Sum |
| Represents an indicator capable of tracking the sum for the given period More... | |
| class | SuperTrend |
| 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... | |
| class | SwissArmyKnife |
| Swiss Army Knife indicator by John Ehlers More... | |
| class | T3MovingAverage |
| This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor); More... | |
| class | TargetDownsideDeviation |
| This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0. More... | |
| class | Theta |
| Option Theta indicator that calculate the theta of an option More... | |
| class | TimeProfile |
| Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes More... | |
| class | TimeSeriesForecast |
| Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf More... | |
| class | TimeSeriesIndicator |
| The base class for any Time Series-type indicator, containing methods common to most of such models. More... | |
| class | TradeBarIndicator |
| The TradeBarIndicator is an indicator that accepts TradeBar data as its input. More... | |
| class | TriangularMovingAverage |
| 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... | |
| class | TripleExponentialMovingAverage |
| 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... | |
| class | Trix |
| This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix More... | |
| class | TrueRange |
| This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low. More... | |
| class | TrueStrengthIndex |
| This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.stockcharts.com/doku.php?id=technical_indicators:true_strength_index More... | |
| class | UltimateOscillator |
| This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator More... | |
| class | ValueAtRisk |
| This indicator computes 1-day VaR for a specified confidence level and lookback period More... | |
| class | VariableIndexDynamicAverage |
| 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... | |
| class | Variance |
| This indicator computes the n-period population variance. More... | |
| class | Vega |
| Option Vega indicator that calculate the Vega of an option More... | |
| class | VolumeProfile |
| Represents an Indicator of the Market Profile with Volume Profile mode and its attributes More... | |
| class | VolumeWeightedAveragePriceIndicator |
| Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the total shares traded for the day. More... | |
| class | WilderAccumulativeSwingIndex |
| This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. More... | |
| class | WilderMovingAverage |
| Represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems. More... | |
| class | WilderSwingIndex |
| This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. More... | |
| class | WilliamsPercentR |
| Williams R, or just R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20%. More... | |
| class | WindowIdentity |
| Represents an indicator that is a ready after ingesting enough samples (# samples > period) and always returns the same value as it is given. More... | |
| class | WindowIndicator |
| Represents an indicator that acts on a rolling window of data More... | |
Functions | |
| delegate void | IndicatorUpdatedHandler (object sender, IndicatorDataPoint updated) |
| Event handler type for the IndicatorBase.Updated event More... | |
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Defines the different types of Correlation
Definition at line 21 of file CorrelationType.cs.
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The possible states returned by IndicatorBase<T>.ComputeNextValue
Definition at line 21 of file IndicatorStatus.cs.
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Defines the different types of moving averages
Definition at line 21 of file MovingAverageType.cs.
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Defines different types of option pricing model
Definition at line 21 of file OptionPricingModelType.cs.
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Pivot point direction
| Enumerator | |
|---|---|
| Low | Low pivot point (-1) |
| None | No pivot point (0) |
| High | High pivot point (1) |
| Both | Both high and low pivot point (2) |
Definition at line 287 of file PivotPointsHighLow.cs.
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The tools of the Swiss Army Knife. Some of the tools lend well to chaining with the "Of" Method, others may be treated as moving averages
| Enumerator | |
|---|---|
| Gauss | Two Pole Gaussian Filter (0) |
| Butter | Two Pole Butterworth Filter (1) |
| HighPass | High Pass Filter (2) |
| TwoPoleHighPass | Two Pole High Pass Filter (3) |
| BandPass | BandPass Filter (4) |
Definition at line 23 of file SwissArmyKnife.cs.
| delegate void QuantConnect.Indicators.IndicatorUpdatedHandler | ( | object | sender, |
| IndicatorDataPoint | updated | ||
| ) |
Event handler type for the IndicatorBase.Updated event
| sender | The indicator that fired the event |
| updated | The new piece of data produced by the indicator |
1.8.17