QC Algorithm Base Class - Handle the basic requirements of a trading algorithm, allowing user to focus on event methods. The QCAlgorithm class implements Portfolio, Securities, Transactions and Data Subscription Management.
QC Algorithm Base Class - Handle the basic requirements of a trading algorithm, allowing user to focus on event methods. The QCAlgorithm class implements Portfolio, Securities, Transactions and Data Subscription Management.
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diff --git a/03 Writing Algorithms/98 API Reference/02 Adding Data.php b/03 Writing Algorithms/98 API Reference/02 Adding Data.php
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--- a/03 Writing Algorithms/98 API Reference/02 Adding Data.php
+++ b/03 Writing Algorithms/98 API Reference/02 Adding Data.php
@@ -1,33 +1,33 @@
This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyFast
+
+
Gets the fast average indicator
+
+
Returns:
+
Gets the fast average indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyHistogram
+
+
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
+
+
Returns:
+
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySignal
+
+
Gets the signal of the MACD
+
+
Returns:
+
Gets the signal of the MACD
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySlow
+
+
Gets the slow average indicator
+
+
Returns:
+
Gets the slow average indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLowerBand
+
+
Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))
+
+
Returns:
+
Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyMiddleBand
+
+
Gets the middle acceleration band (moving average)
+
+
Returns:
+
Gets the middle acceleration band (moving average)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyMovingAverageType
+
+
Gets the type of moving average
+
+
Returns:
+
Gets the type of moving average
+
Return type:
+
MovingAverageType
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyUpperBand
+
+
Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))
+
+
Returns:
+
Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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. The S P 500 index is frequently used as a benchmark in Alpha calculations to represent the overall market performance. Alpha is an essential tool for investors to understand the idiosyncratic returns of their investment that aren't caused by movement in the underlying benchmark.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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).
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyADRatio
+
+
Gets the Advance/Decline Ratio (ADR) indicator
+
+
Returns:
+
Gets the Advance/Decline Ratio (ADR) indicator
+
Return type:
+
AdvanceDeclineRatio
+
+
+
propertyADVRatio
+
+
Gets the Advance/Decline Volume Ratio (ADVR) indicator
+
+
Returns:
+
Gets the Advance/Decline Volume Ratio (ADVR) indicator
+
Return type:
+
AdvanceDeclineVolumeRatio
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and both sub-indicators (AroonUp and AroonDown)
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyAroonDown
+
+
Gets the AroonDown indicator
+
+
Returns:
+
Gets the AroonDown indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyAroonUp
+
+
Gets the AroonUp indicator
+
+
Returns:
+
Gets the AroonUp indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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. length = x closes = closeArray closes1 = closeArray shifted right by 1 closes2 = closeArray shifted right by 2 closeLog = np.log(np.divide(closes1, closes2)) SDev = np.std(closeLog) m = SDev * closes1[-1] spike = (closes[-1]-closes1[-1])/m return spike Augen Price Spike from TradingView https://www.tradingview.com/script/fC7Pn2X2-Price-Spike-Jeff-Augen/
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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): Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ where the first sum has an upper limit of and the second .
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyArResidualError
+
+
The variance of the residuals (Var(ε)) from the first step of Double[]).
+
+
Returns:
+
The variance of the residuals (Var(ε)) from the first step of Double[]).
+
Return type:
+
Double
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyMaResidualError
+
+
The variance of the residuals (Var(ε)) from the second step of Double[]).
+
+
Returns:
+
The variance of the residuals (Var(ε)) from the second step of Double[]).
+
Return type:
+
Double
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyNegativeDirectionalIndex
+
+
Gets the index of the Minus Directional Indicator
+
+
Returns:
+
Gets the index of the Minus Directional Indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPositiveDirectionalIndex
+
+
Gets the index of the Plus Directional Indicator
+
+
Returns:
+
Gets the index of the Plus Directional Indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyADX
+
+
The Average Directional Index indicator instance being used
+
+
Returns:
+
The Average Directional Index indicator instance being used
+
Return type:
+
AverageDirectionalIndex
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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. TrueRange is defined as the maximum of the following: High - Low ABS(High - PreviousClose) ABS(Low - PreviousClose)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyTrueRange
+
+
Gets the true range which is the more volatile calculation to be smoothed by this indicator
+
+
Returns:
+
Gets the true range which is the more volatile calculation to be smoothed by this indicator
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, AO = MAfast[(H+L)/2] - MAslow[(H+L)/2] where MAfast and MAslow denote simple moving averages wherein fast has a shorter period. https://www.barchart.com/education/technical-indicators/awesome_oscillator
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyFastAo
+
+
Gets the indicators fast period moving average.
+
+
Returns:
+
Gets the indicators fast period moving average.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySlowAo
+
+
Gets the indicators slow period moving average.
+
+
Returns:
+
Gets the indicators slow period moving average.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
\ No newline at end of file
diff --git a/Resources/indicators/constructors/beta.html b/Resources/indicators/constructors/beta.html
index 4edf882033..4354376493 100644
--- a/Resources/indicators/constructors/beta.html
+++ b/Resources/indicators/constructors/beta.html
@@ -1,3 +1,4 @@
+
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. It is common practice to use the SPX index as a benchmark of the overall reference market when it comes to Beta calculations.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators (StandardDeviation, LowerBand, MiddleBand, UpperBand, BandWidth, %B)
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyBandWidth
+
+
Gets the Bollinger BandWidth indicator BandWidth = ((Upper Band - Lower Band) / Middle Band) * 100
+
+
Returns:
+
Gets the Bollinger BandWidth indicator BandWidth = ((Upper Band - Lower Band) / Middle Band) * 100
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLowerBand
+
+
Gets the lower Bollinger band (middleBand - k * stdDev)
+
+
Returns:
+
Gets the lower Bollinger band (middleBand - k * stdDev)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyMiddleBand
+
+
Gets the middle Bollinger band (moving average)
+
+
Returns:
+
Gets the middle Bollinger band (moving average)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyMovingAverageType
+
+
Gets the type of moving average
+
+
Returns:
+
Gets the type of moving average
+
Return type:
+
MovingAverageType
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPercentB
+
+
Gets the Bollinger %B %B = (Price - Lower Band)/(Upper Band - Lower Band)
+
+
Returns:
+
Gets the Bollinger %B %B = (Price - Lower Band)/(Upper Band - Lower Band)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the Price level
+
+
Returns:
+
Gets the Price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStandardDeviation
+
+
Gets the standard deviation
+
+
Returns:
+
Gets the standard deviation
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUpperBand
+
+
Gets the upper Bollinger band (middleBand + k * stdDev)
+
+
Returns:
+
Gets the upper Bollinger band (middleBand + k * stdDev)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. CMF = n-day Sum of [(((C - L) - (H - C)) / (H - L)) x Vol] / n-day Sum of Vol Where: n = number of periods, typically 21 H = high L = low C = close Vol = volume https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/cmf
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation) Typical Price (TP) = (High + Low + Close)/3 Constant = 0.015 There are four steps to calculating the Mean Deviation, first, subtract the most recent 20-period average of the typical price from each period's typical price. Second, take the absolute values of these numbers. Third, sum the absolute values. Fourth, divide by the total number of periods (20).
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyMovingAverageType
+
+
Gets the type of moving average
+
+
Returns:
+
Gets the type of moving average
+
Return type:
+
MovingAverageType
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyTypicalPriceAverage
+
+
Keep track of the simple moving average of the typical price
+
+
Returns:
+
Keep track of the simple moving average of the typical price
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyTypicalPriceMeanDeviation
+
+
Keep track of the mean absolute deviation of the typical price
+
+
Returns:
+
Keep track of the mean absolute deviation of the typical price
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Pearson Correlation (Product-Moment Correlation): Measures the linear relationship between two datasets. The coefficient ranges from -1 to 1. A value of 1 indicates a perfect positive linear relationship, -1 indicates a perfect negative linear relationship, and 0 indicates no linear relationship. It assumes that both datasets are normally distributed and the relationship is linear. It is sensitive to outliers which can affect the correlation significantly.
+
+
Returns:
+
Pearson Correlation (Product-Moment Correlation): Measures the linear relationship between two datasets. The coefficient ranges from -1 to 1. A value of 1 indicates a perfect positive linear relationship, -1 indicates a perfect negative linear relationship, and 0 indicates no linear relationship. It assumes that both datasets are normally distributed and the relationship is linear. It is sensitive to outliers which can affect the correlation significantly.
+
Return type:
+
CorrelationType
+
+
+
fieldSpearman
+
+
Spearman Correlation (Rank Correlation): Measures the strength and direction of the monotonic relationship between two datasets. Instead of calculating the coefficient using raw data, it uses the rank of the data points. This method is non-parametric and does not assume a normal distribution of the datasets. It's useful when the data is not normally distributed or when the relationship is not linear. Spearman's correlation is less sensitive to outliers than Pearson's correlation. The coefficient also ranges from -1 to 1 with similar interpretations for the values, but it reflects monotonic relationships rather than only linear ones.
+
+
Returns:
+
Spearman Correlation (Rank Correlation): Measures the strength and direction of the monotonic relationship between two datasets. Instead of calculating the coefficient using raw data, it uses the rank of the data points. This method is non-parametric and does not assume a normal distribution of the datasets. It's useful when the data is not normally distributed or when the relationship is not linear. Spearman's correlation is less sensitive to outliers than Pearson's correlation. The coefficient also ranges from -1 to 1 with similar interpretations for the values, but it reflects monotonic relationships rather than only linear ones.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
\ No newline at end of file
diff --git a/Resources/indicators/constructors/delta.html b/Resources/indicators/constructors/delta.html
index 094514955b..f1c1e12dbc 100644
--- a/Resources/indicators/constructors/delta.html
+++ b/Resources/indicators/constructors/delta.html
@@ -1,3 +1,4 @@
+
Option Delta indicator that calculate the delta of an option
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDividendYield
+
+
Dividend Yield
+
+
Returns:
+
Dividend Yield
+
Return type:
+
Identity
+
+
+
propertyExpiry
+
+
Gets the expiration time of the option
+
+
Returns:
+
Gets the expiration time of the option
+
Return type:
+
DateTime
+
+
+
propertyImpliedVolatility
+
+
Gets the implied volatility of the option
+
+
Returns:
+
Gets the implied volatility of the option
+
Return type:
+
ImpliedVolatility
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOppositePrice
+
+
Gets the mirror option price level, for implied volatility
+
+
Returns:
+
Gets the mirror option price level, for implied volatility
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the option price level
+
+
Returns:
+
Gets the option price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyRight
+
+
Gets the option right (call/put) of the option
+
+
Returns:
+
Gets the option right (call/put) of the option
+
Return type:
+
OptionRight
+
+
+
propertyRiskFreeRate
+
+
Risk Free Rate
+
+
Returns:
+
Risk Free Rate
+
Return type:
+
Identity
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStrike
+
+
Gets the strike price of the option
+
+
Returns:
+
Gets the strike price of the option
+
Return type:
+
decimal
+
+
+
propertyStyle
+
+
Gets the option style (European/American) of the option
+
+
Returns:
+
Gets the option style (European/American) of the option
+
Return type:
+
OptionStyle
+
+
+
propertyUnderlyingPrice
+
+
Gets the underlying's price level
+
+
Returns:
+
Gets the underlying's price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUseMirrorContract
+
+
Flag if mirror option is implemented for parity type calculation
+
+
Returns:
+
Flag if mirror option is implemented for parity type calculation
+
Return type:
+
bool
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI).
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLowerBand
+
+
Gets the lower band of the Donchian Channel.
+
+
Returns:
+
Gets the lower band of the Donchian Channel.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyUpperBand
+
+
Gets the upper band of the Donchian Channel.
+
+
Returns:
+
Gets the upper band of the Donchian Channel.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
\ No newline at end of file
diff --git a/Resources/indicators/constructors/ease-of-movement-value.html b/Resources/indicators/constructors/ease-of-movement-value.html
index ad93d5fc84..e3975ae902 100644
--- a/Resources/indicators/constructors/ease-of-movement-value.html
+++ b/Resources/indicators/constructors/ease-of-movement-value.html
@@ -1,3 +1,4 @@
+
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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. The equation is y = .5 * ln [ 1 + x / 1 - x ] where x is the input y is the output ln is the natural logarithm The Fisher transform has much sharper turning points than other indicators such as MACD For more info, read chapter 1 of Cybernetic Analysis for Stocks and Futures by John F. Ehlers We are implementing the latest version of this indicator found at Fig. 4 of http://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
The Fractal Adaptive Moving Average (FRAMA) by John Ehlers
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets the average to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Returns whether the indicator will return valid results
+
+
Returns:
+
Returns whether the indicator will return valid results
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Option Gamma indicator that calculate the gamma of an option
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDividendYield
+
+
Dividend Yield
+
+
Returns:
+
Dividend Yield
+
Return type:
+
Identity
+
+
+
propertyExpiry
+
+
Gets the expiration time of the option
+
+
Returns:
+
Gets the expiration time of the option
+
Return type:
+
DateTime
+
+
+
propertyImpliedVolatility
+
+
Gets the implied volatility of the option
+
+
Returns:
+
Gets the implied volatility of the option
+
Return type:
+
ImpliedVolatility
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOppositePrice
+
+
Gets the mirror option price level, for implied volatility
+
+
Returns:
+
Gets the mirror option price level, for implied volatility
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the option price level
+
+
Returns:
+
Gets the option price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyRight
+
+
Gets the option right (call/put) of the option
+
+
Returns:
+
Gets the option right (call/put) of the option
+
Return type:
+
OptionRight
+
+
+
propertyRiskFreeRate
+
+
Risk Free Rate
+
+
Returns:
+
Risk Free Rate
+
Return type:
+
Identity
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStrike
+
+
Gets the strike price of the option
+
+
Returns:
+
Gets the strike price of the option
+
Return type:
+
decimal
+
+
+
propertyStyle
+
+
Gets the option style (European/American) of the option
+
+
Returns:
+
Gets the option style (European/American) of the option
+
Return type:
+
OptionStyle
+
+
+
propertyUnderlyingPrice
+
+
Gets the underlying's price level
+
+
Returns:
+
Gets the underlying's price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUseMirrorContract
+
+
Flag if mirror option is implemented for parity type calculation
+
+
Returns:
+
Flag if mirror option is implemented for parity type calculation
+
Return type:
+
bool
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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])
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyClose
+
+
Gets the Heikin-Ashi Close
+
+
Returns:
+
Gets the Heikin-Ashi Close
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyHigh
+
+
Gets the Heikin-Ashi High
+
+
Returns:
+
Gets the Heikin-Ashi High
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLow
+
+
Gets the Heikin-Ashi Low
+
+
Returns:
+
Gets the Heikin-Ashi Low
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOpen
+
+
Gets the Heikin-Ashi Open
+
+
Returns:
+
Gets the Heikin-Ashi Open
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyVolume
+
+
Gets the Heikin-Ashi Volume
+
+
Returns:
+
Gets the Heikin-Ashi Volume
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyInPhase
+
+
Real (inPhase) part of complex number component of price values
+
+
Returns:
+
Real (inPhase) part of complex number component of price values
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyQuadrature
+
+
Imaginary (quadrature) part of complex number component of price values
+
+
Returns:
+
Imaginary (quadrature) part of complex number component of price values
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyChikou
+
+
The Chikou Span component of the Ichimoku indicator
+
+
Returns:
+
The Chikou Span component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDelayedKijunSenkouA
+
+
The Delayed Kijun Senkou A component of the Ichimoku indicator
+
+
Returns:
+
The Delayed Kijun Senkou A component of the Ichimoku indicator
+
Return type:
+
WindowIndicator<IndicatorDataPoint>
+
+
+
propertyDelayedMaximumSenkouB
+
+
The Delayed Maximum Senkou B component of the Ichimoku indicator
+
+
Returns:
+
The Delayed Maximum Senkou B component of the Ichimoku indicator
+
Return type:
+
WindowIndicator<IndicatorDataPoint>
+
+
+
propertyDelayedMinimumSenkouB
+
+
The Delayed Minimum Senkou B component of the Ichimoku indicator
+
+
Returns:
+
The Delayed Minimum Senkou B component of the Ichimoku indicator
+
Return type:
+
WindowIndicator<IndicatorDataPoint>
+
+
+
propertyDelayedTenkanSenkouA
+
+
The Delayed Tenkan Senkou A component of the Ichimoku indicator
+
+
Returns:
+
The Delayed Tenkan Senkou A component of the Ichimoku indicator
+
Return type:
+
WindowIndicator<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Returns true if all of the sub-components of the Ichimoku indicator is ready
+
+
Returns:
+
Returns true if all of the sub-components of the Ichimoku indicator is ready
+
Return type:
+
bool
+
+
+
propertyKijun
+
+
The Kijun-sen component of the Ichimoku indicator
+
+
Returns:
+
The Kijun-sen component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyKijunMaximum
+
+
The Kijun-sen Maximum component of the Ichimoku indicator
+
+
Returns:
+
The Kijun-sen Maximum component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyKijunMinimum
+
+
The Kijun-sen Minimum component of the Ichimoku indicator
+
+
Returns:
+
The Kijun-sen Minimum component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySenkouA
+
+
The Senkou A Span component of the Ichimoku indicator
+
+
Returns:
+
The Senkou A Span component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySenkouB
+
+
The Senkou B Span component of the Ichimoku indicator
+
+
Returns:
+
The Senkou B Span component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySenkouBMaximum
+
+
The Senkou B Maximum component of the Ichimoku indicator
+
+
Returns:
+
The Senkou B Maximum component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySenkouBMinimum
+
+
The Senkou B Minimum component of the Ichimoku indicator
+
+
Returns:
+
The Senkou B Minimum component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyTenkan
+
+
The Tenkan-sen component of the Ichimoku indicator
+
+
Returns:
+
The Tenkan-sen component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyTenkanMaximum
+
+
The Tenkan-sen Maximum component of the Ichimoku indicator
+
+
Returns:
+
The Tenkan-sen Maximum component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyTenkanMinimum
+
+
The Tenkan-sen Minimum component of the Ichimoku indicator
+
+
Returns:
+
The Tenkan-sen Minimum component of the Ichimoku indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators
+
+
+
+
+
SetSmoothingFunction(function)
+
+
Set the smoothing function of IV, using both call and put IV value
+
Parameters:
+
+
+ function (Func[Decimal, Decimal, Decimal] | PyObject)
+
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDividendYield
+
+
Dividend Yield
+
+
Returns:
+
Dividend Yield
+
Return type:
+
Identity
+
+
+
propertyExpiry
+
+
Gets the expiration time of the option
+
+
Returns:
+
Gets the expiration time of the option
+
Return type:
+
DateTime
+
+
+
propertyHistoricalVolatility
+
+
Gets the historical volatility of the underlying
+
+
Returns:
+
Gets the historical volatility of the underlying
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOppositePrice
+
+
Gets the mirror option price level, for implied volatility
+
+
Returns:
+
Gets the mirror option price level, for implied volatility
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the option price level
+
+
Returns:
+
Gets the option price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyRight
+
+
Gets the option right (call/put) of the option
+
+
Returns:
+
Gets the option right (call/put) of the option
+
Return type:
+
OptionRight
+
+
+
propertyRiskFreeRate
+
+
Risk Free Rate
+
+
Returns:
+
Risk Free Rate
+
Return type:
+
Identity
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStrike
+
+
Gets the strike price of the option
+
+
Returns:
+
Gets the strike price of the option
+
Return type:
+
decimal
+
+
+
propertyStyle
+
+
Gets the option style (European/American) of the option
+
+
Returns:
+
Gets the option style (European/American) of the option
+
Return type:
+
OptionStyle
+
+
+
propertyUnderlyingPrice
+
+
Gets the underlying's price level
+
+
Returns:
+
Gets the underlying's price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUseMirrorContract
+
+
Flag if mirror option is implemented for parity type calculation
+
+
Returns:
+
Flag if mirror option is implemented for parity type calculation
+
Return type:
+
bool
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
-
-
get_enumerator()
-
-
Returns an enumerator that iterates through the history window.
-
-
-
Return type:
-
IEnumerator[IndicatorDataPoint]
-
-
-
reset()
-
-
Resets this indicator to its initial state
-
-
-
-
-
to_detailed_string()
-
-
Provides a more detailed string of this indicator in the form of {Name} - {Value}
-
-
-
Return type:
-
str
-
-
-
update(time, value)
-
-
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
-
Parameters:
-
-
- time (datetime)
-
-
- value (float)
-
-
-
-
Return type:
-
bool
-
-
update(input)
-
-
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
-
Parameters:
-
-
- input (IBaseData)
-
-
-
-
Return type:
-
bool
-
-
-
-
-
propertyconsolidators
-
-
The data consolidators associated with this indicator if any
-
-
Returns:
-
The data consolidators associated with this indicator if any
-
Return type:
-
ISet[IDataConsolidator]
-
-
-
propertycurrent
-
-
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
-
-
Returns:
-
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
-
Return type:
-
IndicatorDataPoint
-
-
-
propertyis_ready
-
-
Gets a flag indicating when this indicator is ready and fully initialized
-
-
Returns:
-
Gets a flag indicating when this indicator is ready and fully initialized
-
Return type:
-
bool
-
-
-
propertyitem
-
-
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
-
-
Returns:
-
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
-
Return type:
-
IndicatorDataPoint
-
-
-
propertyname
-
-
Gets a name for this indicator
-
-
Returns:
-
Gets a name for this indicator
-
Return type:
-
str
-
-
-
propertyprevious
-
-
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
-
-
Returns:
-
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
-
Return type:
-
IndicatorDataPoint
-
-
-
propertysamples
-
-
Gets the number of samples processed by this indicator
-
-
Returns:
-
Gets the number of samples processed by this indicator
-
Return type:
-
int
-
-
-
propertywindow
-
-
A rolling window keeping a history of the indicator values of a given period
-
-
Returns:
-
A rolling window keeping a history of the indicator values of a given period
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, to the indicator to be ready and fully initialized
+
+
Returns:
+
Required period, in data points, to the indicator to be ready and fully initialized
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, to the indicator to be ready and fully initialized
+
+
Returns:
+
Required period, in data points, to the indicator to be ready and fully initialized
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyAverageTrueRange
+
+
Gets the average true range
+
+
Returns:
+
Gets the average true range
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLowerBand
+
+
Gets the lower band of the channel
+
+
Returns:
+
Gets the lower band of the channel
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyMiddleBand
+
+
Gets the middle band of the channel
+
+
Returns:
+
Gets the middle band of the channel
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyUpperBand
+
+
Gets the upper band of the channel
+
+
Returns:
+
Gets the upper band of the channel
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators (Intercept, Slope)
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIntercept
+
+
The point where the regression line crosses the y-axis (price-axis)
+
+
Returns:
+
The point where the regression line crosses the y-axis (price-axis)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySlope
+
+
The regression line slope
+
+
Returns:
+
The regression line slope
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator. For example, a 4 period indicator will have a numerator of (4 * window[0]) + (3 * window[1]) + (2 * window[2]) + window[3] and a denominator of 4 + 3 + 2 + 1 = 10 During the warm up period, IsReady will return false, but the LWMA will still be computed correctly because the denominator will be the minimum of Samples factorial or Size factorial and the computation iterates over that minimum value. The RollingWindow of inputs is created when the indicator is created. A RollingWindow of LWMAs is not saved. That is up to the caller.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents the LogReturn indicator (LOGR) - log returns are useful for identifying price convergence/divergence in a given period - logr = log (current price / last price in period)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an indicator capable of tracking the maximum value and how many periods ago it occurred
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPeriodsSinceMaximum
+
+
The number of periods since the maximum value was encountered
+
+
Returns:
+
The number of periods since the maximum value was encountered
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyADDifference
+
+
The number of advance assets minus the number of decline assets
+
+
Returns:
+
The number of advance assets minus the number of decline assets
+
Return type:
+
AdvanceDeclineDifference
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyEMAFast
+
+
Fast period EMA of advance decline difference
+
+
Returns:
+
Fast period EMA of advance decline difference
+
Return type:
+
ExponentialMovingAverage
+
+
+
propertyEMASlow
+
+
Slow period EMA of advance decline difference
+
+
Returns:
+
Slow period EMA of advance decline difference
+
Return type:
+
ExponentialMovingAverage
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyMcClellanOscillator
+
+
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.
+
+
Returns:
+
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.
+
Return type:
+
McClellanOscillator
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period mean absolute deviation.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and its sub-indicator Mean to their initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyMean
+
+
Gets the mean used to compute the deviation
+
+
Returns:
+
Gets the mean used to compute the deviation
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an indicator capable of tracking the minimum value and how many periods ago it occurred
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPeriodsSinceMinimum
+
+
The number of periods since the minimum value was encountered
+
+
Returns:
+
The number of periods since the minimum value was encountered
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n This indicator yields the same results of RateOfChangePercent
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period change in a value using the following: value_0 - value_n
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure Typical Price = (High + Low + Close)/3 Money Flow = Typical Price x Volume Positive Money Flow = Sum of the money flows of all days where the typical price is greater than the previous day's typical price Negative Money Flow = Sum of the money flows of all days where the typical price is less than the previous day's typical price Money Flow Ratio = (14-period Positive Money Flow)/(14-period Negative Money Flow) Money Flow Index = 100 x Positive Money Flow / ( Positive Money Flow + Negative Money Flow)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyNegativeMoneyFlow
+
+
The sum of negative money flow to compute money flow ratio
+
+
Returns:
+
The sum of negative money flow to compute money flow ratio
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPositiveMoneyFlow
+
+
The sum of positive money flow to compute money flow ratio
+
+
Returns:
+
The sum of positive money flow to compute money flow ratio
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPreviousTypicalPrice
+
+
The current and previous typical price is used to determine positive or negative money flow
+
+
Returns:
+
The current and previous typical price is used to determine positive or negative money flow
+
Return type:
+
decimal
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyFast
+
+
Gets the fast average indicator
+
+
Returns:
+
Gets the fast average indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyHistogram
+
+
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
+
+
Returns:
+
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySignal
+
+
Gets the signal of the MACD
+
+
Returns:
+
Gets the signal of the MACD
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySlow
+
+
Gets the slow average indicator
+
+
Returns:
+
Gets the slow average indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Parabolic SAR Indicator Based on TA-Lib implementation
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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]
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyFast
+
+
Gets the fast average indicator
+
+
Returns:
+
Gets the fast average indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyHistogram
+
+
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
+
+
Returns:
+
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD.
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySignal
+
+
Gets the signal of the MACD
+
+
Returns:
+
Gets the signal of the MACD
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySlow
+
+
Gets the slow average indicator
+
+
Returns:
+
Gets the slow average indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetAllPivotPointsArray()
+
+
Get all pivot points, in the order such that first element in collection is the nearest to the present date
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators (StandardDeviation, LowerBand, MiddleBand, UpperBand)
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIntercept
+
+
The point where the regression line crosses the y-axis (price-axis)
+
+
Returns:
+
The point where the regression line crosses the y-axis (price-axis)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLinearRegression
+
+
Gets the linear regression
+
+
Returns:
+
Gets the linear regression
+
Return type:
+
LeastSquaresMovingAverage
+
+
+
propertyLowerChannel
+
+
Gets the lower channel (linear regression - k * stdDev)
+
+
Returns:
+
Gets the lower channel (linear regression - k * stdDev)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySlope
+
+
The regression line slope
+
+
Returns:
+
The regression line slope
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUpperChannel
+
+
Gets the upper channel (linear regression + k * stdDev)
+
+
Returns:
+
Gets the upper channel (linear regression + k * stdDev)
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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. Current volume from open to current time of day / Average over the past x days from open to current time of day
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyLongAverage
+
+
Gets the Long Term SMA with 3 x Period of RMA
+
+
Returns:
+
Gets the Long Term SMA with 3 x Period of RMA
+
Return type:
+
SimpleMovingAverage
+
+
+
propertyMediumAverage
+
+
Gets the Medium Term SMA with 2 x Period of RMA
+
+
Returns:
+
Gets the Medium Term SMA with 2 x Period of RMA
+
Return type:
+
SimpleMovingAverage
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyShortAverage
+
+
Gets the Short Term SMA with 1 x Period of RMA
+
+
Returns:
+
Gets the Short Term SMA with 1 x Period of RMA
+
Return type:
+
SimpleMovingAverage
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyAverageGain
+
+
Gets the indicator for average gain
+
+
Returns:
+
Gets the indicator for average gain
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyAverageLoss
+
+
Gets the EMA for the down days
+
+
Returns:
+
Gets the EMA for the down days
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyMovingAverageType
+
+
Gets the type of indicator used to compute AverageGain and AverageLoss
+
+
Returns:
+
Gets the type of indicator used to compute AverageGain and AverageLoss
+
Return type:
+
MovingAverageType
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: a = Close−Openb = Close−Open of One Bar Prior to ac = Close−Open of One Bar Prior to bd = Close−Open of One Bar Prior to ce = High−Low of Bar af = High−Low of Bar bg = High−Low of Bar ch = High−Low of Bar d Then let (a+2*(b+c)+d)/6 be NUM and (e+2*(f+g)+h)/6 be DENOM. RVI = SMA(NUM)/SMA(DENOM) for a specified period. https://www.investopedia.com/terms/r/relative_vigor_index.asp
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySignal
+
+
A signal line which behaves like a slowed version of the RVI.
+
+
Returns:
+
A signal line which behaves like a slowed version of the RVI.
+
Return type:
+
RelativeVigorIndexSignal
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Option Rho indicator that calculate the rho of an option
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDividendYield
+
+
Dividend Yield
+
+
Returns:
+
Dividend Yield
+
Return type:
+
Identity
+
+
+
propertyExpiry
+
+
Gets the expiration time of the option
+
+
Returns:
+
Gets the expiration time of the option
+
Return type:
+
DateTime
+
+
+
propertyImpliedVolatility
+
+
Gets the implied volatility of the option
+
+
Returns:
+
Gets the implied volatility of the option
+
Return type:
+
ImpliedVolatility
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOppositePrice
+
+
Gets the mirror option price level, for implied volatility
+
+
Returns:
+
Gets the mirror option price level, for implied volatility
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the option price level
+
+
Returns:
+
Gets the option price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyRight
+
+
Gets the option right (call/put) of the option
+
+
Returns:
+
Gets the option right (call/put) of the option
+
Return type:
+
OptionRight
+
+
+
propertyRiskFreeRate
+
+
Risk Free Rate
+
+
Returns:
+
Risk Free Rate
+
Return type:
+
Identity
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStrike
+
+
Gets the strike price of the option
+
+
Returns:
+
Gets the strike price of the option
+
Return type:
+
decimal
+
+
+
propertyStyle
+
+
Gets the option style (European/American) of the option
+
+
Returns:
+
Gets the option style (European/American) of the option
+
Return type:
+
OptionStyle
+
+
+
propertyUnderlyingPrice
+
+
Gets the underlying's price level
+
+
Returns:
+
Gets the underlying's price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUseMirrorContract
+
+
Flag if mirror option is implemented for parity type calculation
+
+
Returns:
+
Flag if mirror option is implemented for parity type calculation
+
Return type:
+
bool
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. Reference: https://www.investopedia.com/articles/07/sharpe_ratio.asp Formula: S(x) = (Rx - Rf) / stdDev(Rx) Where: S(x) - sharpe ratio of x Rx - average rate of return for x Rf - risk-free rate
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Returns whether the indicator is properly initialized with data
+
+
Returns:
+
Returns whether the indicator is properly initialized with data
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents the traditional simple moving average indicator (SMA)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyRollingSum
+
+
A rolling sum for computing the average for the given period
+
+
Returns:
+
A rolling sum for computing the average for the given period
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Returns whether the indicator is properly initialized with data
+
+
Returns:
+
Returns whether the indicator is properly initialized with data
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period population standard deviation.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyFastStoch
+
+
Gets the value of the Fast Stochastics %K given Period.
+
+
Returns:
+
Gets the value of the Fast Stochastics %K given Period.
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStochD
+
+
Gets the value of the Slow Stochastics given Period D.
+
+
Returns:
+
Gets the value of the Slow Stochastics given Period D.
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyStochK
+
+
Gets the value of the Slow Stochastics given Period K.
+
+
Returns:
+
Gets the value of the Slow Stochastics given Period K.
+
Return type:
+
IndicatorBase<IBaseDataBar>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an indicator capable of tracking the sum for the given period
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyBasicLowerBand
+
+
Basic Lower band
+
+
Returns:
+
Basic Lower band
+
Return type:
+
decimal
+
+
+
propertyBasicUpperBand
+
+
Basic Upper Band
+
+
Returns:
+
Basic Upper Band
+
Return type:
+
decimal
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyCurrentTrailingLowerBand
+
+
Current Trailing Lower Band
+
+
Returns:
+
Current Trailing Lower Band
+
Return type:
+
decimal
+
+
+
propertyCurrentTrailingUpperBand
+
+
Current Trailing Upper Band
+
+
Returns:
+
Current Trailing Upper Band
+
Return type:
+
decimal
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets to the initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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);
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, to the indicator to be ready and fully initialized
+
+
Returns:
+
Required period, in data points, to the indicator to be ready and fully initialized
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Option Theta indicator that calculate the theta of an option
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDividendYield
+
+
Dividend Yield
+
+
Returns:
+
Dividend Yield
+
Return type:
+
Identity
+
+
+
propertyExpiry
+
+
Gets the expiration time of the option
+
+
Returns:
+
Gets the expiration time of the option
+
Return type:
+
DateTime
+
+
+
propertyImpliedVolatility
+
+
Gets the implied volatility of the option
+
+
Returns:
+
Gets the implied volatility of the option
+
Return type:
+
ImpliedVolatility
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOppositePrice
+
+
Gets the mirror option price level, for implied volatility
+
+
Returns:
+
Gets the mirror option price level, for implied volatility
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the option price level
+
+
Returns:
+
Gets the option price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyRight
+
+
Gets the option right (call/put) of the option
+
+
Returns:
+
Gets the option right (call/put) of the option
+
Return type:
+
OptionRight
+
+
+
propertyRiskFreeRate
+
+
Risk Free Rate
+
+
Returns:
+
Risk Free Rate
+
Return type:
+
Identity
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStrike
+
+
Gets the strike price of the option
+
+
Returns:
+
Gets the strike price of the option
+
Return type:
+
decimal
+
+
+
propertyStyle
+
+
Gets the option style (European/American) of the option
+
+
Returns:
+
Gets the option style (European/American) of the option
+
Return type:
+
OptionStyle
+
+
+
propertyUnderlyingPrice
+
+
Gets the underlying's price level
+
+
Returns:
+
Gets the underlying's price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUseMirrorContract
+
+
Flag if mirror option is implemented for parity type calculation
+
+
Returns:
+
Flag if mirror option is implemented for parity type calculation
+
Return type:
+
bool
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPOCPrice
+
+
Price where the most trading occured (Point of Control(POC)) This price is MarketProfile.Current.Value
+
+
Returns:
+
Price where the most trading occured (Point of Control(POC)) This price is MarketProfile.Current.Value
+
Return type:
+
decimal
+
+
+
propertyPOCVolume
+
+
Volume where the most tradding occured (Point of Control(POC))
+
+
Returns:
+
Volume where the most tradding occured (Point of Control(POC))
+
Return type:
+
decimal
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyProfileHigh
+
+
The highest reached close price level during the period. That value is called Profile High
+
+
Returns:
+
The highest reached close price level during the period. That value is called Profile High
+
Return type:
+
decimal
+
+
+
propertyProfileLow
+
+
The lowest reached close price level during the period. That value is called Profile Low
+
+
Returns:
+
The lowest reached close price level during the period. That value is called Profile Low
+
Return type:
+
decimal
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyValueAreaHigh
+
+
The highest close price level within the value area
+
+
Returns:
+
The highest close price level within the value area
+
Return type:
+
decimal
+
+
+
propertyValueAreaLow
+
+
The lowest close price level within the value area
+
+
Returns:
+
The lowest close price level within the value area
+
Return type:
+
decimal
+
+
+
propertyValueAreaVolume
+
+
The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.
+
+
Returns:
+
The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.
+
Return type:
+
decimal
+
+
+
propertyVolumePerPrice
+
+
Get a copy of the _volumePerPrice field
+
+
Returns:
+
Get a copy of the _volumePerPrice field
+
Return type:
+
SortedList<Decimal, Decimal>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, to the indicator to be ready and fully initialized
+
+
Returns:
+
Required period, in data points, to the indicator to be ready and fully initialized
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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)
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized. We have 3 EMAs chained on base period so every _period points starts the next EMA, hence -1 on the multiplication, and finally the last ema updates our _roc which needs to be warmed up before this indicator is warmed up.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized. We have 3 EMAs chained on base period so every _period points starts the next EMA, hence -1 on the multiplication, and finally the last ema updates our _roc which needs to be warmed up before this indicator is warmed up.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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 Briefly, the calculation has three steps: 1. Smooth the momentum and the absolute momentum by getting an EMA of them (typically of period 25) 2. Double smooth the momentum and the absolute momentum by getting an EMA of their EMA (typically of period 13) 3. The TSI formula itself: divide the double-smoothed momentum over the double-smoothed absolute momentum and multiply by 100 The signal is typically a 7-to-12-EMA of the TSI.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertySignal
+
+
Gets the signal line for the TSI indicator
+
+
Returns:
+
Gets the signal line for the TSI indicator
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes 1-day VaR for a specified confidence level and lookback period
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator computes the n-period population variance.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPeriod
+
+
Gets the period of this window indicator
+
+
Returns:
+
Gets the period of this window indicator
+
Return type:
+
Int32
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Option Vega indicator that calculate the Vega of an option
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and all sub-indicators
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyDividendYield
+
+
Dividend Yield
+
+
Returns:
+
Dividend Yield
+
Return type:
+
Identity
+
+
+
propertyExpiry
+
+
Gets the expiration time of the option
+
+
Returns:
+
Gets the expiration time of the option
+
Return type:
+
DateTime
+
+
+
propertyImpliedVolatility
+
+
Gets the implied volatility of the option
+
+
Returns:
+
Gets the implied volatility of the option
+
Return type:
+
ImpliedVolatility
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyOppositePrice
+
+
Gets the mirror option price level, for implied volatility
+
+
Returns:
+
Gets the mirror option price level, for implied volatility
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyPrice
+
+
Gets the option price level
+
+
Returns:
+
Gets the option price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyRight
+
+
Gets the option right (call/put) of the option
+
+
Returns:
+
Gets the option right (call/put) of the option
+
Return type:
+
OptionRight
+
+
+
propertyRiskFreeRate
+
+
Risk Free Rate
+
+
Returns:
+
Risk Free Rate
+
Return type:
+
Identity
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyStrike
+
+
Gets the strike price of the option
+
+
Returns:
+
Gets the strike price of the option
+
Return type:
+
decimal
+
+
+
propertyStyle
+
+
Gets the option style (European/American) of the option
+
+
Returns:
+
Gets the option style (European/American) of the option
+
Return type:
+
OptionStyle
+
+
+
propertyUnderlyingPrice
+
+
Gets the underlying's price level
+
+
Returns:
+
Gets the underlying's price level
+
Return type:
+
IndicatorBase<IndicatorDataPoint>
+
+
+
propertyUseMirrorContract
+
+
Flag if mirror option is implemented for parity type calculation
+
+
Returns:
+
Flag if mirror option is implemented for parity type calculation
+
Return type:
+
bool
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents an Indicator of the Market Profile with Volume Profile mode and its attributes
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when the indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when the indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPOCPrice
+
+
Price where the most trading occured (Point of Control(POC)) This price is MarketProfile.Current.Value
+
+
Returns:
+
Price where the most trading occured (Point of Control(POC)) This price is MarketProfile.Current.Value
+
Return type:
+
decimal
+
+
+
propertyPOCVolume
+
+
Volume where the most tradding occured (Point of Control(POC))
+
+
Returns:
+
Volume where the most tradding occured (Point of Control(POC))
+
Return type:
+
decimal
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyProfileHigh
+
+
The highest reached close price level during the period. That value is called Profile High
+
+
Returns:
+
The highest reached close price level during the period. That value is called Profile High
+
Return type:
+
decimal
+
+
+
propertyProfileLow
+
+
The lowest reached close price level during the period. That value is called Profile Low
+
+
Returns:
+
The lowest reached close price level during the period. That value is called Profile Low
+
Return type:
+
decimal
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyValueAreaHigh
+
+
The highest close price level within the value area
+
+
Returns:
+
The highest close price level within the value area
+
Return type:
+
decimal
+
+
+
propertyValueAreaLow
+
+
The lowest close price level within the value area
+
+
Returns:
+
The lowest close price level within the value area
+
Return type:
+
decimal
+
+
+
propertyValueAreaVolume
+
+
The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.
+
+
Returns:
+
The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.
+
Return type:
+
decimal
+
+
+
propertyVolumePerPrice
+
+
Get a copy of the _volumePerPrice field
+
+
Returns:
+
Get a copy of the _volumePerPrice field
+
Return type:
+
SortedList<Decimal, Decimal>
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASIₜ = ASIₜ₋₁ + SIₜ Where: ASIₜ₋₁ The WilderAccumulativeSwingIndex for the previous period. SIₜ The calculated for the current period.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state.
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
Represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SIₜ = 50 * ( N / R ) * ( K / T ) Where: N Equals: Cₜ - Cₜ₋₁ + 0.5 * (Cₜ - Oₜ) + 0.25 * (Cₜ₋₁ - Oₜ₋₁) See GetNValueR Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |Hₜ - Cₜ₋₁| => |Hₜ - Cₜ| - 0.5 * |Lₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Lₜ - Cₜ₋₁| => |Lₜ - Cₜ| - 0.5 * |Hₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Hₜ - Lₜ| => |Hₜ - Lₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| See K Found by selecting the larger of the two expressions: |Hₜ - Cₜ₋₁|, |Lₜ - Cₜ₋₁| See T The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator to its initial state
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized.
+
Return type:
+
bool
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
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%.
+
+
GetEnumerator()
+
+
Returns an enumerator that iterates through the history window.
+
+
+
Return type:
+
IEnumerator[IndicatorDataPoint]
+
+
+
Reset()
+
+
Resets this indicator and both sub-indicators (Max and Min)
+
+
+
+
+
ToDetailedString()
+
+
Provides a more detailed string of this indicator in the form of {Name} - {Value}
+
+
+
Return type:
+
String
+
+
+
Update(time, value)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ time (DateTime)
+
+
+ value (decimal)
+
+
+
+
Return type:
+
Boolean
+
+
Update(input)
+
+
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
+
Parameters:
+
+
+ input (IBaseData)
+
+
+
+
Return type:
+
Boolean
+
+
+
+
+
propertyConsolidators
+
+
The data consolidators associated with this indicator if any
+
+
Returns:
+
The data consolidators associated with this indicator if any
+
Return type:
+
ISet<IDataConsolidator>
+
+
+
propertyCurrent
+
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertyIsReady
+
+
Gets a flag indicating when this indicator is ready and fully initialized
+
+
Returns:
+
Gets a flag indicating when this indicator is ready and fully initialized
+
Return type:
+
bool
+
+
+
propertyMaximum
+
+
Gets the Maximum indicator
+
+
Returns:
+
Gets the Maximum indicator
+
Return type:
+
Maximum
+
+
+
propertyMinimum
+
+
Gets the Minimum indicator
+
+
Returns:
+
Gets the Minimum indicator
+
Return type:
+
Minimum
+
+
+
propertyName
+
+
Gets a name for this indicator
+
+
Returns:
+
Gets a name for this indicator
+
Return type:
+
string
+
+
+
propertyPrevious
+
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
+
Returns:
+
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
+
Return type:
+
IndicatorDataPoint
+
+
+
propertySamples
+
+
Gets the number of samples processed by this indicator
+
+
Returns:
+
Gets the number of samples processed by this indicator
+
Return type:
+
int
+
+
+
propertyWarmUpPeriod
+
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
+
Returns:
+
Required period, in data points, for the indicator to be ready and fully initialized.
+
Return type:
+
Int32
+
+
+
propertyWindow
+
+
A rolling window keeping a history of the indicator values of a given period
+
+
Returns:
+
A rolling window keeping a history of the indicator values of a given period
+
Return type:
+
RollingWindow<IndicatorDataPoint>
+
+
+
property[System.Int32]
+
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.
+
+
Returns:
+
Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.