Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will trigger a new insight. More...
Public Member Functions | |
| RsiAlphaModel (int period=14, Resolution resolution=Resolution.Daily) | |
| Initializes a new instance of the RsiAlphaModel class More... | |
| override IEnumerable< Insight > | Update (QCAlgorithm algorithm, Slice data) |
| Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities More... | |
| override void | OnSecuritiesChanged (QCAlgorithm algorithm, SecurityChanges changes) |
| Cleans out old security data and initializes the RSI for any newly added securities. This functional also seeds any new indicators using a history request. More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Alphas.AlphaModel | |
| AlphaModel () | |
| Initialize new AlphaModel More... | |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Algorithm.Framework.Alphas.AlphaModel | |
| virtual string | Name [get, set] |
| Defines a name for a framework model More... | |
| Properties inherited from QuantConnect.Algorithm.Framework.Alphas.INamedModel | |
| string | Name [get] |
| Defines a name for a framework model More... | |
Detailed Description
Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will trigger a new insight.
Definition at line 29 of file RsiAlphaModel.cs.
Constructor & Destructor Documentation
◆ RsiAlphaModel()
| QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel.RsiAlphaModel | ( | int | period = 14, |
| Resolution | resolution = Resolution.Daily |
||
| ) |
Initializes a new instance of the RsiAlphaModel class
- Parameters
-
period The RSI indicator period resolution The resolution of data sent into the RSI indicator
Definition at line 41 of file RsiAlphaModel.cs.
Member Function Documentation
◆ Update()
|
virtual |
Updates this alpha model with the latest data from the algorithm. This is called each time the algorithm receives data for subscribed securities
- Parameters
-
algorithm The algorithm instance data The new data available
- Returns
- The new insights generated
Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.
Definition at line 58 of file RsiAlphaModel.cs.
◆ OnSecuritiesChanged()
|
virtual |
Cleans out old security data and initializes the RSI for any newly added securities. This functional also seeds any new indicators using a history request.
- Parameters
-
algorithm The algorithm instance that experienced the change in securities changes The security additions and removals from the algorithm
Reimplemented from QuantConnect.Algorithm.Framework.Alphas.AlphaModel.
Definition at line 96 of file RsiAlphaModel.cs.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Alphas/RsiAlphaModel.cs
