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QuantConnect.Indicators.MeanAbsoluteDeviation Class Reference

This indicator computes the n-period mean absolute deviation. More...

Inheritance diagram for QuantConnect.Indicators.MeanAbsoluteDeviation:
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Public Member Functions

 MeanAbsoluteDeviation (int period)
 Initializes a new instance of the MeanAbsoluteDeviation class with the specified period. More...
 
 MeanAbsoluteDeviation (string name, int period)
 Initializes a new instance of the MeanAbsoluteDeviation class with the specified period. More...
 
override void Reset ()
 Resets this indicator and its sub-indicator Mean to their initial state More...
 
- Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

override bool IsReady => Samples >= Period
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
int WarmUpPeriod => Period
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 
- Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
int Period
 Gets the period of this window indicator More...
 
override bool IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
virtual int WarmUpPeriod
 Required period, in data points, to the indicator to be ready and fully initialized More...
 

Protected Member Functions

override decimal ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input)
 Computes the next value of this indicator from the given state More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
 WindowIndicator (string name, int period)
 Initializes a new instance of the WindowIndicator class More...
 
override decimal ComputeNextValue (T input)
 Computes the next value of this indicator from the given state More...
 
abstract decimal ComputeNextValue (IReadOnlyWindow< T > window, T input)
 Computes the next value for this indicator from the given state. More...
 

Properties

IndicatorBase< IndicatorDataPointMean [get]
 Gets the mean used to compute the deviation More...
 
- Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Detailed Description

This indicator computes the n-period mean absolute deviation.

Definition at line 24 of file MeanAbsoluteDeviation.cs.

Constructor & Destructor Documentation

◆ MeanAbsoluteDeviation() [1/2]

QuantConnect.Indicators.MeanAbsoluteDeviation.MeanAbsoluteDeviation ( int  period)

Initializes a new instance of the MeanAbsoluteDeviation class with the specified period.

Evaluates the mean absolute deviation of samples in the lookback period.

Parameters
periodThe sample size of the standard deviation

Definition at line 37 of file MeanAbsoluteDeviation.cs.

◆ MeanAbsoluteDeviation() [2/2]

QuantConnect.Indicators.MeanAbsoluteDeviation.MeanAbsoluteDeviation ( string  name,
int  period 
)

Initializes a new instance of the MeanAbsoluteDeviation class with the specified period.

Evaluates the mean absolute deviation of samples in the look-back period.

Parameters
nameThe name of this indicator
periodThe sample size of the mean absolute deviation

Definition at line 49 of file MeanAbsoluteDeviation.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.MeanAbsoluteDeviation.ComputeNextValue ( IReadOnlyWindow< IndicatorDataPoint window,
IndicatorDataPoint  input 
)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
windowThe window for the input history
Returns
A new value for this indicator

Definition at line 71 of file MeanAbsoluteDeviation.cs.

◆ Reset()

override void QuantConnect.Indicators.MeanAbsoluteDeviation.Reset ( )

Resets this indicator and its sub-indicator Mean to their initial state

Definition at line 80 of file MeanAbsoluteDeviation.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.MeanAbsoluteDeviation.IsReady => Samples >= Period

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 58 of file MeanAbsoluteDeviation.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.MeanAbsoluteDeviation.WarmUpPeriod => Period

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 63 of file MeanAbsoluteDeviation.cs.

Property Documentation

◆ Mean

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.MeanAbsoluteDeviation.Mean
get

Gets the mean used to compute the deviation

Definition at line 29 of file MeanAbsoluteDeviation.cs.


The documentation for this class was generated from the following file: