HistoricalVolatilityRatio

StockSharp.Algo.Indicators

Historical Volatility Ratio indicator.

Inherits: BaseIndicator

Constructors

HistoricalVolatilityRatio
public HistoricalVolatilityRatio()
historicalVolatilityRatio = HistoricalVolatilityRatio()

Initializes a new instance of the HistoricalVolatilityRatio.

Properties

LongPeriod
public int LongPeriod { get; set; }
value = historicalVolatilityRatio.LongPeriod
historicalVolatilityRatio.LongPeriod = value

Long period.

Measure
public override IndicatorMeasures Measure { get; }
value = historicalVolatilityRatio.Measure

IndicatorMeasures.

NumValuesToInitialize
public override int NumValuesToInitialize { get; }
value = historicalVolatilityRatio.NumValuesToInitialize

Number of values that need to be processed in order for the indicator to initialize (be IsFormed equals ). if undefined.

ShortPeriod
public int ShortPeriod { get; set; }
value = historicalVolatilityRatio.ShortPeriod
historicalVolatilityRatio.ShortPeriod = value

Short period.

Methods

CalcIsFormed
protected override bool CalcIsFormed()
result = historicalVolatilityRatio.CalcIsFormed()

Calc IsFormed.

Returns: IsFormed

Load
public override void Load(SettingsStorage storage)
historicalVolatilityRatio.Load(storage)

Load settings.

storage
Settings storage.
OnProcess
protected override IIndicatorValue OnProcess(IIndicatorValue input)
result = historicalVolatilityRatio.OnProcess(input)

To handle the input value.

input
The input value.

Returns: The resulting value.

Reset
public override void Reset()
historicalVolatilityRatio.Reset()

To reset the indicator status to initial. The method is called each time when initial settings are changed (for example, the length of period).

Save
public override void Save(SettingsStorage storage)
historicalVolatilityRatio.Save(storage)

Save settings.

storage
Settings storage.
ToString
public override string ToString()
result = historicalVolatilityRatio.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.