HistoricalVolatilityRatio
StockSharp.Algo.Indicators
Historical Volatility Ratio indicator.
Inherits: BaseIndicator
Constructors
HistoricalVolatilityRatio()
Initializes a new instance of the HistoricalVolatilityRatio.
Properties
LongPeriod : int
Long period.
Measure : IndicatorMeasures
IndicatorMeasures.
NumValuesToInitialize : int
Number of values that need to be processed in order for the indicator to initialize (be IsFormed equals ). if undefined.
ShortPeriod : int
Short period.
Methods
OnProcess(IIndicatorValue) : IIndicatorValue
To handle the input value.
- input
- The input value.
Returns: The resulting value.
Reset()
Reset state.