Table of Contents

Class HistoricalVolatilityRatio

Namespace
StockSharp.Algo.Indicators
Assembly
StockSharp.Algo.dll

Historical Volatility Ratio indicator.

[Display(ResourceType = typeof(LocalizedStrings), Name = "HVR", Description = "HistoricalVolatilityRatio")]
public class HistoricalVolatilityRatio : BaseIndicator, IIndicator, IPersistable, ICloneable<IIndicator>, ICloneable
Inheritance
HistoricalVolatilityRatio
Implements
IPersistable
ICloneable<IIndicator>
Derived
Inherited Members
Extension Methods

Constructors

HistoricalVolatilityRatio()

Initializes a new instance of the HistoricalVolatilityRatio.

public HistoricalVolatilityRatio()

Properties

LongPeriod

Long period.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Long", Description = "LongPeriod", GroupName = "General")]
public int LongPeriod { get; set; }

Property Value

int

Measure

IndicatorMeasures.

public override IndicatorMeasures Measure { get; }

Property Value

IndicatorMeasures

NumValuesToInitialize

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

public override int NumValuesToInitialize { get; }

Property Value

int

ShortPeriod

Short period.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Short", Description = "ShortPeriod", GroupName = "General")]
public int ShortPeriod { get; set; }

Property Value

int

Methods

CalcIsFormed()

Calc IsFormed.

protected override bool CalcIsFormed()

Returns

bool

IsFormed

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnProcess(IIndicatorValue)

To handle the input value.

protected override IIndicatorValue OnProcess(IIndicatorValue input)

Parameters

input IIndicatorValue

The input value.

Returns

IIndicatorValue

The resulting value.

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).

public override void Reset()

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

ToString() 

public override string ToString()

Returns

string