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The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices. More...
Public Member Functions | |
AdvanceDeclineRatio (string name) | |
Initializes a new instance of the AdvanceDeclineRatio class More... | |
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AdvanceDeclineIndicator (string name, Func< IEnumerable< TradeBar >, decimal > computeSub, Func< decimal, decimal, decimal > computeMain) | |
Initializes a new instance of the AdvanceDeclineRatio class More... | |
virtual void | Add (Symbol asset) |
Add tracking asset issue More... | |
void | AddStock (Symbol asset) |
Deprecated More... | |
virtual void | Remove (Symbol asset) |
Remove tracking asset issue More... | |
void | RemoveStock (Symbol asset) |
Deprecated More... | |
override void | Reset () |
Resets this indicator to its initial state More... | |
Additional Inherited Members | |
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override bool | IsReady => _previousPeriod.Keys.Any() |
Gets a flag indicating when this indicator is ready and fully initialized More... | |
int | WarmUpPeriod => 2 |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
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override decimal | ComputeNextValue (TradeBar input) |
Computes the next value of this indicator from the given state More... | |
override IndicatorResult | ValidateAndComputeNextValue (TradeBar input) |
Computes the next value of this indicator from the given state More... | |
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TradeBarIndicator (string name) | |
Creates a new TradeBarIndicator with the specified name More... | |
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int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices.
Definition at line 25 of file AdvanceDeclineRatio.cs.
QuantConnect.Indicators.AdvanceDeclineRatio.AdvanceDeclineRatio | ( | string | name | ) |
Initializes a new instance of the AdvanceDeclineRatio class
Definition at line 30 of file AdvanceDeclineRatio.cs.