QuantConnect.Indicators.LogReturn Class Reference
Represents the LogReturn indicator (LOGR) More...
Inheritance diagram for QuantConnect.Indicators.LogReturn:
Public Member Functions | |
| LogReturn (string name, int period) | |
| Initializes a new instance of the LogReturn class with the specified name and period More... | |
| LogReturn (int period) | |
| Initializes a new instance of the LogReturn class with the default name and period More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| 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 for 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... | |
Additional Inherited Members | |
| 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
Represents the LogReturn indicator (LOGR)
- log returns are useful for identifying price convergence/divergence in a given period
- logr = log (current price / last price in period)
Definition at line 25 of file LogReturn.cs.
Constructor & Destructor Documentation
◆ LogReturn() [1/2]
| QuantConnect.Indicators.LogReturn.LogReturn | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the LogReturn class with the specified name and period
- Parameters
-
name The name of this indicator period The period of the LOGR
Definition at line 37 of file LogReturn.cs.
◆ LogReturn() [2/2]
| QuantConnect.Indicators.LogReturn.LogReturn | ( | int | period | ) |
Initializes a new instance of the LogReturn class with the default name and period
- Parameters
-
period The period of the SMA
Definition at line 46 of file LogReturn.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value for this indicator from the given state.
- logr = log (current price / last price in period)
- Parameters
-
window The window of data held in this indicator input The input value to this indicator on this time step
- Returns
- A new value for this indicator
Definition at line 58 of file LogReturn.cs.
Member Data Documentation
◆ WarmUpPeriod
| int QuantConnect.Indicators.LogReturn.WarmUpPeriod => Period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 30 of file LogReturn.cs.
The documentation for this class was generated from the following file:
- Indicators/LogReturn.cs
