This indicator computes the n-period change in a value using the following: value_0 - value_n
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| Momentum (int period) |
| Creates a new Momentum indicator with the specified period More...
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| Momentum (string name, int period) |
| Creates a new Momentum indicator with the specified period More...
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override void | Reset () |
| Resets this indicator to its initial state More...
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int | WarmUpPeriod => Period |
| Required period, in data points, for the indicator to be ready and fully initialized. More...
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int | Period |
| Gets the period of this window indicator More...
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override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More...
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virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More...
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int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More...
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This indicator computes the n-period change in a value using the following: value_0 - value_n
Definition at line 22 of file Momentum.cs.
◆ Momentum() [1/2]
QuantConnect.Indicators.Momentum.Momentum |
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int |
period | ) |
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Creates a new Momentum indicator with the specified period
- Parameters
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period | The period over which to perform to computation |
Definition at line 33 of file Momentum.cs.
◆ Momentum() [2/2]
QuantConnect.Indicators.Momentum.Momentum |
( |
string |
name, |
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int |
period |
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) |
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Creates a new Momentum indicator with the specified period
- Parameters
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name | The name of this indicator |
period | The period over which to perform to computation |
Definition at line 43 of file Momentum.cs.
◆ ComputeNextValue()
Computes the next value for this indicator from the given state.
- Parameters
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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 54 of file Momentum.cs.
◆ WarmUpPeriod
int QuantConnect.Indicators.Momentum.WarmUpPeriod => Period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 27 of file Momentum.cs.
The documentation for this class was generated from the following file: