QuantConnect.Indicators.Momentum Class Reference
This indicator computes the n-period change in a value using the following: value_0 - value_n More...
Inheritance diagram for QuantConnect.Indicators.Momentum:
Public Member Functions | |
| Momentum (int period) | |
| Creates a new Momentum indicator with the specified period More... | |
| Momentum (string name, int period) | |
| Creates a new Momentum indicator with the specified 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
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.
Constructor & Destructor Documentation
◆ Momentum() [1/2]
| QuantConnect.Indicators.Momentum.Momentum | ( | int | period | ) |
Creates a new Momentum indicator with the specified period
- Parameters
-
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, |
| int | period | ||
| ) |
Creates a new Momentum indicator with the specified period
- Parameters
-
name The name of this indicator period The period over which to perform to computation
Definition at line 43 of file Momentum.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value for this indicator from the given state.
- 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 54 of file Momentum.cs.
Member Data Documentation
◆ 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:
- Indicators/Momentum.cs
