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
override int	WarmUpPeriod => Period + 1
	Required period, in data points, for the indicator to be ready and fully initialized. More...
override bool	IsReady => Samples > Period
	Gets a flag indicating when this indicator is 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 38 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 48 of file Momentum.cs.

Member Function Documentation

ComputeNextValue()

override decimal QuantConnect.Indicators.Momentum.ComputeNextValue ( IReadOnlyWindow< IndicatorDataPoint >  window, IndicatorDataPoint  input  )

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 59 of file Momentum.cs.

Member Data Documentation

WarmUpPeriod

override int QuantConnect.Indicators.Momentum.WarmUpPeriod => Period + 1

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 27 of file Momentum.cs.

IsReady

override bool QuantConnect.Indicators.Momentum.IsReady => Samples > Period

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 32 of file Momentum.cs.

---

The documentation for this class was generated from the following file:

• Indicators/Momentum.cs