This indicator computes the On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the current close price and previous close price. If the current close price is equivalent to the previous price the OBV remains the same, If the current close price is higher the volume of that day is added to the OBV, while a lower close price will result in negative value. More...
Public Member Functions | |
| OnBalanceVolume () | |
| Initializes a new instance of the Indicator class using the specified name. More... | |
| OnBalanceVolume (string name) | |
| Initializes a new instance of the Indicator class using the specified name. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => _previousInput != null |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| int | WarmUpPeriod => 1 |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (TradeBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator | |
| TradeBarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name 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 On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the current close price and previous close price. If the current close price is equivalent to the previous price the OBV remains the same, If the current close price is higher the volume of that day is added to the OBV, while a lower close price will result in negative value.
Definition at line 27 of file OnBalanceVolume.cs.
Constructor & Destructor Documentation
◆ OnBalanceVolume() [1/2]
| QuantConnect.Indicators.OnBalanceVolume.OnBalanceVolume | ( | ) |
Initializes a new instance of the Indicator class using the specified name.
Definition at line 34 of file OnBalanceVolume.cs.
◆ OnBalanceVolume() [2/2]
| QuantConnect.Indicators.OnBalanceVolume.OnBalanceVolume | ( | string | name | ) |
Initializes a new instance of the Indicator class using the specified name.
- Parameters
-
name The name of this indicator
Definition at line 43 of file OnBalanceVolume.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 63 of file OnBalanceVolume.cs.
◆ Reset()
| override void QuantConnect.Indicators.OnBalanceVolume.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 93 of file OnBalanceVolume.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.OnBalanceVolume.IsReady => _previousInput != null |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 51 of file OnBalanceVolume.cs.
◆ WarmUpPeriod
| int QuantConnect.Indicators.OnBalanceVolume.WarmUpPeriod => 1 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 56 of file OnBalanceVolume.cs.
The documentation for this class was generated from the following file:
- Indicators/OnBalanceVolume.cs
