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This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i] More...
Public Member Functions | |
PercentagePriceOscillator (string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
Initializes a new instance of the PercentagePriceOscillator class using the specified name and parameters. More... | |
PercentagePriceOscillator (int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
Initializes a new instance of the PercentagePriceOscillator class using the specified parameters. More... | |
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AbsolutePriceOscillator (string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
Initializes a new instance of the AbsolutePriceOscillator class using the specified name and parameters. More... | |
AbsolutePriceOscillator (int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple) | |
Initializes a new instance of the AbsolutePriceOscillator class using the specified parameters. More... | |
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MovingAverageConvergenceDivergence (int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential) | |
Creates a new MACD with the specified parameters More... | |
MovingAverageConvergenceDivergence (string name, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential) | |
Creates a new MACD with the specified parameters More... | |
override void | Reset () |
Resets this indicator to its initial state More... | |
Protected Member Functions | |
override decimal | ComputeNextValue (IndicatorDataPoint input) |
Computes the next value of this indicator from the given state More... | |
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override decimal | ComputeNextValue (IndicatorDataPoint input) |
Computes the next value of this indicator from the given state More... | |
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Indicator (string name) | |
Initializes a new instance of the Indicator class using the specified name. More... | |
Additional Inherited Members | |
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override bool | IsReady => Signal.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized More... | |
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IndicatorBase< IndicatorDataPoint > | Fast [get] |
Gets the fast average indicator More... | |
IndicatorBase< IndicatorDataPoint > | Slow [get] |
Gets the slow average indicator More... | |
IndicatorBase< IndicatorDataPoint > | Signal [get] |
Gets the signal of the MACD More... | |
IndicatorBase< IndicatorDataPoint > | Histogram [get] |
Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD. More... | |
int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
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static int | DefaultWindowSize = 2 [get] |
The default size of the history window for the indicator More... | |
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int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i]
Definition at line 23 of file PercentagePriceOscillator.cs.
QuantConnect.Indicators.PercentagePriceOscillator.PercentagePriceOscillator | ( | string | name, |
int | fastPeriod, | ||
int | slowPeriod, | ||
MovingAverageType | movingAverageType = MovingAverageType.Simple |
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Initializes a new instance of the PercentagePriceOscillator class using the specified name and parameters.
name | The name of this indicator |
fastPeriod | The fast moving average period |
slowPeriod | The slow moving average period |
movingAverageType | The type of moving average to use |
Definition at line 32 of file PercentagePriceOscillator.cs.
QuantConnect.Indicators.PercentagePriceOscillator.PercentagePriceOscillator | ( | int | fastPeriod, |
int | slowPeriod, | ||
MovingAverageType | movingAverageType = MovingAverageType.Simple |
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Initializes a new instance of the PercentagePriceOscillator class using the specified parameters.
fastPeriod | The fast moving average period |
slowPeriod | The slow moving average period |
movingAverageType | The type of moving average to use |
Definition at line 43 of file PercentagePriceOscillator.cs.
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protected |
Computes the next value of this indicator from the given state
input | The input given to the indicator |
Definition at line 53 of file PercentagePriceOscillator.cs.