QuantConnect.Indicators.RateOfChangePercent Class Reference
This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n More...
Inheritance diagram for QuantConnect.Indicators.RateOfChangePercent:
Public Member Functions | |
| RateOfChangePercent (int period) | |
| Creates a new RateOfChangePercent indicator with the specified period More... | |
| RateOfChangePercent (string name, int period) | |
| Creates a new RateOfChangePercent indicator with the specified period More... | |
 Public Member Functions inherited from QuantConnect.Indicators.RateOfChange | |
| RateOfChange (int period) | |
| Creates a new RateOfChange indicator with the specified period More... | |
| RateOfChange (string name, int period) | |
| Creates a new RateOfChange 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... | |
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.RateOfChange | |
| 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 | |
| Public Attributes inherited from QuantConnect.Indicators.RateOfChange | |
| override bool | IsReady => Samples > Period |
| Gets a flag indicating when this indicator is ready and fully initialized. More... | |
| int | WarmUpPeriod => Period + 1 |
| Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready. 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... | |
| 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 percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n
Definition at line 22 of file RateOfChangePercent.cs.
Constructor & Destructor Documentation
◆ RateOfChangePercent() [1/2]
| QuantConnect.Indicators.RateOfChangePercent.RateOfChangePercent | ( | int | period | ) |
Creates a new RateOfChangePercent indicator with the specified period
- Parameters
-
period The period over which to perform to computation
Definition at line 28 of file RateOfChangePercent.cs.
◆ RateOfChangePercent() [2/2]
| QuantConnect.Indicators.RateOfChangePercent.RateOfChangePercent | ( | string | name, |
| int | period | ||
| ) |
Creates a new RateOfChangePercent indicator with the specified period
- Parameters
-
name The name of this indicator period The period over which to perform to computation
Definition at line 38 of file RateOfChangePercent.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 49 of file RateOfChangePercent.cs.
The documentation for this class was generated from the following file:
- Indicators/RateOfChangePercent.cs
