This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice More...

Inheritance diagram for QuantConnect.Indicators.RateOfChangeRatio:

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Public Member Functions
	RateOfChangeRatio (string name, int period)
	Initializes a new instance of the RateOfChangeRatio class using the specified name and period. More...

	RateOfChangeRatio (int period)
	Initializes a new instance of the RateOfChangeRatio class using 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 Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice

Definition at line 23 of file RateOfChangeRatio.cs.

Constructor & Destructor Documentation

◆ RateOfChangeRatio() [1/2]

QuantConnect.Indicators.RateOfChangeRatio.RateOfChangeRatio	(	string	name,
		int	period
	)

Initializes a new instance of the RateOfChangeRatio class using the specified name and period.

Parameters

name	The name of this indicator
period	The period of the ROCR

Definition at line 30 of file RateOfChangeRatio.cs.

◆ RateOfChangeRatio() [2/2]

QuantConnect.Indicators.RateOfChangeRatio.RateOfChangeRatio ( int period )

Initializes a new instance of the RateOfChangeRatio class using the specified period.

Parameters

period The period of the ROCR

Definition at line 39 of file RateOfChangeRatio.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.RateOfChangeRatio.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 50 of file RateOfChangeRatio.cs.

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

Indicators/RateOfChangeRatio.cs

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ RateOfChangeRatio() [1/2]

◆ RateOfChangeRatio() [2/2]

Member Function Documentation

◆ ComputeNextValue()