QuantConnect.Indicators.RelativeDailyVolume Class Reference

The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio. More...

Inheritance diagram for QuantConnect.Indicators.RelativeDailyVolume:

Public Member Functions
	RelativeDailyVolume (int period=2)
	Initializes a new instance of the RelativeDailyVolume class using the specified period More...
	RelativeDailyVolume (string name, int period)
	Creates a new RelativeDailyVolume indicator with the specified period More...
override void	Reset ()
	Resets this indicator to its initial state More...

Public Attributes
override bool	IsReady => _days >= _period
	Gets a flag indicating when the indicator is ready and fully initialized More...

Protected Member Functions
override decimal	ComputeNextValue (TradeBar input)
	Computes the next value for 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...

Detailed Description

The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio.

Current volume from open to current time of day / Average over the past x days from open to current time of day

Definition at line 29 of file RelativeDailyVolume.cs.

Constructor & Destructor Documentation

RelativeDailyVolume() [1/2]

QuantConnect.Indicators.RelativeDailyVolume.RelativeDailyVolume

(

int

period = 2

)

Initializes a new instance of the RelativeDailyVolume class using the specified period

Parameters

period

The period over which to perform the computation

Definition at line 46 of file RelativeDailyVolume.cs.

RelativeDailyVolume() [2/2]

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

Creates a new RelativeDailyVolume indicator with the specified period

Parameters

name	The name of this indicator
period	The period of this indicator

Definition at line 56 of file RelativeDailyVolume.cs.

Member Function Documentation

ComputeNextValue()

override decimal QuantConnect.Indicators.RelativeDailyVolume.ComputeNextValue ( TradeBar  input )

protected

Computes the next value for this indicator from the given state.

Parameters

input

The input value to this indicator on this time step

Returns

A a value for this indicator

Definition at line 71 of file RelativeDailyVolume.cs.

Reset()

override void QuantConnect.Indicators.RelativeDailyVolume.Reset

(

)

Resets this indicator to its initial state

Definition at line 131 of file RelativeDailyVolume.cs.

Member Data Documentation

IsReady

override bool QuantConnect.Indicators.RelativeDailyVolume.IsReady => _days >= _period

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

Definition at line 40 of file RelativeDailyVolume.cs.

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

• Indicators/RelativeDailyVolume.cs