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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:
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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 >= WarmUpPeriod
 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...
 

Properties

int WarmUpPeriod [get]
 Required period, in data points, for 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

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
periodThe period over which to perform the computation

Definition at line 50 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
nameThe name of this indicator
periodThe period of this indicator

Definition at line 60 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
inputThe input value to this indicator on this time step
Returns
A a value for this indicator

Definition at line 75 of file RelativeDailyVolume.cs.

◆ Reset()

override void QuantConnect.Indicators.RelativeDailyVolume.Reset ( )

Resets this indicator to its initial state

Definition at line 135 of file RelativeDailyVolume.cs.

Member Data Documentation

◆ IsReady

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

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

Definition at line 39 of file RelativeDailyVolume.cs.

Property Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.RelativeDailyVolume.WarmUpPeriod
get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 44 of file RelativeDailyVolume.cs.


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