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...
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
-
period The 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
-
name The name of this indicator period The period of this indicator
Definition at line 60 of file RelativeDailyVolume.cs.
Member Function Documentation
◆ ComputeNextValue()
|
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 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
|
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:
- Indicators/RelativeDailyVolume.cs
