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 >= _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()
|
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.
The documentation for this class was generated from the following file:
- Indicators/RelativeDailyVolume.cs
