AbsolutePriceOscillator.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/
 
namespace QuantConnect.Indicators
{
    /// <summary>
    /// This indicator computes the Absolute Price Oscillator (APO)
    /// The Absolute Price Oscillator is calculated using the following formula:
    /// APO[i] = FastMA[i] - SlowMA[i]
    /// </summary>
    /// <remarks>
    /// The Absolute Price Oscillator is the same as a MACD with the signal period equal to the slow period.
    /// </remarks>
    public class AbsolutePriceOscillator : MovingAverageConvergenceDivergence
    {
        /// <summary>
        /// Initializes a new instance of the <see cref="AbsolutePriceOscillator"/> class using the specified name and parameters.
        /// </summary> 
        /// <param name="name">The name of this indicator</param>
        /// <param name="fastPeriod">The fast moving average period</param>
        /// <param name="slowPeriod">The slow moving average period</param>
        /// <param name="movingAverageType">The type of moving average to use</param>
        public AbsolutePriceOscillator(string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple)
            : base(name, fastPeriod, slowPeriod, slowPeriod, movingAverageType)
        {
        }
 
        /// <summary>
        /// Initializes a new instance of the <see cref="AbsolutePriceOscillator"/> class using the specified parameters.
        /// </summary> 
        /// <param name="fastPeriod">The fast moving average period</param>
        /// <param name="slowPeriod">The slow moving average period</param>
        /// <param name="movingAverageType">The type of moving average to use</param>
        public AbsolutePriceOscillator(int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple)
            : this($"APO({fastPeriod},{slowPeriod})", fastPeriod, slowPeriod, movingAverageType)
        {
        }
    }
}