Lean
$LEAN_TAG$
MomentumPercent.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace
QuantConnect.Indicators
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{
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/// <summary>
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/// This indicator computes the n-period percentage rate of change in a value using the following:
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/// 100 * (value_0 - value_n) / value_n
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///
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/// This indicator yields the same results of RateOfChangePercent
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/// </summary>
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public
class
MomentumPercent
:
RateOfChangePercent
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{
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/// <summary>
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/// Creates a new MomentumPercent indicator with the specified period
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/// </summary>
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/// <param name="period">The period over which to perform to computation</param>
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public
MomentumPercent
(
int
period)
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: this($
"MOMP({period})"
, period)
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{
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}
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/// <summary>
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/// Creates a new MomentumPercent indicator with the specified period
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="period">The period over which to perform to computation</param>
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public
MomentumPercent
(
string
name,
int
period)
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: base(name, period)
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{
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}
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}
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}
Indicators
MomentumPercent.cs
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