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QuantConnect.Indicators.AbsolutePriceOscillator Class Reference

This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i] More...

Inheritance diagram for QuantConnect.Indicators.AbsolutePriceOscillator:
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Public Member Functions

 AbsolutePriceOscillator (string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple)
 Initializes a new instance of the AbsolutePriceOscillator class using the specified name and parameters. More...
 
 AbsolutePriceOscillator (int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple)
 Initializes a new instance of the AbsolutePriceOscillator class using the specified parameters. More...
 
- Public Member Functions inherited from QuantConnect.Indicators.MovingAverageConvergenceDivergence
 MovingAverageConvergenceDivergence (int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential)
 Creates a new MACD with the specified parameters More...
 
 MovingAverageConvergenceDivergence (string name, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential)
 Creates a new MACD with the specified parameters More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 

Additional Inherited Members

- Public Attributes inherited from QuantConnect.Indicators.MovingAverageConvergenceDivergence
override bool IsReady => Signal.IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.MovingAverageConvergenceDivergence
override decimal ComputeNextValue (IndicatorDataPoint input)
 Computes the next value of this indicator from the given state More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.Indicator
 Indicator (string name)
 Initializes a new instance of the Indicator class using the specified name. More...
 
- Properties inherited from QuantConnect.Indicators.MovingAverageConvergenceDivergence
IndicatorBase< IndicatorDataPointFast [get]
 Gets the fast average indicator More...
 
IndicatorBase< IndicatorDataPointSlow [get]
 Gets the slow average indicator More...
 
IndicatorBase< IndicatorDataPointSignal [get]
 Gets the signal of the MACD More...
 
IndicatorBase< IndicatorDataPointHistogram [get]
 Developed by Thomas Aspray in 1986, the MACD-Histogram measures the distance between MACD and its signal line, is an oscillator that fluctuates above and below the zero line. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD. More...
 
int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 
- Properties inherited from QuantConnect.Indicators.Indicator
static int DefaultWindowSize = 2 [get]
 The default size of the history window for the indicator 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

This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]

The Absolute Price Oscillator is the same as a MACD with the signal period equal to the slow period.

Definition at line 26 of file AbsolutePriceOscillator.cs.

Constructor & Destructor Documentation

◆ AbsolutePriceOscillator() [1/2]

QuantConnect.Indicators.AbsolutePriceOscillator.AbsolutePriceOscillator ( string  name,
int  fastPeriod,
int  slowPeriod,
MovingAverageType  movingAverageType = MovingAverageType.Simple 
)

Initializes a new instance of the AbsolutePriceOscillator class using the specified name and parameters.

Parameters
nameThe name of this indicator
fastPeriodThe fast moving average period
slowPeriodThe slow moving average period
movingAverageTypeThe type of moving average to use

Definition at line 35 of file AbsolutePriceOscillator.cs.

◆ AbsolutePriceOscillator() [2/2]

QuantConnect.Indicators.AbsolutePriceOscillator.AbsolutePriceOscillator ( int  fastPeriod,
int  slowPeriod,
MovingAverageType  movingAverageType = MovingAverageType.Simple 
)

Initializes a new instance of the AbsolutePriceOscillator class using the specified parameters.

Parameters
fastPeriodThe fast moving average period
slowPeriodThe slow moving average period
movingAverageTypeThe type of moving average to use

Definition at line 46 of file AbsolutePriceOscillator.cs.


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