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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...
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< IndicatorDataPoint > | Fast [get] |
Gets the fast average indicator More... | |
IndicatorBase< IndicatorDataPoint > | Slow [get] |
Gets the slow average indicator More... | |
IndicatorBase< IndicatorDataPoint > | Signal [get] |
Gets the signal of the MACD More... | |
IndicatorBase< IndicatorDataPoint > | Histogram [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... | |
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.
QuantConnect.Indicators.AbsolutePriceOscillator.AbsolutePriceOscillator | ( | string | name, |
int | fastPeriod, | ||
int | slowPeriod, | ||
MovingAverageType | movingAverageType = MovingAverageType.Simple |
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) |
Initializes a new instance of the AbsolutePriceOscillator class using the specified name and parameters.
name | The name of this indicator |
fastPeriod | The fast moving average period |
slowPeriod | The slow moving average period |
movingAverageType | The type of moving average to use |
Definition at line 35 of file AbsolutePriceOscillator.cs.
QuantConnect.Indicators.AbsolutePriceOscillator.AbsolutePriceOscillator | ( | int | fastPeriod, |
int | slowPeriod, | ||
MovingAverageType | movingAverageType = MovingAverageType.Simple |
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) |
Initializes a new instance of the AbsolutePriceOscillator class using the specified parameters.
fastPeriod | The fast moving average period |
slowPeriod | The slow moving average period |
movingAverageType | The type of moving average to use |
Definition at line 46 of file AbsolutePriceOscillator.cs.