Lean
$LEAN_TAG$
|
The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused. More...
Public Member Functions | |
AdvanceDeclineVolumeRatio (string name) | |
Initializes a new instance of the AdvanceDeclineVolumeRatio class More... | |
Public Member Functions inherited from QuantConnect.Indicators.AdvanceDeclineIndicator | |
AdvanceDeclineIndicator (string name, Func< IEnumerable< TradeBar >, decimal > computeSub, Func< decimal, decimal, decimal > computeMain) | |
Initializes a new instance of the AdvanceDeclineRatio class More... | |
virtual void | Add (Symbol asset) |
Add tracking asset issue More... | |
void | AddStock (Symbol asset) |
Deprecated More... | |
virtual void | Remove (Symbol asset) |
Remove tracking asset issue More... | |
void | RemoveStock (Symbol asset) |
Deprecated More... | |
override void | Reset () |
Resets this indicator to its initial state More... | |
Additional Inherited Members | |
Public Attributes inherited from QuantConnect.Indicators.AdvanceDeclineIndicator | |
override bool | IsReady => _previousPeriod.Keys.Any() |
Gets a flag indicating when this indicator is ready and fully initialized More... | |
int | WarmUpPeriod => 2 |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Protected Member Functions inherited from QuantConnect.Indicators.AdvanceDeclineIndicator | |
override decimal | ComputeNextValue (TradeBar input) |
Computes the next value of this indicator from the given state More... | |
override IndicatorResult | ValidateAndComputeNextValue (TradeBar input) |
Computes the next value of 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... | |
Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
int | WarmUpPeriod [get] |
Required period, in data points, for the indicator to be ready and fully initialized. More... | |
The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused.
Definition at line 25 of file AdvanceDeclineVolumeRatio.cs.
QuantConnect.Indicators.AdvanceDeclineVolumeRatio.AdvanceDeclineVolumeRatio | ( | string | name | ) |
Initializes a new instance of the AdvanceDeclineVolumeRatio class
Definition at line 30 of file AdvanceDeclineVolumeRatio.cs.