QuantConnect.Indicators.MomentumPercent Class Reference
This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n More...
Inheritance diagram for QuantConnect.Indicators.MomentumPercent:
Public Member Functions | |
| MomentumPercent (int period) | |
| Creates a new MomentumPercent indicator with the specified period More... | |
| MomentumPercent (string name, int period) | |
| Creates a new MomentumPercent indicator with the specified period More... | |
 Public Member Functions inherited from QuantConnect.Indicators.RateOfChangePercent | |
| RateOfChangePercent (int period) | |
| Creates a new RateOfChangePercent indicator with the specified period More... | |
| RateOfChangePercent (string name, int period) | |
| Creates a new RateOfChangePercent indicator with the specified period More... | |
| Public Member Functions inherited from QuantConnect.Indicators.RateOfChange | |
| RateOfChange (int period) | |
| Creates a new RateOfChange indicator with the specified period More... | |
| RateOfChange (string name, int period) | |
| Creates a new RateOfChange indicator with the specified period More... | |
| Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Indicators.RateOfChange | |
| override bool | IsReady => Samples > Period |
| Gets a flag indicating when this indicator is ready and fully initialized. More... | |
| int | WarmUpPeriod => Period + 1 |
| Required period, in data points, for the indicator to be ready and fully initialized. Our formula is Period + 1 because we need to fill the window and have one removed before it is ready. More... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.RateOfChangePercent | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value for this indicator from the given state. More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.RateOfChange | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value for this indicator from the given state. More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| WindowIndicator (string name, int period) | |
| Initializes a new instance of the WindowIndicator class More... | |
| override decimal | ComputeNextValue (T input) |
| Computes the next value of this indicator from the given state More... | |
| abstract decimal | ComputeNextValue (IReadOnlyWindow< T > window, T input) |
| Computes the next value for this indicator from the given state. 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 n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n
This indicator yields the same results of RateOfChangePercent
Definition at line 24 of file MomentumPercent.cs.
Constructor & Destructor Documentation
◆ MomentumPercent() [1/2]
| QuantConnect.Indicators.MomentumPercent.MomentumPercent | ( | int | period | ) |
Creates a new MomentumPercent indicator with the specified period
- Parameters
-
period The period over which to perform to computation
Definition at line 30 of file MomentumPercent.cs.
◆ MomentumPercent() [2/2]
| QuantConnect.Indicators.MomentumPercent.MomentumPercent | ( | string | name, |
| int | period | ||
| ) |
Creates a new MomentumPercent indicator with the specified period
- Parameters
-
name The name of this indicator period The period over which to perform to computation
Definition at line 40 of file MomentumPercent.cs.
The documentation for this class was generated from the following file:
- Indicators/MomentumPercent.cs
