This indicator computes the n-period change in a value using the following: value_0 - value_n More...
Public Member Functions | |
| Momentum (int period) | |
| Creates a new Momentum indicator with the specified period More... | |
| Momentum (string name, int period) | |
| Creates a new Momentum 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... | |
Public Attributes | |
| override int | WarmUpPeriod => Period + 1 |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| override bool | IsReady => Samples > Period |
| Gets a flag indicating when this indicator is ready and fully initialized 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 | |
| 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... | |
Additional Inherited Members | |
| 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 change in a value using the following: value_0 - value_n
Definition at line 22 of file Momentum.cs.
Constructor & Destructor Documentation
◆ Momentum() [1/2]
| QuantConnect.Indicators.Momentum.Momentum | ( | int | period | ) |
Creates a new Momentum indicator with the specified period
- Parameters
-
period The period over which to perform to computation
Definition at line 38 of file Momentum.cs.
◆ Momentum() [2/2]
| QuantConnect.Indicators.Momentum.Momentum | ( | string | name, |
| int | period | ||
| ) |
Creates a new Momentum indicator with the specified period
- Parameters
-
name The name of this indicator period The period over which to perform to computation
Definition at line 48 of file Momentum.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value for this indicator from the given state.
- Parameters
-
window The window of data held in this indicator input The input value to this indicator on this time step
- Returns
- A new value for this indicator
Definition at line 59 of file Momentum.cs.
Member Data Documentation
◆ WarmUpPeriod
| override int QuantConnect.Indicators.Momentum.WarmUpPeriod => Period + 1 |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 27 of file Momentum.cs.
◆ IsReady
| override bool QuantConnect.Indicators.Momentum.IsReady => Samples > Period |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 32 of file Momentum.cs.
The documentation for this class was generated from the following file:
- Indicators/Momentum.cs
