This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i] More...

Inheritance diagram for QuantConnect.Indicators.PercentagePriceOscillator:

[legend]

Public Member Functions
	PercentagePriceOscillator (string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the PercentagePriceOscillator class using the specified name and parameters. More...

	PercentagePriceOscillator (int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the PercentagePriceOscillator class using the specified parameters. More...

Public Member Functions inherited from 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. 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...

Protected Member Functions
override decimal	ComputeNextValue (IndicatorDataPoint input)
	Computes the next value of this indicator from the given state 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...

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...

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...

Detailed Description

This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i]

Definition at line 23 of file PercentagePriceOscillator.cs.

Constructor & Destructor Documentation

◆ PercentagePriceOscillator() [1/2]

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

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

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 32 of file PercentagePriceOscillator.cs.

◆ PercentagePriceOscillator() [2/2]

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

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

Parameters

fastPeriod	The fast moving average period
slowPeriod	The slow moving average period
movingAverageType	The type of moving average to use

Definition at line 43 of file PercentagePriceOscillator.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.PercentagePriceOscillator.ComputeNextValue ( IndicatorDataPoint input )

protected

Computes the next value of this indicator from the given state

Parameters

input The input given to the indicator

Returns: A new value for this indicator

Definition at line 53 of file PercentagePriceOscillator.cs.

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

Indicators/PercentagePriceOscillator.cs

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ PercentagePriceOscillator() [1/2]

◆ PercentagePriceOscillator() [2/2]

Member Function Documentation

◆ ComputeNextValue()