wehub-resource-sync
51 lines
2.5 KiB
C#
51 lines
2.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// This indicator computes the Absolute Price Oscillator (APO)
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/// The Absolute Price Oscillator is calculated using the following formula:
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/// APO[i] = FastMA[i] - SlowMA[i]
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/// </summary>
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/// <remarks>
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/// The Absolute Price Oscillator is the same as a MACD with the signal period equal to the slow period.
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/// </remarks>
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public class AbsolutePriceOscillator : MovingAverageConvergenceDivergence
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="AbsolutePriceOscillator"/> class using the specified name and parameters.
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="fastPeriod">The fast moving average period</param>
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/// <param name="slowPeriod">The slow moving average period</param>
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/// <param name="movingAverageType">The type of moving average to use</param>
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public AbsolutePriceOscillator(string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple)
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: base(name, fastPeriod, slowPeriod, slowPeriod, movingAverageType)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="AbsolutePriceOscillator"/> class using the specified parameters.
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/// </summary>
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/// <param name="fastPeriod">The fast moving average period</param>
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/// <param name="slowPeriod">The slow moving average period</param>
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/// <param name="movingAverageType">The type of moving average to use</param>
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public AbsolutePriceOscillator(int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple)
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: this($"APO({fastPeriod},{slowPeriod})", fastPeriod, slowPeriod, movingAverageType)
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{
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}
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}
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} |