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