/* * 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) { } } }