/* * 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. */ using System.Linq; namespace QuantConnect.Indicators { /// /// The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of /// summary volume of advancing stocks to summary volume of declining stocks. /// AD Volume Ratio is used in technical analysis to see where the main trading activity is focused. /// public class AdvanceDeclineVolumeRatio : AdvanceDeclineIndicator { /// /// Initializes a new instance of the class /// public AdvanceDeclineVolumeRatio(string name) : base(name, (entries) => entries.Sum(x => x.Volume), (advance, decline) => decline == 0m ? advance : advance / decline) { } } }