/* * 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 Percentage Price Oscillator (PPO) /// The Percentage Price Oscillator is calculated using the following formula: /// PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i] /// public class PercentagePriceOscillator : AbsolutePriceOscillator { /// /// 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 PercentagePriceOscillator(string name, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple) : base(name, fastPeriod, 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 PercentagePriceOscillator(int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple) : this($"PPO({fastPeriod},{slowPeriod})", fastPeriod, slowPeriod, movingAverageType) { } /// /// Computes the next value of this indicator from the given state /// /// The input given to the indicator /// A new value for this indicator protected override decimal ComputeNextValue(IndicatorDataPoint input) { var value = base.ComputeNextValue(input); return Slow != 0 ? 100 * value / Slow.Current.Value : 0m; } } }