/* * 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 n-period percentage rate of change in a value using the following: /// 100 * (value_0 - value_n) / value_n /// public class RateOfChangePercent : RateOfChange { /// /// Creates a new RateOfChangePercent indicator with the specified period /// /// The period over which to perform to computation public RateOfChangePercent(int period) : this($"ROCP({period})", period) { } /// /// Creates a new RateOfChangePercent indicator with the specified period /// /// The name of this indicator /// The period over which to perform to computation public RateOfChangePercent(string name, int period) : base(name, period) { } /// /// Computes the next value for this indicator from the given state. /// /// The window of data held in this indicator /// The input value to this indicator on this time step /// A new value for this indicator protected override decimal ComputeNextValue(IReadOnlyWindow window, IndicatorDataPoint input) { return 100 * base.ComputeNextValue(window, input); } } }