/*
* 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 Rate Of Change Ratio (ROCR).
/// The Rate Of Change Ratio is calculated with the following formula:
/// ROCR = price / prevPrice
///
public class RateOfChangeRatio : RateOfChange
{
///
/// Initializes a new instance of the class using the specified name and period.
///
/// The name of this indicator
/// The period of the ROCR
public RateOfChangeRatio(string name, int period)
: base(name, period)
{
}
///
/// Initializes a new instance of the class using the specified period.
///
/// The period of the ROCR
public RateOfChangeRatio(int period)
: this($"ROCR({period})", 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)
{
var roc = base.ComputeNextValue(window, input);
return roc != 0 ? roc + 1 : 0m;
}
}
}