/* * 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; } } }