Table of Contents

Class ChandeMomentumOscillator

Namespace
FinanceSharp.Indicators
Assembly
FinanceSharp.dll

This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss)

public class ChandeMomentumOscillator : WindowIndicator, IIndicator, IUpdatable
Inheritance
ChandeMomentumOscillator
Implements
Inherited Members
Extension Methods

Constructors

ChandeMomentumOscillator(int)

Initializes a new instance of the ChandeMomentumOscillator class using the specified period.

public ChandeMomentumOscillator(int period)

Parameters

period int

The period of the indicator

ChandeMomentumOscillator(string, int)

Initializes a new instance of the ChandeMomentumOscillator class using the specified name and period.

public ChandeMomentumOscillator(string name, int period)

Parameters

name string

The name of this indicator

period int

The period of the indicator

Properties

IsReady

Gets a flag indicating when this indicator is ready and fully initialized

public override bool IsReady { get; }

Property Value

bool

WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

public override int WarmUpPeriod { get; }

Property Value

int

Methods

Forward(IReadOnlyWindow<long>, IReadOnlyWindow<DoubleArray>, long, DoubleArray)

Computes the next value of this indicator from the given state

protected override DoubleArray Forward(IReadOnlyWindow<long> timeWindow, IReadOnlyWindow<DoubleArray> window, long time, DoubleArray input)

Parameters

timeWindow IReadOnlyWindow<long>
window IReadOnlyWindow<DoubleArray>

The window for the input history

time long
input DoubleArray

The input given to the indicator

Returns

DoubleArray

A new value for this indicator

Reset()

Resets this indicator to its initial state

public override void Reset()
Edit this page