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AdvanceDeclineVolumeRatio.cs
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AdvanceDeclineVolumeRatio.cs
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/*
* 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.
*/
using System.Linq;
namespace QuantConnect.Indicators
{
/// <summary>
/// The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of
/// summary volume of advancing stocks to summary volume of declining stocks.
/// AD Volume Ratio is used in technical analysis to see where the main trading activity is focused.
/// </summary>
public class AdvanceDeclineVolumeRatio : AdvanceDeclineIndicator
{
/// <summary>
/// Initializes a new instance of the <see cref="AdvanceDeclineVolumeRatio"/> class
/// </summary>
public AdvanceDeclineVolumeRatio(string name)
: base(name, (entries) => entries.Sum(x => x.Volume), (advance, decline) => decline == 0m ? advance : advance / decline) { }
}
}