Supported Indicators
Advance Decline Ratio
Introduction
The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices.
To view the implementation of this indicator, see the LEAN GitHub repository.
Using ADR Indicator
To create an automatic indicators for AdvanceDeclineRatio, call the ADR helper method from the QCAlgorithm class. The ADR method creates a AdvanceDeclineRatio object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initializeinitialize method.
public class AdvanceDeclineRatioAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private Symbol _reference;
private AdvanceDeclineRatio _adr;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_reference = AddEquity("QQQ", Resolution.Daily).Symbol;
_adr = ADR([_symbol, reference]);
}
public override void OnData(Slice data)
{
if (_adr.IsReady)
{
// The current value of _adr is represented by itself (_adr)
// or _adr.Current.Value
Plot("AdvanceDeclineRatio", "adr", _adr);
}
}
} class AdvanceDeclineRatioAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.reference = self.AddEquity("QQQ", Resolution.Daily).Symbol
self.adr = self.ADR([self.symbol, reference])
def on_data(self, slice: Slice) -> None:
if self.adr.IsReady:
# The current value of self.adr is represented by self.adr.Current.Value
self.plot("AdvanceDeclineRatio", "adr", self.adr.Current.Value)
The following reference table describes the ADR method:
ADR()1/1
AdvanceDeclineRatio QuantConnect.Algorithm.QCAlgorithm.ADR (
IEnumerable<Symbol> symbols,
*Nullable<Resolution> resolution,
*Func<IBaseData, TradeBar> selector
)
If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.
For more information about the selector argument, see Alternative Price Fields.
For more information about plotting indicators, see Plotting Indicators.
You can manually create a AdvanceDeclineRatio indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.
Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Updateupdate method with a TradeBar. The indicator will only be ready after you prime it with enough data.
public class AdvanceDeclineRatioAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private Symbol _reference;
private AdvanceDeclineRatio _adr;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_reference = AddEquity("QQQ", Resolution.Daily).Symbol;
_adr = new AdvanceDeclineRatio("");
}
public override void OnData(Slice data)
{
if (data.Bars.TryGetValue(_symbol, out var bar))
{
_adr.Update(bar);
}
if (data.Bars.TryGetValue(_reference, out bar))
{
_adr.Update(bar);
}
if (_adr.IsReady)
{
// The current value of _adr is represented by itself (_adr)
// or _adr.Current.Value
Plot("AdvanceDeclineRatio", "adr", _adr);
}
}
} class AdvanceDeclineRatioAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.reference = self.AddEquity("QQQ", Resolution.Daily).Symbol
self.adr = AdvanceDeclineRatio("")
def on_data(self, slice: Slice) -> None:
bar = slice.Bars.get(self.symbol)
if bar:
self.adr.Update(bar)
bar = slice.Bars.get(self.referece)
if bar:
self.adr.Update(bar)
if self.adr.IsReady:
# The current value of self.adr is represented by self.adr.Current.Value
self.plot("AdvanceDeclineRatio", "adr", self.adr.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.
public class AdvanceDeclineRatioAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private Symbol _reference;
private AdvanceDeclineRatio _adr;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_reference = AddEquity("QQQ", Resolution.Daily).Symbol;
_adr = new AdvanceDeclineRatio("");
RegisterIndicator(_symbol, _adr, Resolution.Daily);
RegisterIndicator(reference, _adr, Resolution.Daily);
}
public override void OnData(Slice data)
{
if (_adr.IsReady)
{
// The current value of _adr is represented by itself (_adr)
// or _adr.Current.Value
Plot("AdvanceDeclineRatio", "adr", _adr);
}
}
} class AdvanceDeclineRatioAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.reference = self.AddEquity("QQQ", Resolution.Daily).Symbol
self.adr = AdvanceDeclineRatio("")
self.RegisterIndicator(self.symbol, self.adr, Resolution.Daily)
self.RegisterIndicator(reference, self.adr, Resolution.Daily)
def on_data(self, slice: Slice) -> None:
if self.adr.IsReady:
# The current value of self.adr is represented by self.adr.Current.Value
self.plot("AdvanceDeclineRatio", "adr", self.adr.Current.Value)
The following reference table describes the AdvanceDeclineRatio constructor:
AdvanceDeclineRatio()1/1
AdvanceDeclineRatio QuantConnect.Indicators.AdvanceDeclineRatio (
)
Initializes a new instance of the AdvanceDeclineRatio class.
Visualization
The following image shows plot values of selected properties of AdvanceDeclineRatio using the plotly library.
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