Supported Indicators

Delay

Introduction

An indicator that delays its input for a certain period

To view the implementation of this indicator, see the LEAN GitHub repository.

Using Delay Indicator

Delay does not have an automatic indicator implementation available.

You can manually create a Delay 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 time/number pair or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.

public class DelayAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private Delay _delay;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _delay = new Delay();
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGetValue(_symbol, out var bar))
        {      
            _delay.Update(bar.EndTime, bar.Close);
        }
   
        if (_delay.IsReady)
        {
            // The current value of _delay is represented by itself (_delay)
            // or _delay.Current.Value
            Plot("Delay", "delay", _delay);
            
        }
    }
}
class DelayAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.delay = Delay()

    def on_data(self, slice: Slice) -> None:
        bar = slice.Bars.get(self.symbol)
        if bar:
            self.delay.Update(bar.EndTime, bar.Close)
        if self.delay.IsReady:
            # The current value of self.delay is represented by self.delay.Current.Value
            self.plot("Delay", "delay", self.delay.Current.Value)

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.

public class DelayAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private Delay _delay;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _delay = new Delay();
        RegisterIndicator(_symbol, _delay, Resolution.Daily);
    }

    public override void OnData(Slice data)
    {
        if (_delay.IsReady)
        {
            // The current value of _delay is represented by itself (_delay)
            // or _delay.Current.Value
            Plot("Delay", "delay", _delay);
            
        }
    }
}
class DelayAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.delay = Delay()
        self.RegisterIndicator(self.symbol, self.delay, Resolution.Daily)

    def on_data(self, slice: Slice) -> None:
        if self.delay.IsReady:
            # The current value of self.delay is represented by self.delay.Current.Value
            self.plot("Delay", "delay", self.delay.Current.Value)

The following reference table describes the Delay constructor:

Delay()1/2

            Delay QuantConnect.Indicators.Delay (
    int   period,
   )

Initializes a new instance of the Delay class.

Delay()2/2

            Delay QuantConnect.Indicators.Delay (
    string    name,
    int       period,
   )

Initializes a new instance of the Delay class.

Visualization

The following image shows plot values of selected properties of Delay using the plotly library.

Delay line plot.

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