Algorithm Reference

Indicators

Introduction

We provide more than 100 technical indicators for you to use in your algorithm. These are provided in two ways: through helper short cut methods, and as class objects. Indicators created through the short cut methods have already been wired up to receive data and are "ready to use". A full list of the indicators and their properties can be found in the reference table below.

One key indicator to learn is the Identity indicator, which simply returns the value of the asset. This can be useful for combining indicators. For example:

var pep = Identity("PEP");     // Pepsi ticker
var coke = Identity("KO");     // Coke ticker
var delta = pep.Minus(coke);   // Difference between them
pep = Identity("PEP")   # Pepsi ticker
coke = Identity("KO")   # Coke ticker
delta = IndicatorExtensions.Minus(pep, coke)   # Difference between them

Indicator Ready

Indicators are not ready when you first create them. The length of time it takes to trust the indicator values depends on the indicator period. In QuantConnect, we provide a shortcut to check the indicator status. indicator.IsReady will return true when the indicator is ready to be used. eg. IsReady

	if not self.indicator.IsReady:
		return
	if (!indicator.IsReady) return;

Initializing Indicators

You can use two methods to prime technical indicators and get them ready to be used.

Algorithm Warm-Up

When we set an algorithm warm-up period, the engine pumps data in and automatically update all the indicators from before the start date (see Setting Warm Up Period). To ensure that all the indicators are ready after the algorithm warm-up period, you need to choose a lookback period that contains the required data.

def Initialize(self):
    self.AddEquity("SPY", Resolution.Hour)
    # define a 10-period daily RSI indicator with shortcut helper method
    self.rsi = self.RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily)
    # set a warm-up period to initialize the indicator
    self.SetWarmUp(timedelta(20))
    # Warm-up the indicator with bar count
    # self.SetWarmUp(10, Resolution.Daily)
public override void Initialize()
{
	AddEquity(_symbol, Resolution.Hour);
    // define a 10-period daily RSI indicator with shortcut helper method
    _rsi = RSI(_symbol, 10,  MovingAverageType.Simple, Resolution.Daily);
    // set a warm-up period to initialize the indicator
    SetWarmUp(TimeSpan.FromDays(20));
    // Or warm up the indicator with bar count
    // SetWarmUp(10, Resolution.Daily)
}

Universe Selection does not support warm-up and, consequently, factors that depend on indicators are not updated.

History Request Warm-Up

Alternatively, we can request for historical data to update the indicator manually (see Historical Data Requests).

def Initialize(self):
    self.AddEquity("SPY", Resolution.Hour)
    # define a 10-period daily RSI indicator with shortcut helper method
    self.rsi = self.RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily)
    # initialize the indicator with the daily history close price
    history = self.History(["SPY"], 10, Resolution.Daily)
        for time, row in history.loc["SPY"].iterrows():
            self.rsi.Update(time, row["close"])

public override void Initialize() {
    AddEquity(_symbol, Resolution.Hour);
    // define a 10-period daily RSI indicator with shortcut helper method
    _rsi = RSI(_symbol, 10,  MovingAverageType.Simple, Resolution.Daily);
    // initialize the indicator with the daily history close price
    var history = History(_symbol, 10, Resolution.Daily);
    foreach (var bar in history) {
        _rsi.Update(bar.EndTime, bar.Close);
    }
}

Basic Indicator Usage

QCAlgorithm provides a shortcut method for each indicator available. Each method creates an indicator object, hooks it up for automatic updates, and returns it to be used in your algorithm.

You can determine the specific requirements of the indicator from the reference table below.

The indicator resolution can be different from the resolution of your securities data. However, the resolution of the indicator should be equal to or higher than the resolution of your security. In most cases, this usage should be in the Initialize method. If you call this method several times, it will create a new indicator that is not ready to use.

The indicator object can be implicitly used as a decimal.

To retrieve the numerical value of any indicator, you can use the Current.Value attribute of the indicator.

def Initialize(self):
    # request the hourly equity data
    self.AddEquity("SPY", Resolution.Hour)
    # define a 10-period daily RSI indicator with shortcut helper method
    self.rsi = self.RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily)

def OnData(self, data):
    # check if this algorithm is still warming up
    if self.rsi.IsReady:
        # get the current RSI value
        rsi_value = self.rsi.Current.Value
        # get the current average gain of rsi
        average_gain = self.rsi.AverageGain.Current.Value
        # get the current average loss of rsi
        average_loss = self.rsi.AverageLoss.Current.Value
public override void Initialize() {
    AddEquity(_symbol, Resolution.Hour);
    // define a 10-period daily RSI indicator with shortcut helper method
    _rsi = RSI(_symbol, 10,  MovingAverageType.Simple, Resolution.Daily);
}

public override void OnData(Slice data) {
    // check if this algorithm is still warming up
    if(!_rsi.IsReady) return;
    
    // Once ready, get the current RSI value
    var rsiValue = _rsi;
    // get the current average gain of rsi
    var averageGain = _rsi.AverageGain;
    // get the current average loss of rsi
    var averageLoss = _rsi.AverageLoss; 
}

Custom Period Indicators

You can create an indicator object that is not bound to any automatic update and choose which data it should use. To use an indicator like this, you create an indicator with its constructor.

To see the LEAN indicator classes available and their constructor arguments, please look them up in the reference table below.

You can use two methods to update the indicator: automatic or manual.

Automatic Update

In this method, you will recreate the basic indicator usage: create an indicator with its constructor and register the indicator for automatic updates with the RegisterIndicator() method.

# request the daily equity data
self.AddEquity("SPY", Resolution.Daily)
# define a 10-period RSI indicator with indicator constructor
self.rsi = RelativeStrengthIndex(10, MovingAverageType.Simple)
# register the daily data of "SPY" to automatically update the indicator
self.RegisterIndicator("SPY", self.rsi, Resolution.Daily)
// request the daily equity data
AddEquity("SPY", Resolution.Daily);
// define a 10-period RSI indicator with indicator constructor
_rsi = new RelativeStrengthIndex(10, MovingAverageType.Simple);
// register the daily data of "SPY" to automatically update the indicator
RegisterIndicator("SPY", _rsi, Resolution.Daily);

Other than the available resolutions, you can also update the indicator with the consolidator. For details about data consolidator, please see Consolidating Data.

# request the equity data in minute resolution
self.AddEquity("SPY", Resolution.Minute)
# define a 10-period RSI indicator with indicator constructor
self.rsi = RelativeStrengthIndex(10, MovingAverageType.Simple)
# create the 30-minutes data consolidator
thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
self.SubscriptionManager.AddConsolidator("SPY", thirtyMinuteConsolidator)
# register the 30-minute consolidated bar data to automatically update the indicator
self.RegisterIndicator("SPY", self.rsi, thirtyMinuteConsolidator)
// request the equity data in minute resolution
AddEquity(_symbol, Resolution.Hour);
// define a 10-period RSI indicator with indicator constructor
_rsi = new RelativeStrengthIndex(10, MovingAverageType.Simple);
// create the 30-minutes data consolidator
var thirtyMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(30));
SubscriptionManager.AddConsolidator("SPY", thirtyMinuteConsolidator);
// register the 30-minute consolidated bar data to automatically update the indicator
RegisterIndicator("SPY", _rsi,thirtyMinuteConsolidator);

Manual Update

Updating your indicator manually allows you to control which data is used and create indicators of other non-price fields. For instance, you can use the 3:30 pm price in your daily moving average instead of the after-market closing price, or you may want to use the maximum temperature of the past 10 cloudy days.

The indicator objects have the Update() method that updates the state of an indicator with the given value. Depending on the different types of indicators, this value can be the time/decimal pair, a trade bar, a quote bar, or a custom data bar.

With this method, the indicator will only be ready after the Update() method has been used to pump enough data. For example, a 10-period daily moving average needs to receive ten daily data points through the Update() method.

def Initialize(self):
    self.AddEquity("SPY", Resolution.Daily)
    self.rsi = RelativeStrengthIndex(10, MovingAverageType.Simple)

def OnData(self, data):
    # update the indicator value with the new input close price every day
    if data.Bars.ContainsKey("SPY"):
        self.rsi.Update(data["SPY"].EndTime, data["SPY"].Close)
    # check if the indicator is ready
    if self.rsi.IsReady:
        # get the current RSI value
        rsi_value = self.rsi.Current.Value
public override void Initialize() {
    AddEquity(_symbol, Resolution.Daily);
    _rsi = new RelativeStrengthIndex(10, MovingAverageType.Simple);
}

public override void OnData(Slice data) {
    // update the indicator value with the new input close price every day
    if (data.Bars.ContainsKey(_symbol)) {
        _rsi.Update(data[_symbol].EndTime, data[_symbol].Close);
    }
    // check if the indicator is ready
    if (_rsi.IsReady) {
    // get the current RSI value
        var rsiValue = _rsi;
    }
}

In both cases, we recommend using historical data to warm up your indicator as demonstrated in Initializing Indicators.

Updating Indicators with Custom Values

The data point indicators use only a single price data in their calculations. By default, those indicators use the closing price. For equity, that price is the trade bar closing price. For other asset classes with quote bar data (bid/ask price), those indicators are calculated with the mid-price of the bid closing price and the ask closing price.

If you want to create an indicator with the other fields like Open, High, Low, or Close, you can specify the selector argument in the indicator helper method with the available fields.

# define a 10-period daily RSI indicator with shortcut helper method
# select the Open price to update the indicator
self.rsi = self.RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily, Field.Open)
// define a 10-period daily RSI indicator with shortcut helper method
// select the Open price to update the indicator
_rsi = RSI("SPY", 10,  MovingAverageType.Simple, Resolution.Daily, Field.Open);

You can also apply RegisterIndicator to register the price data with the specified field.

# define a 10-period RSI with indicator constructor
self.rsi = RelativeStrengthIndex(10, MovingAverageType.Simple)
# register the daily High price data to automatically update the indicator
self.RegisterIndicator("SPY", self.rsi, Resolution.Daily, Field.High)
// define a 10-period RSI with indicator constructor
_rsi = new RelativeStrengthIndex(10, MovingAverageType.Simple);
// register the daily High price data to automatically update the indicator
RegisterIndicator("SPY", _rsi, Resolution.Daily, Field.High);

Reference Table

IndicatorsUsage
AccelerationBands

Creates a new Acceleration Bands indicator.

var abands = ABANDS(Symbol symbol, int period, decimal width = 4, MovingAverageType movingAverageType = null, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
AccumulationDistribution

Creates a new AccumulationDistribution indicator.

var ad = AD(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
AccumulationDistributionOscillator

Creates a new AccumulationDistributionOscillator indicator.

var adosc = ADOSC(Symbol symbol, int fastPeriod, int slowPeriod, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
AverageDirectionalIndex

Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.

var adx = ADX(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
AverageDirectionalMovementIndexRating

Creates a new AverageDirectionalMovementIndexRating indicator.

var adxr = ADXR(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ArnaudLegouxMovingAverage

Creates a new ArnaudLegouxMovingAverage indicator.

var alma = ALMA(Symbol symbol, int period, int sigma = 6, decimal offset = 0.85, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
AbsolutePriceOscillator

Creates a new AbsolutePriceOscillator indicator.

var apo = APO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
AroonOscillator

Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)

var aroon = AROON(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
AroonOscillator

Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)

var aroon = AROON(Symbol symbol, int upPeriod, int downPeriod, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
AverageTrueRange

Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.

var atr = ATR(Symbol symbol, int period, MovingAverageType type = null, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
BollingerBands

Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation

var bb = BB(Symbol symbol, int period, decimal k, MovingAverageType movingAverageType = null, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
BalanceOfPower

Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.

var bop = BOP(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
CoppockCurve

Initializes a new instance of the CoppockCurve" indicator

var cc = CC(Symbol symbol, int shortRocPeriod = 11, int longRocPeriod = 14, int lwmaPeriod = 10, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
CommodityChannelIndex

Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.

var cci = CCI(Symbol symbol, int period, MovingAverageType movingAverageType = null, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ChandeMomentumOscillator

Creates a new ChandeMomentumOscillator indicator.

var cmo = CMO(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
DonchianChannel

Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.

var dch = DCH(Symbol symbol, int upperPeriod, int lowerPeriod, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
DonchianChannel

Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.

var dch = DCH(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
DoubleExponentialMovingAverage

Creates a new DoubleExponentialMovingAverage indicator.

var dema = DEMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
DetrendedPriceOscillator

Creates a new DetrendedPriceOscillator" indicator.

var dpo = DPO(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
ExponentialMovingAverage

Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

var ema = EMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
FractalAdaptiveMovingAverage

Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.

var frama = FRAMA(Symbol symbol, int period, int longPeriod = 198, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
HullMovingAverage

Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.

var hma = HMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
IchimokuKinkoHyo

Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution.

var ichimoku = ICHIMOKU(Symbol symbol, int tenkanPeriod, int kijunPeriod, int senkouAPeriod, int senkouBPeriod, int senkouADelayPeriod, int senkouBDelayPeriod, Resolution resolution = null)
KaufmanAdaptiveMovingAverage

Creates a new KaufmanAdaptiveMovingAverage indicator.

var kama = KAMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
KeltnerChannels

Creates a new Keltner Channels indicator. The indicator will be automatically updated on the given resolution.

var kch = KCH(Symbol symbol, int period, decimal k, MovingAverageType movingAverageType = null, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
LogReturn

Creates a new LogReturn indicator.

var logr = LOGR(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
LeastSquaresMovingAverage

Creates and registers a new Least Squares Moving Average instance.

var lsma = LSMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
LinearWeightedMovingAverage

Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods.

var lwma = LWMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MovingAverageConvergenceDivergence

Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.

var macd = MACD(Symbol symbol, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type = 1, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MeanAbsoluteDeviation

Creates a new MeanAbsoluteDeviation indicator.

var mad = MAD(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MassIndex

Creates a new Mass Index indicator. The indicator will be automatically updated on the given resolution.

var mass = MASS(Symbol symbol, int emaPeriod = 9, int sumPeriod = 25, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
Maximum

Creates a new Maximum indicator to compute the maximum value

var max = MAX(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MoneyFlowIndex

Creates a new MoneyFlowIndex indicator. The indicator will be automatically updated on the given resolution.

var mfi = MFI(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
MidPoint

Creates a new MidPoint indicator.

var midpoint = MIDPOINT(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MidPrice

Creates a new MidPrice indicator.

var midprice = MIDPRICE(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Minimum

Creates a new Minimum indicator to compute the minimum value

var min = MIN(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
Momentum

Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution.

var mom = MOM(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MomersionIndicator

Creates a new Momersion indicator.

var momersion = MOMERSION(Symbol symbol, int minPeriod, int fullPeriod, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
MomentumPercent

Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. The indicator will be automatically updated on the given resolution.

var momp = MOMP(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
NormalizedAverageTrueRange

Creates a new NormalizedAverageTrueRange indicator.

var natr = NATR(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
OnBalanceVolume

Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution.

var obv = OBV(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
PercentagePriceOscillator

Creates a new PercentagePriceOscillator indicator.

var ppo = PPO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
ParabolicStopAndReverse

Creates a new Parabolic SAR indicator

var psar = PSAR(Symbol symbol, decimal afStart = 0.02, decimal afIncrement = 0.02, decimal afMax = 0.2, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
RegressionChannel

Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope

var rc = RC(Symbol symbol, int period, decimal k, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
RateOfChange

Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution.

var roc = ROC(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
RateOfChangePercent

Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security. The indicator will be automatically updated on the given resolution.

var rocp = ROCP(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
RateOfChangeRatio

Creates a new RateOfChangeRatio indicator.

var rocr = ROCR(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
RelativeStrengthIndex

Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based on the ratio of average gains to average losses over the specified period.

var rsi = RSI(Symbol symbol, int period, MovingAverageType movingAverageType = 2, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
SimpleMovingAverage

Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

var sma = SMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
StandardDeviation

Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.

var std = STD(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
Stochastic

Creates a new Stochastic indicator.

var sto = STO(Symbol symbol, int period, int kPeriod, int dPeriod, Resolution resolution = null)
Stochastic

Creates a new Stochastic indicator.

var sto = STO(Symbol symbol, int period, Resolution resolution = null)
Sum

Creates a new Sum indicator.

var sum = SUM(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
SwissArmyKnife

Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.

var swiss = SWISS(Symbol symbol, int period, Double delta, SwissArmyKnifeTool tool, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
T3MovingAverage

Creates a new T3MovingAverage indicator.

var t3 = T3(Symbol symbol, int period, decimal volumeFactor = 0.7, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
TripleExponentialMovingAverage

Creates a new TripleExponentialMovingAverage indicator.

var tema = TEMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
TrueRange

Creates a new TrueRange indicator.

var tr = TR(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
TriangularMovingAverage

Creates a new TriangularMovingAverage indicator.

var trima = TRIMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
Trix

Creates a new Trix indicator.

var trix = TRIX(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
UltimateOscillator

Creates a new UltimateOscillator indicator.

var ultosc = ULTOSC(Symbol symbol, int period1, int period2, int period3, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Variance

Creates a new Variance indicator. This will return the population variance of samples over the specified period.

var var = VAR(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
VolumeWeightedAveragePriceIndicator

Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.

var vwap = VWAP(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.TradeBar] selector = null)
IntradayVwap

Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.

var vwap = VWAP(Symbol symbol)
WilliamsPercentR

Creates a new Williams %R indicator. This will compute the percentage change of the current closing price in relation to the high and low of the past N periods. The indicator will be automatically updated on the given resolution.

var wilr = WILR(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
WilderMovingAverage

Creates a WilderMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

var wwma = WWMA(Symbol symbol, int period, Resolution resolution = null, Func`2[Data.IBaseData,Decimal] selector = null)
Candlesticks PatternsUsage
TwoCrows

Creates a new CandlestickPatterns.TwoCrows" pattern indicator. The indicator will be automatically updated on the given resolution.

var twocrows = CandlestickPatterns.TwoCrows(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ThreeBlackCrows

Creates a new CandlestickPatterns.ThreeBlackCrows" pattern indicator. The indicator will be automatically updated on the given resolution.

var threeblackcrows = CandlestickPatterns.ThreeBlackCrows(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ThreeInside

Creates a new CandlestickPatterns.ThreeInside" pattern indicator. The indicator will be automatically updated on the given resolution.

var threeinside = CandlestickPatterns.ThreeInside(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ThreeLineStrike

Creates a new CandlestickPatterns.ThreeLineStrike" pattern indicator. The indicator will be automatically updated on the given resolution.

var threelinestrike = CandlestickPatterns.ThreeLineStrike(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ThreeOutside

Creates a new CandlestickPatterns.ThreeOutside" pattern indicator. The indicator will be automatically updated on the given resolution.

var threeoutside = CandlestickPatterns.ThreeOutside(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ThreeStarsInSouth

Creates a new CandlestickPatterns.ThreeStarsInSouth" pattern indicator. The indicator will be automatically updated on the given resolution.

var threestarsinsouth = CandlestickPatterns.ThreeStarsInSouth(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ThreeWhiteSoldiers

Creates a new CandlestickPatterns.ThreeWhiteSoldiers" pattern indicator. The indicator will be automatically updated on the given resolution.

var threewhitesoldiers = CandlestickPatterns.ThreeWhiteSoldiers(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
AbandonedBaby

Creates a new CandlestickPatterns.AbandonedBaby" pattern indicator. The indicator will be automatically updated on the given resolution.

var abandonedbaby = CandlestickPatterns.AbandonedBaby(Symbol symbol, decimal penetration = 0.3, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
AdvanceBlock

Creates a new CandlestickPatterns.AdvanceBlock" pattern indicator. The indicator will be automatically updated on the given resolution.

var advanceblock = CandlestickPatterns.AdvanceBlock(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
BeltHold

Creates a new CandlestickPatterns.BeltHold" pattern indicator. The indicator will be automatically updated on the given resolution.

var belthold = CandlestickPatterns.BeltHold(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Breakaway

Creates a new CandlestickPatterns.Breakaway" pattern indicator. The indicator will be automatically updated on the given resolution.

var breakaway = CandlestickPatterns.Breakaway(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ClosingMarubozu

Creates a new CandlestickPatterns.ClosingMarubozu" pattern indicator. The indicator will be automatically updated on the given resolution.

var closingmarubozu = CandlestickPatterns.ClosingMarubozu(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ConcealedBabySwallow

Creates a new CandlestickPatterns.ConcealedBabySwallow" pattern indicator. The indicator will be automatically updated on the given resolution.

var concealedbabyswallow = CandlestickPatterns.ConcealedBabySwallow(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Counterattack

Creates a new CandlestickPatterns.Counterattack" pattern indicator. The indicator will be automatically updated on the given resolution.

var counterattack = CandlestickPatterns.Counterattack(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
DarkCloudCover

Creates a new CandlestickPatterns.DarkCloudCover" pattern indicator. The indicator will be automatically updated on the given resolution.

var darkcloudcover = CandlestickPatterns.DarkCloudCover(Symbol symbol, decimal penetration = 0.5, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Doji

Creates a new CandlestickPatterns.Doji" pattern indicator. The indicator will be automatically updated on the given resolution.

var doji = CandlestickPatterns.Doji(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
DojiStar

Creates a new CandlestickPatterns.DojiStar" pattern indicator. The indicator will be automatically updated on the given resolution.

var dojistar = CandlestickPatterns.DojiStar(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
DragonflyDoji

Creates a new CandlestickPatterns.DragonflyDoji" pattern indicator. The indicator will be automatically updated on the given resolution.

var dragonflydoji = CandlestickPatterns.DragonflyDoji(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Engulfing

Creates a new CandlestickPatterns.Engulfing" pattern indicator. The indicator will be automatically updated on the given resolution.

var engulfing = CandlestickPatterns.Engulfing(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
EveningDojiStar

Creates a new CandlestickPatterns.EveningDojiStar" pattern indicator. The indicator will be automatically updated on the given resolution.

var eveningdojistar = CandlestickPatterns.EveningDojiStar(Symbol symbol, decimal penetration = 0.3, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
EveningStar

Creates a new CandlestickPatterns.EveningStar" pattern indicator. The indicator will be automatically updated on the given resolution.

var eveningstar = CandlestickPatterns.EveningStar(Symbol symbol, decimal penetration = 0.3, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
GapSideBySideWhite

Creates a new CandlestickPatterns.GapSideBySideWhite" pattern indicator. The indicator will be automatically updated on the given resolution.

var gapsidebysidewhite = CandlestickPatterns.GapSideBySideWhite(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
GravestoneDoji

Creates a new CandlestickPatterns.GravestoneDoji" pattern indicator. The indicator will be automatically updated on the given resolution.

var gravestonedoji = CandlestickPatterns.GravestoneDoji(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Hammer

Creates a new CandlestickPatterns.Hammer" pattern indicator. The indicator will be automatically updated on the given resolution.

var hammer = CandlestickPatterns.Hammer(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
HangingMan

Creates a new CandlestickPatterns.HangingMan" pattern indicator. The indicator will be automatically updated on the given resolution.

var hangingman = CandlestickPatterns.HangingMan(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Harami

Creates a new CandlestickPatterns.Harami" pattern indicator. The indicator will be automatically updated on the given resolution.

var harami = CandlestickPatterns.Harami(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
HaramiCross

Creates a new CandlestickPatterns.HaramiCross" pattern indicator. The indicator will be automatically updated on the given resolution.

var haramicross = CandlestickPatterns.HaramiCross(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
HighWaveCandle

Creates a new CandlestickPatterns.HighWaveCandle" pattern indicator. The indicator will be automatically updated on the given resolution.

var highwavecandle = CandlestickPatterns.HighWaveCandle(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Hikkake

Creates a new CandlestickPatterns.Hikkake" pattern indicator. The indicator will be automatically updated on the given resolution.

var hikkake = CandlestickPatterns.Hikkake(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
HikkakeModified

Creates a new CandlestickPatterns.HikkakeModified" pattern indicator. The indicator will be automatically updated on the given resolution.

var hikkakemodified = CandlestickPatterns.HikkakeModified(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
HomingPigeon

Creates a new CandlestickPatterns.HomingPigeon" pattern indicator. The indicator will be automatically updated on the given resolution.

var homingpigeon = CandlestickPatterns.HomingPigeon(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
IdenticalThreeCrows

Creates a new CandlestickPatterns.IdenticalThreeCrows" pattern indicator. The indicator will be automatically updated on the given resolution.

var identicalthreecrows = CandlestickPatterns.IdenticalThreeCrows(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
InNeck

Creates a new CandlestickPatterns.InNeck" pattern indicator. The indicator will be automatically updated on the given resolution.

var inneck = CandlestickPatterns.InNeck(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
InvertedHammer

Creates a new CandlestickPatterns.InvertedHammer" pattern indicator. The indicator will be automatically updated on the given resolution.

var invertedhammer = CandlestickPatterns.InvertedHammer(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Kicking

Creates a new CandlestickPatterns.Kicking" pattern indicator. The indicator will be automatically updated on the given resolution.

var kicking = CandlestickPatterns.Kicking(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
KickingByLength

Creates a new CandlestickPatterns.KickingByLength" pattern indicator. The indicator will be automatically updated on the given resolution.

var kickingbylength = CandlestickPatterns.KickingByLength(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
LadderBottom

Creates a new CandlestickPatterns.LadderBottom" pattern indicator. The indicator will be automatically updated on the given resolution.

var ladderbottom = CandlestickPatterns.LadderBottom(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
LongLeggedDoji

Creates a new CandlestickPatterns.LongLeggedDoji" pattern indicator. The indicator will be automatically updated on the given resolution.

var longleggeddoji = CandlestickPatterns.LongLeggedDoji(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
LongLineCandle

Creates a new CandlestickPatterns.LongLineCandle" pattern indicator. The indicator will be automatically updated on the given resolution.

var longlinecandle = CandlestickPatterns.LongLineCandle(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Marubozu

Creates a new CandlestickPatterns.Marubozu" pattern indicator. The indicator will be automatically updated on the given resolution.

var marubozu = CandlestickPatterns.Marubozu(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
MatchingLow

Creates a new CandlestickPatterns.MatchingLow" pattern indicator. The indicator will be automatically updated on the given resolution.

var matchinglow = CandlestickPatterns.MatchingLow(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
MatHold

Creates a new CandlestickPatterns.MatHold" pattern indicator. The indicator will be automatically updated on the given resolution.

var mathold = CandlestickPatterns.MatHold(Symbol symbol, decimal penetration = 0.5, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
MorningDojiStar

Creates a new CandlestickPatterns.MorningDojiStar" pattern indicator. The indicator will be automatically updated on the given resolution.

var morningdojistar = CandlestickPatterns.MorningDojiStar(Symbol symbol, decimal penetration = 0.3, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
MorningStar

Creates a new CandlestickPatterns.MorningStar" pattern indicator. The indicator will be automatically updated on the given resolution.

var morningstar = CandlestickPatterns.MorningStar(Symbol symbol, decimal penetration = 0.3, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
OnNeck

Creates a new CandlestickPatterns.OnNeck" pattern indicator. The indicator will be automatically updated on the given resolution.

var onneck = CandlestickPatterns.OnNeck(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Piercing

Creates a new CandlestickPatterns.Piercing" pattern indicator. The indicator will be automatically updated on the given resolution.

var piercing = CandlestickPatterns.Piercing(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
RickshawMan

Creates a new CandlestickPatterns.RickshawMan" pattern indicator. The indicator will be automatically updated on the given resolution.

var rickshawman = CandlestickPatterns.RickshawMan(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
RiseFallThreeMethods

Creates a new CandlestickPatterns.RiseFallThreeMethods" pattern indicator. The indicator will be automatically updated on the given resolution.

var risefallthreemethods = CandlestickPatterns.RiseFallThreeMethods(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
SeparatingLines

Creates a new CandlestickPatterns.SeparatingLines" pattern indicator. The indicator will be automatically updated on the given resolution.

var separatinglines = CandlestickPatterns.SeparatingLines(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ShootingStar

Creates a new CandlestickPatterns.ShootingStar" pattern indicator. The indicator will be automatically updated on the given resolution.

var shootingstar = CandlestickPatterns.ShootingStar(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
ShortLineCandle

Creates a new CandlestickPatterns.ShortLineCandle" pattern indicator. The indicator will be automatically updated on the given resolution.

var shortlinecandle = CandlestickPatterns.ShortLineCandle(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
SpinningTop

Creates a new CandlestickPatterns.SpinningTop" pattern indicator. The indicator will be automatically updated on the given resolution.

var spinningtop = CandlestickPatterns.SpinningTop(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
StalledPattern

Creates a new CandlestickPatterns.StalledPattern" pattern indicator. The indicator will be automatically updated on the given resolution.

var stalledpattern = CandlestickPatterns.StalledPattern(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
StickSandwich

Creates a new CandlestickPatterns.StickSandwich" pattern indicator. The indicator will be automatically updated on the given resolution.

var sticksandwich = CandlestickPatterns.StickSandwich(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Takuri

Creates a new CandlestickPatterns.Takuri" pattern indicator. The indicator will be automatically updated on the given resolution.

var takuri = CandlestickPatterns.Takuri(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
TasukiGap

Creates a new CandlestickPatterns.TasukiGap" pattern indicator. The indicator will be automatically updated on the given resolution.

var tasukigap = CandlestickPatterns.TasukiGap(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Thrusting

Creates a new CandlestickPatterns.Thrusting" pattern indicator. The indicator will be automatically updated on the given resolution.

var thrusting = CandlestickPatterns.Thrusting(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
Tristar

Creates a new CandlestickPatterns.Tristar" pattern indicator. The indicator will be automatically updated on the given resolution.

var tristar = CandlestickPatterns.Tristar(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
UniqueThreeRiver

Creates a new CandlestickPatterns.UniqueThreeRiver" pattern indicator. The indicator will be automatically updated on the given resolution.

var uniquethreeriver = CandlestickPatterns.UniqueThreeRiver(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
UpsideGapTwoCrows

Creates a new CandlestickPatterns.UpsideGapTwoCrows" pattern indicator. The indicator will be automatically updated on the given resolution.

var upsidegaptwocrows = CandlestickPatterns.UpsideGapTwoCrows(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)
UpDownGapThreeMethods

Creates a new CandlestickPatterns.UpDownGapThreeMethods" pattern indicator. The indicator will be automatically updated on the given resolution.

var updowngapthreemethods = CandlestickPatterns.UpDownGapThreeMethods(Symbol symbol, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)

// 1. Using basic indicator at the same resolution as source security:
// TIP -> You can use string "IBM" or the security.Symbol object
var ema = EMA("IBM", 14);
var rsi = RSI("IBM", 14);

//2. Using indicator at different (higher) resolution to the source security:
var emaDaily = EMA("IBM", 14, Resolution.Daily);

//3. Indicator of a different property (default is close of bar/data):
// TIP -> You can use helper methods Field.Open, Field.High etc on the indicator selector:
var emaDailyHigh = EMA("IBM", 14, Resolution.Daily, point => ((TradeBar) point).High);

//4. Using the indicators:
//4.1  Setup in initialize:
_emaFast = EMA("IBM", 14);
_emaSlow = EMA("IBM", 28);

//4.2 Use in OnData:
if (_emaSlow.IsReady && _emaFast.IsReady) {
   if (_emaFast > _emaSlow) {
       //Long.
   } else if (_emaFast < _emaSlow) {
       //Short.
   } 
}

//NOTE. Some indicators require tradebars (ATR, AROON) so your selector must return a TradeBar object for those indicators.
# 1. Using basic indicator at the same resolution as source security:
self.ema = self.EMA("IBM", 14)
self.rsi = self.RSI("IBM", 14)

#2. Using indicator at different (higher) resolution to the source security:
self.emaDaily = self.EMA("IBM", 14, Resolution.Daily)

#3. Indicator of a different property (default is close of bar/data):
self.emaDailyHigh = self.EMA("IBM", 14, Resolution.Daily, Field.High)


#4. Using the indicators:
#4.1  Setup in initialize: make sure you've asked for the data for the asset.
self.AddEquity("IBM")
self.emaFast = self.EMA("IBM", 14);
self.emaSlow = self.EMA("IBM", 28);

#4.2 Consume the indicators in OnData.
if self.emaSlow.IsReady and self.emaFast.IsReady:
    if self.emaFast.Current.Value > self.emaSlow.Current.Value:
        self.Debug("Long")
    elif self.emaFast.Current.Value < self.emaSlow.Current.Value:
        self.Debug("Short")

Indicator Extensions

Indicators are composable - meaning they can be chained together to create unique combinations much like lego blocks. We support several indicator extensions as outlined below:

Extension Example Usage
.Plus()
var emaSum = ema5.Plus(ema20);
Add a fixed value or indicator value to another indicator
.Minus()
var emaDelta = ema20.Minus(ema5);
Find the difference between two indicators
.Times()
var rsiSafe = rsi.Times(0.95);
Multiply one indicator or constant value by another.
.Over()
var emaAverage = ema5.Plus(ema10).Over(2);
Divide indicator chain by constant or indicator.
.Of()
var sma = new SimpleMovingAverage("SPY", 14);
var rsiAverage= sma.Of( rsi );
Feed an indicator output into input of another.
.SMA(int period)
var rsiAvg = rsi.SMA(10);
Of extension helper for SMA method.
.EMA(int period)
var rsiAvg = rsi.EMA(10);
Of extension helper for EMA method.
.MAX(int period)
var rsiMax = rsi.MAX(10);
Of extension helper for MAX method, get max in i-samples.
.MIN(int period)
var rsiMin = rsi.MIN(10);
Of extension helper for MIN method, get min in i-samples.

ExtensionExample Usage
.Plus()
emaSum = IndicatorExtensions.Plus(ema20, ema5)
Add a fixed value or indicator value to another indicator
.Minus()
emaDelta = IndicatorExtensions.Minus(ema5, ema20)
Find the difference between two indicators
.Times()
rsiSafe = IndicatorExtensions.Times(rsi, 0.95)
Multiply one indicator or constant value by another.
.Over()
emaAverage = IndicatorExtensions.Over(IndicatorExtensions.Plus(ema10, ema5), 2)
Divide indicator chain by constant or indicator.
.Of()
sma = SimpleMovingAverage("SPY", 14)
rsiAverage= IndicatorExtensions.Of(rsi, sma)
Feed an indicator output into input of another.
.SMA(int period)
rsiAvg = IndicatorExtensions.SMA(rsi, 10)
Of extension helper for SMA method.
.EMA(int period)
rsiAvg = IndicatorExtensions.EMA(rsi, 10)
Of extension helper for EMA method.
.MAX(int period)
rsiMax = IndicatorExtensions.MAX(rsi, 10)
Of extension helper for MAX method, get max in i-samples.
.MIN(int period)
rsiMin = IndicatorExtensions.MIN(rsi, 10)
Of extension helper for MIN method, get min in i-samples.

public class IndicatorTests : QCAlgorithm
{
    //Save off reference to indicator objects
    RelativeStrengthIndex _rsi;
    SimpleMovingAverage _rsiSMA;

    public override void Initialize()
    {
       //In addition to other initialize logic:
       _rsi = RSI("SPY", 14); // Creating a RSI
       _rsiSMA = _rsi.SMA(3); // Creating the SMA on the RSI
    }
    
    public override void OnData(Slice data)
    {
       Plot("RSI", _rsi, _rsiSMA);
    }
}
class IndicatorTests(QCAlgorithm):
    def Initialize():
       # In addition to other initialize logic:
       self.rsi = self.RSI("SPY", 14)                     # Creating a RSI
       self.rsiSMA = IndicatorExtensions.SMA(self.rsi, 3) # Creating the SMA on the RSI
       self.PlotIndicator("RSI", self.rsi, self.rsiSMA)

Plotting Indicators

We provide a helper method which aims to make plotting indicators simple. For further information on the charting API please see our Charting section.

Plot(string chart, Indicator[] indicators)
self.Plot(string chart, Indicator[] indicators)

Note that not all indicators share the same base type(T) so may not work together as some indicators require points where others require TradeBars.

//Plot array of indicator objects; extending "Indicator" type.
Plot("Indicators", sma, rsi); 

//Plot array of indicator objects; extending "TradeBarIndicator" type.
Plot("Indicators", atr, aroon); 

//For complex plotting it might be easiest to simply plot your indicators individually.
#Plot array of indicator objects; extending "Indicator" type.
self.Plot("Indicators", sma, rsi); 

#Plot array of indicator objects; extending "TradeBarIndicator" type.
self.Plot("Indicators", atr, aroon); 

#Currently, there is a limit of 4 indicators for each Plot call
#For complex plotting it might be easiest to simply plot your indicators individually.

You can also see our Tutorials and Videos. You can also get in touch with us via Chat.

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