Indicator Reference

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.

Create Manual 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. The following reference table describes the AdvanceDeclineRatio constructor.

AdvanceDeclineRatio()1/1

            AdvanceDeclineRatio QuantConnect.Indicators.AdvanceDeclineRatio (
     string  name
   )
        

Initializes a new instance of the AdvanceDeclineRatio class.

Update Manual Indicators

You can update the indicator automatically or manually.

Automatic Update

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


private AdvanceDeclineRatio _adr;

// In Initialize()
_adr = new AdvanceDeclineRatio();
_adr.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _adr, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_adr.IsReady)
{
    var indicatorValue = _adr.Current.Value;
}
    
# In Initialize()
self.adr = AdvanceDeclineRatio()
self.adr.Updated += self.IndicatorUpdateMethod

self.RegisterIndicator(symbol, self.adr, Resolution.Daily)

# In IndicatorUpdateMethod()
if self.adr.IsReady:
    indicator_value = self.adr.Current.Value

To customize the data that automatically updates the indicator, see Custom Indicator Periods and Custom Indicator Values.

Manual Update

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 Update method with a TradeBar. The indicator will only be ready after you prime it with enough data.

    
private AdvanceDeclineRatio _adr;
private List<Symbol> symbols;

// In Initialize()
_adr = new AdvanceDeclineRatio();
symbols = new List<Symbol> {AddEquity("SPY").Symbol, AddEquity("QQQ").Symbol};

// In OnData()
if (data.Bars.ContainsKey(_symbol))
{
    _adr.Update(data.Bars[symbol]);
}
if (_adr.IsReady)
{
    var indicatorValue = _adr.Current.Value;
}
    
# In Initialize()
self.adr = AdvanceDeclineRatio()
self.symbols = [self.AddEquity("SPY").Symbol, self.AddEquity("QQQ").Symbol]

# In OnData()
if data.Bars.ContainsKey(self.symbol):
    self.adr.Update(data.Bars[self.symbol])
if self.adr.IsReady:
    indicator_value = self.adr.Current.Value

Create Automatic Indicators

The ADR method creates an AdvanceDeclineRatio indicator, sets up a consolidator to update the indicator, and then returns the indicator so you can use it in your algorithm.

The following reference table describes the ADR method:

ADR()1/1

            AdvanceDeclineRatio QuantConnect.Algorithm.QCAlgorithm.ADR (
    IEnumerable<Symbol>    symbols,
    *Nullable<Resolution>  resolution
   )
        


If you don't provide a resolution, it defauls 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.

Get Indicator Values

To get the value of the indicator, use its Current.Value attribute.

private AdvanceDeclineRatio _adr;

// In Initialize()
var symbols = new[] {AddEquity("SPY").Symbol, AddEquity("QQQ").Symbol};
_adr = ADR(symbols);

// In OnData()
if (_adr.IsReady)
{
    var current = _adr.Current.Value;
}
# In Initialize()
symbols = [self.AddEquity("SPY").Symbol, self.AddEquity("QQQ").Symbol]
self.adr = self.ADR(symbols)

# In OnData()
if self.adr.IsReady:
    current = self.adr.Current.Value

Visualization

To plot indicator values, in the OnData event handler, call the Plot method.

private AdvanceDeclineRatio _adr;

// In Initialize()
var symbols = new[] {AddEquity("SPY").Symbol, AddEquity("QQQ").Symbol};
_adr = ADR(symbols);

// In OnData()
if (_adr.IsReady)
{
    Plot("My Indicators", "advancedeclineratio", _adr.Current);
}
# In Initialize()
symbols = [self.AddEquity("SPY").Symbol, self.AddEquity("QQQ").Symbol]
self.adr = self.ADR(symbols)

# In OnData()
if self.adr.IsReady:
    self.Plot("My Indicators", "advancedeclineratio", self.adr.Current)

For more information about plotting indicators, see Plotting Indicators.

You can also see our Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation: