Contents
Indicator Reference
Ichimoku Kinko Hyo
Introduction
This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)
Create Manual Indicators
You can manually create a IchimokuKinkoHyo 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 IchimokuKinkoHyo constructor.
IchimokuKinkoHyo()1/2
IchimokuKinkoHyo QuantConnect.Indicators.IchimokuKinkoHyo (
*int senkouAPeriod
)
Creates a new IchimokuKinkoHyo indicator from the specific periods.
IchimokuKinkoHyo()2/2
IchimokuKinkoHyo QuantConnect.Indicators.IchimokuKinkoHyo (
string name,
*int senkouBDelayPeriod
)
Creates a new IchimokuKinkoHyo indicator from the specific periods.
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 IchimokuKinkoHyo _ichimoku;
// In Initialize()
_ichimoku = new IchimokuKinkoHyo(name);
_ichimoku.Updated += IndicatorUpdateMethod;
RegisterIndicator(symbol, _ichimoku, Resolution.Daily);
// In IndicatorUpdateMethod()
if (_ichimoku.IsReady)
{
var indicatorValue = _ichimoku.Current.Value;
}
# In Initialize()
self.ichimoku = IchimokuKinkoHyo(name)
self.ichimoku.Updated += self.IndicatorUpdateMethod
self.RegisterIndicator(symbol, self.ichimoku, Resolution.Daily)
# In IndicatorUpdateMethod()
if self.ichimoku.IsReady:
indicator_value = self.ichimoku.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, QuoteBar, or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.
private IchimokuKinkoHyo _ichimoku;
private Symbol symbol;
// In Initialize()
_ichimoku = new IchimokuKinkoHyo();
symbol = AddEquity("SPY").Symbol;
// In OnData()
if (data.QuoteBars.ContainsKey(_symbol))
{
_ichimoku.Update(data.QuoteBars[symbol]);
}
if (_ichimoku.IsReady)
{
var indicatorValue = _ichimoku.Current.Value;
}
# In Initialize()
self.ichimoku = IchimokuKinkoHyo()
self.symbol = self.AddEquity("SPY").Symbol
# In OnData()
if data.QuoteBars.ContainsKey(self.symbol):
self.ichimoku.Update(data.QuoteBars[self.symbol])
if self.ichimoku.IsReady:
indicator_value = self.ichimoku.Current.Value
Create Automatic Indicators
The ICHIMOKU method creates an IchimokuKinkoHyo 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 ICHIMOKU method:
ICHIMOKU()1/1
IchimokuKinkoHyo QuantConnect.Algorithm.QCAlgorithm.ICHIMOKU (
Symbol symbol,
Int32 tenkanPeriod,
Int32 kijunPeriod,
Int32 senkouAPeriod,
Int32 senkouBPeriod,
Int32 senkouADelayPeriod,
Int32 senkouBDelayPeriod,
*Nullable<Resolution> resolution
)
Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given 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 IchimokuKinkoHyo _ichimoku;
// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_ichimoku = ICHIMOKU(symbol, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod);
// In OnData()
if (_ichimoku.IsReady)
{
var tenkan = _ichimoku.Tenkan.Current.Value;
var kijun = _ichimoku.Kijun.Current.Value;
var senkouA = _ichimoku.SenkouA.Current.Value;
var senkouB = _ichimoku.SenkouB.Current.Value;
var chikou = _ichimoku.Chikou.Current.Value;
var tenkanMaximum = _ichimoku.TenkanMaximum.Current.Value;
var tenkanMinimum = _ichimoku.TenkanMinimum.Current.Value;
var kijunMaximum = _ichimoku.KijunMaximum.Current.Value;
var kijunMinimum = _ichimoku.KijunMinimum.Current.Value;
var senkouBMaximum = _ichimoku.SenkouBMaximum.Current.Value;
var senkouBMinimum = _ichimoku.SenkouBMinimum.Current.Value;
var delayedTenkanSenkouA = _ichimoku.DelayedTenkanSenkouA.Current.Value;
var delayedKijunSenkouA = _ichimoku.DelayedKijunSenkouA.Current.Value;
var delayedMaximumSenkouB = _ichimoku.DelayedMaximumSenkouB.Current.Value;
var delayedMinimumSenkouB = _ichimoku.DelayedMinimumSenkouB.Current.Value;
var current = _ichimoku.Current.Value;
} # In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.ichimoku = self.ICHIMOKU(symbol, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod)
# In OnData()
if self.ichimoku.IsReady:
tenkan = self.ichimoku.Tenkan.Current.Value
kijun = self.ichimoku.Kijun.Current.Value
senkou_a = self.ichimoku.SenkouA.Current.Value
senkou_b = self.ichimoku.SenkouB.Current.Value
chikou = self.ichimoku.Chikou.Current.Value
tenkan_maximum = self.ichimoku.TenkanMaximum.Current.Value
tenkan_minimum = self.ichimoku.TenkanMinimum.Current.Value
kijun_maximum = self.ichimoku.KijunMaximum.Current.Value
kijun_minimum = self.ichimoku.KijunMinimum.Current.Value
senkou_b_maximum = self.ichimoku.SenkouBMaximum.Current.Value
senkou_b_minimum = self.ichimoku.SenkouBMinimum.Current.Value
delayed_tenkan_senkou_a = self.ichimoku.DelayedTenkanSenkouA.Current.Value
delayed_kijun_senkou_a = self.ichimoku.DelayedKijunSenkouA.Current.Value
delayed_maximum_senkou_b = self.ichimoku.DelayedMaximumSenkouB.Current.Value
delayed_minimum_senkou_b = self.ichimoku.DelayedMinimumSenkouB.Current.Value
current = self.ichimoku.Current.Value
Visualization
To plot indicator values, in the OnData event handler, call the Plot method.
private IchimokuKinkoHyo _ichimoku;
// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_ichimoku = ICHIMOKU(symbol, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod);
// In OnData()
if (_ichimoku.IsReady)
{
Plot("My Indicators", "tenkan", _ichimoku.Tenkan);
Plot("My Indicators", "kijun", _ichimoku.Kijun);
Plot("My Indicators", "senkoua", _ichimoku.SenkouA);
Plot("My Indicators", "senkoub", _ichimoku.SenkouB);
Plot("My Indicators", "chikou", _ichimoku.Chikou);
Plot("My Indicators", "tenkanmaximum", _ichimoku.TenkanMaximum);
Plot("My Indicators", "tenkanminimum", _ichimoku.TenkanMinimum);
Plot("My Indicators", "kijunmaximum", _ichimoku.KijunMaximum);
Plot("My Indicators", "kijunminimum", _ichimoku.KijunMinimum);
Plot("My Indicators", "senkoubmaximum", _ichimoku.SenkouBMaximum);
Plot("My Indicators", "senkoubminimum", _ichimoku.SenkouBMinimum);
Plot("My Indicators", "delayedtenkansenkoua", _ichimoku.DelayedTenkanSenkouA);
Plot("My Indicators", "delayedkijunsenkoua", _ichimoku.DelayedKijunSenkouA);
Plot("My Indicators", "delayedmaximumsenkoub", _ichimoku.DelayedMaximumSenkouB);
Plot("My Indicators", "delayedminimumsenkoub", _ichimoku.DelayedMinimumSenkouB);
Plot("My Indicators", "ichimokukinkohyo", _ichimoku.Current);
} # In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.ichimoku = self.ICHIMOKU(symbol, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod)
# In OnData()
if self.ichimoku.IsReady:
self.Plot("My Indicators", "tenkan", self.ichimoku.Tenkan)
self.Plot("My Indicators", "kijun", self.ichimoku.Kijun)
self.Plot("My Indicators", "senkoua", self.ichimoku.SenkouA)
self.Plot("My Indicators", "senkoub", self.ichimoku.SenkouB)
self.Plot("My Indicators", "chikou", self.ichimoku.Chikou)
self.Plot("My Indicators", "tenkanmaximum", self.ichimoku.TenkanMaximum)
self.Plot("My Indicators", "tenkanminimum", self.ichimoku.TenkanMinimum)
self.Plot("My Indicators", "kijunmaximum", self.ichimoku.KijunMaximum)
self.Plot("My Indicators", "kijunminimum", self.ichimoku.KijunMinimum)
self.Plot("My Indicators", "senkoubmaximum", self.ichimoku.SenkouBMaximum)
self.Plot("My Indicators", "senkoubminimum", self.ichimoku.SenkouBMinimum)
self.Plot("My Indicators", "delayedtenkansenkoua", self.ichimoku.DelayedTenkanSenkouA)
self.Plot("My Indicators", "delayedkijunsenkoua", self.ichimoku.DelayedKijunSenkouA)
self.Plot("My Indicators", "delayedmaximumsenkoub", self.ichimoku.DelayedMaximumSenkouB)
self.Plot("My Indicators", "delayedminimumsenkoub", self.ichimoku.DelayedMinimumSenkouB)
self.Plot("My Indicators", "ichimokukinkohyo", self.ichimoku.Current)
For more information about plotting indicators, see Plotting Indicators.
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