Contents

Introduction
Create Manual Indicators
Update Manual Indicators
Create Automatic Indicators
Get Indicator Values
Visualization

Indicator Reference

Momersion Indicator

Introduction

Oscillator indicator that measures momentum and mean-reversion over a specified period n. sourceHarris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web.

Create Manual Indicators

You can manually create a MomersionIndicator 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 MomersionIndicator constructor.

MomersionIndicator()1/3

            MomersionIndicator QuantConnect.Indicators.MomersionIndicator (
     string  name,
     int?    minPeriod,
     int     fullPeriod
   )

Initializes a new instance of the MomersionIndicator class.

MomersionIndicator()2/3

            MomersionIndicator QuantConnect.Indicators.MomersionIndicator (
     int?  minPeriod,
     int   fullPeriod
   )

Initializes a new instance of the MomersionIndicator class.

MomersionIndicator()3/3

            MomersionIndicator QuantConnect.Indicators.MomersionIndicator (
     int  fullPeriod
   )

Initializes a new instance of the MomersionIndicator 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 MomersionIndicator _momersion;

// In Initialize()
_momersion = new MomersionIndicator(name, minPeriod, fullPeriod);
_momersion.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _momersion, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_momersion.IsReady)
{
    var indicatorValue = _momersion.Current.Value;
}
    
# In Initialize()
self.momersion = MomersionIndicator(name, minPeriod, fullPeriod)
self.momersion.Updated += self.IndicatorUpdateMethod

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

# In IndicatorUpdateMethod()
if self.momersion.IsReady:
    indicator_value = self.momersion.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 time/decimal pair. The indicator will only be ready after you prime it with enough data.

    
private MomersionIndicator _momersion;
private Symbol symbol;

// In Initialize()
_momersion = new MomersionIndicator(minPeriod, fullPeriod);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.ContainsKey(_symbol))
{
    _momersion.Update(data[symbol].EndTime, data[symbol].High);
}
if (_momersion.IsReady)
{
    var indicatorValue = _momersion.Current.Value;
}
    
# In Initialize()
self.momersion = MomersionIndicator(minPeriod, fullPeriod)
self.symbol = self.AddEquity("SPY").Symbol

# In OnData()
if data.ContainsKey(self.symbol):
    self.momersion.Update(data[self.symbol].EndTime, data[self.symbol].High)
if self.momersion.IsReady:
    indicator_value = self.momersion.Current.Value

Create Automatic Indicators

The MOMERSION method creates an MomersionIndicator 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 MOMERSION method:

MOMERSION()1/1

            MomersionIndicator QuantConnect.Algorithm.QCAlgorithm.MOMERSION (
    Symbol                           symbol,
    Nullable<Int32>            minPeriod,
    Int32                            fullPeriod,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )

Creates a new Momersion indicator.


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 MomersionIndicator _momersion;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_momersion = MOMERSION(symbol, minPeriod, fullPeriod);

// In OnData()
if (_momersion.IsReady)
{
    var current = _momersion.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.momersion = self.MOMERSION(symbol, minPeriod, fullPeriod)

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

Visualization

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

private MomersionIndicator _momersion;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_momersion = MOMERSION(symbol, minPeriod, fullPeriod);

// In OnData()
if (_momersion.IsReady)
{
    Plot("My Indicators", "momersionindicator", _momersion.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.momersion = self.MOMERSION(symbol, minPeriod, fullPeriod)

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

For more information about plotting indicators, see Plotting Indicators.

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