Indicator Reference

Relative Moving Average

Introduction

This indicator represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html

Create Manual Indicators

You can manually create a RelativeMovingAverage 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 RelativeMovingAverage constructor.

RelativeMovingAverage()1/2

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

Initializes a new instance of the RelativeMovingAverage class with the specified name and period.

RelativeMovingAverage()2/2

            RelativeMovingAverage QuantConnect.Indicators.RelativeMovingAverage (
     int  period
   )
        

Initializes a new instance of the SimpleMovingAverage class with the default name and period.

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 RelativeMovingAverage _rma;

// In Initialize()
_rma = new RelativeMovingAverage(name, period);
_rma.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _rma, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_rma.IsReady)
{
    var indicatorValue = _rma.Current.Value;
}
    
# In Initialize()
self.rma = RelativeMovingAverage(name, period)
self.rma.Updated += self.IndicatorUpdateMethod

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

# In IndicatorUpdateMethod()
if self.rma.IsReady:
    indicator_value = self.rma.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 RelativeMovingAverage _rma;
private Symbol symbol;

// In Initialize()
_rma = new RelativeMovingAverage(period);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.ContainsKey(_symbol))
{
    _rma.Update(data[symbol].EndTime, data[symbol].High);
}
if (_rma.IsReady)
{
    var indicatorValue = _rma.Current.Value;
}
    
# In Initialize()
self.rma = RelativeMovingAverage(period)
self.symbol = self.AddEquity("SPY").Symbol

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

Create Automatic Indicators

The RMA method creates an RelativeMovingAverage 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 RMA method:

RMA()1/1

            RelativeMovingAverage QuantConnect.Algorithm.QCAlgorithm.RMA (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new Relative Moving Average 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 RelativeMovingAverage _rma;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_rma = RMA(symbol, period);

// In OnData()
if (_rma.IsReady)
{
    var shortAverage = _rma.ShortAverage.Current.Value;
    var mediumAverage = _rma.MediumAverage.Current.Value;
    var longAverage = _rma.LongAverage.Current.Value;
    var current = _rma.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.rma = self.RMA(symbol, period)

# In OnData()
if self.rma.IsReady:
    short_average = self.rma.ShortAverage.Current.Value
    medium_average = self.rma.MediumAverage.Current.Value
    long_average = self.rma.LongAverage.Current.Value
    current = self.rma.Current.Value

Visualization

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

private RelativeMovingAverage _rma;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_rma = RMA(symbol, period);

// In OnData()
if (_rma.IsReady)
{
    Plot("My Indicators", "shortaverage", _rma.ShortAverage);
    Plot("My Indicators", "mediumaverage", _rma.MediumAverage);
    Plot("My Indicators", "longaverage", _rma.LongAverage);
    Plot("My Indicators", "relativemovingaverage", _rma.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.rma = self.RMA(symbol, period)

# In OnData()
if self.rma.IsReady:
    self.Plot("My Indicators", "shortaverage", self.rma.ShortAverage)
    self.Plot("My Indicators", "mediumaverage", self.rma.MediumAverage)
    self.Plot("My Indicators", "longaverage", self.rma.LongAverage)
    self.Plot("My Indicators", "relativemovingaverage", self.rma.Current)

For more information about plotting indicators, see Plotting Indicators.

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