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Indicator Reference
Schaff Trend Cycle
Create Manual Indicators
You can manually create a SchaffTrendCycle 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 SchaffTrendCycle constructor.
SchaffTrendCycle()1/2
SchaffTrendCycle QuantConnect.Indicators.SchaffTrendCycle (
*int slowPeriod,
*MovingAverageType type
)
https://www.tradingpedia.com/forex-trading-indicators/schaff-trend-cycle.
SchaffTrendCycle()2/2
SchaffTrendCycle QuantConnect.Indicators.SchaffTrendCycle (
string name,
int slowPeriod,
MovingAverageType type
)
Creates a new schaff trend cycle with the specified parameters.
The following table shows the MovingAverageType enumeration members and the indicator that implements each one:
MovingAverageType | Underlying Indicator |
|---|---|
Simple | Simple Moving Average |
Exponential | Exponential Moving Average |
Wilders | Wilder Moving Average |
LinearWeightedMovingAverage | Linear Weighted Moving Average |
DoubleExponential | Double Exponential Moving Average |
TripleExponential | Triple Exponential Moving Average |
Triangular | Triangular Moving Average |
T3 | T3 Moving Average |
Kama | Kaufman Adaptive Moving Average |
Hull | Hull Moving Average |
Alma | Arnaud Legoux Moving Average |
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 SchaffTrendCycle _stc;
// In Initialize()
_stc = new SchaffTrendCycle(name, fastPeriod, slowPeriod, cyclePeriod, type);
_stc.Updated += IndicatorUpdateMethod;
RegisterIndicator(symbol, _stc, Resolution.Daily);
// In IndicatorUpdateMethod()
if (_stc.IsReady)
{
var indicatorValue = _stc.Current.Value;
}
# In Initialize()
self.stc = SchaffTrendCycle(name, fastPeriod, slowPeriod, cyclePeriod, type)
self.stc.Updated += self.IndicatorUpdateMethod
self.RegisterIndicator(symbol, self.stc, Resolution.Daily)
# In IndicatorUpdateMethod()
if self.stc.IsReady:
indicator_value = self.stc.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 SchaffTrendCycle _stc;
private Symbol symbol;
// In Initialize()
_stc = new SchaffTrendCycle(fastPeriod, slowPeriod, cyclePeriod, type);
symbol = AddEquity("SPY").Symbol;
// In OnData()
if (data.ContainsKey(_symbol))
{
_stc.Update(data[symbol].EndTime, data[symbol].High);
}
if (_stc.IsReady)
{
var indicatorValue = _stc.Current.Value;
}
# In Initialize()
self.stc = SchaffTrendCycle(fastPeriod, slowPeriod, cyclePeriod, type)
self.symbol = self.AddEquity("SPY").Symbol
# In OnData()
if data.ContainsKey(self.symbol):
self.stc.Update(data[self.symbol].EndTime, data[self.symbol].High)
if self.stc.IsReady:
indicator_value = self.stc.Current.Value
Create Automatic Indicators
The STC method creates an SchaffTrendCycle 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 STC method:
STC()1/1
SchaffTrendCycle QuantConnect.Algorithm.QCAlgorithm.STC (
Symbol symbol,
Int32 cyclePeriod,
Int32 fastPeriod,
Int32 slowPeriod,
*MovingAverageType movingAverageType,
*Nullable<Resolution> resolution,
*Func<IBaseData, Decimal> selector
)
Creates a new Schaff Trend Cycle indicator
The following table shows the MovingAverageType enumeration members and the indicator that implements each one:
MovingAverageType | Underlying Indicator |
|---|---|
Simple | Simple Moving Average |
Exponential | Exponential Moving Average |
Wilders | Wilder Moving Average |
LinearWeightedMovingAverage | Linear Weighted Moving Average |
DoubleExponential | Double Exponential Moving Average |
TripleExponential | Triple Exponential Moving Average |
Triangular | Triangular Moving Average |
T3 | T3 Moving Average |
Kama | Kaufman Adaptive Moving Average |
Hull | Hull Moving Average |
Alma | Arnaud Legoux Moving Average |
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 SchaffTrendCycle _stc;
// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_stc = STC(symbol, cyclePeriod, fastPeriod, slowPeriod);
// In OnData()
if (_stc.IsReady)
{
var current = _stc.Current.Value;
} # In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.stc = self.STC(symbol, cyclePeriod, fastPeriod, slowPeriod)
# In OnData()
if self.stc.IsReady:
current = self.stc.Current.Value
Visualization
To plot indicator values, in the OnData event handler, call the Plot method.
private SchaffTrendCycle _stc;
// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_stc = STC(symbol, cyclePeriod, fastPeriod, slowPeriod);
// In OnData()
if (_stc.IsReady)
{
Plot("My Indicators", "schafftrendcycle", _stc.Current);
} # In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.stc = self.STC(symbol, cyclePeriod, fastPeriod, slowPeriod)
# In OnData()
if self.stc.IsReady:
self.Plot("My Indicators", "schafftrendcycle", self.stc.Current)
For more information about plotting indicators, see Plotting Indicators.
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