Indicator Reference

Swiss Army Knife

Introduction

Swiss Army Knife indicator by John Ehlers

Create Manual Indicators

You can manually create a SwissArmyKnife 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 SwissArmyKnife constructor.

SwissArmyKnife()1/2

            SwissArmyKnife QuantConnect.Indicators.SwissArmyKnife (
     int                 period,
     double              delta,
     SwissArmyKnifeTool  tool
   )
        

Swiss Army Knife indicator by John Ehlers.

SwissArmyKnife()2/2

            SwissArmyKnife QuantConnect.Indicators.SwissArmyKnife (
     string              name,
     int                 period,
     double              delta,
     SwissArmyKnifeTool  tool
   )
        

Swiss Army Knife indicator by John Ehlers.

The SwissArmyKnifeTool enumeration has the following members:

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 SwissArmyKnife _swiss;

// In Initialize()
_swiss = new SwissArmyKnife(name, period, delta, tool);
_swiss.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _swiss, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_swiss.IsReady)
{
    var indicatorValue = _swiss.Current.Value;
}
    
# In Initialize()
self.swiss = SwissArmyKnife(name, period, delta, tool)
self.swiss.Updated += self.IndicatorUpdateMethod

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

# In IndicatorUpdateMethod()
if self.swiss.IsReady:
    indicator_value = self.swiss.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 SwissArmyKnife _swiss;
private Symbol symbol;

// In Initialize()
_swiss = new SwissArmyKnife(period, delta, tool);
symbol = AddEquity("SPY").Symbol;

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

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

Create Automatic Indicators

The SWISS method creates an SwissArmyKnife 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 SWISS method:

SWISS()1/1

            SwissArmyKnife QuantConnect.Algorithm.QCAlgorithm.SWISS (
    Symbol                           symbol,
    Int32                            period,
    Double                           delta,
    SwissArmyKnifeTool               tool,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.


The SwissArmyKnifeTool enumeration has the following members:

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 SwissArmyKnife _swiss;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_swiss = SWISS(symbol, period, delta, tool);

// In OnData()
if (_swiss.IsReady)
{
    var current = _swiss.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.swiss = self.SWISS(symbol, period, delta, tool)

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

Visualization

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

private SwissArmyKnife _swiss;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_swiss = SWISS(symbol, period, delta, tool);

// In OnData()
if (_swiss.IsReady)
{
    Plot("My Indicators", "swissarmyknife", _swiss.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.swiss = self.SWISS(symbol, period, delta, tool)

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

For more information about plotting indicators, see Plotting Indicators.

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