Supported Indicators

Absolute Price Oscillator

Introduction

This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]

Using APO Indicator

To create an automatic indicators for AbsolutePriceOscillator, call the APO helper method from the QCAlgorithm class. The APO method creates a AbsolutePriceOscillator object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initialize method.

public class AbsolutePriceOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AbsolutePriceOscillator _apo;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _apo = APO("SPY", 10, 2, MovingAverageType.Simple);
    }

    public override void OnData(Slice data)
    {
        if (_apo.IsReady)
        {
            Plot("AbsolutePriceOscillator", "apo", _apo);
            Plot("AbsolutePriceOscillator", "fast", _apo.Fast);
            Plot("AbsolutePriceOscillator", "slow", _apo.Slow);
            Plot("AbsolutePriceOscillator", "signal", _apo.Signal);
            Plot("AbsolutePriceOscillator", "histogram", _apo.Histogram);
        }
    }
}
class AbsolutePriceOscillatorAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.apo = self.APO("SPY", 10, 2, MovingAverageType.Simple)

    def OnData(self, slice: Slice) -> None:
        if self.apo.IsReady:
            self.Plot("AbsolutePriceOscillator", "apo", self.apo.Current.Value)
            self.Plot("AbsolutePriceOscillator", "fast", self.apo.Fast.Current.Value)
            self.Plot("AbsolutePriceOscillator", "slow", self.apo.Slow.Current.Value)
            self.Plot("AbsolutePriceOscillator", "signal", self.apo.Signal.Current.Value)
            self.Plot("AbsolutePriceOscillator", "histogram", self.apo.Histogram.Current.Value)

The following reference table describes the APO method:

APO()1/1

            AbsolutePriceOscillator QuantConnect.Algorithm.QCAlgorithm.APO (
    Symbol                           symbol,
    Int32                            fastPeriod,
    Int32                            slowPeriod,
    MovingAverageType                movingAverageType,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )

Creates a new AbsolutePriceOscillator indicator.

If you don't provide a resolution, it defaults 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.

For more information about plotting indicators, see Plotting Indicators.

The following table describes the MovingAverageType enumeration members:

You can manually create a AbsolutePriceOscillator indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.

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/number pair, or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.

public class AbsolutePriceOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AbsolutePriceOscillator _apo;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _apo = new AbsolutePriceOscillator(10, 2, MovingAverageType.Simple);
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGeValue(_symbol, out var bar))
        {      
            _apo.Update(bar.EndTime, bar.Close);
        }

        if (_apo.IsReady)
        {
            Plot("AbsolutePriceOscillator", "apo", _apo);
            Plot("AbsolutePriceOscillator", "fast", _apo.Fast);
            Plot("AbsolutePriceOscillator", "slow", _apo.Slow);
            Plot("AbsolutePriceOscillator", "signal", _apo.Signal);
            Plot("AbsolutePriceOscillator", "histogram", _apo.Histogram);
        }
    }
}
class AbsolutePriceOscillatorAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.apo = AbsolutePriceOscillator(10, 2, MovingAverageType.Simple)

    def OnData(self, slice: Slice) -> None:
        bar = data.Bars.get(self.symbol)
        if bar:
            self.apo.Update(bar.EndTime, bar.Close)

        if self.apo.IsReady:
            self.Plot("AbsolutePriceOscillator", "apo", self.apo.Current.Value)
            self.Plot("AbsolutePriceOscillator", "fast", self.apo.Fast.Current.Value)
            self.Plot("AbsolutePriceOscillator", "slow", self.apo.Slow.Current.Value)
            self.Plot("AbsolutePriceOscillator", "signal", self.apo.Signal.Current.Value)
            self.Plot("AbsolutePriceOscillator", "histogram", self.apo.Histogram.Current.Value)

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.

public class AbsolutePriceOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AbsolutePriceOscillator _apo;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _apo = new AbsolutePriceOscillator(10, 2, MovingAverageType.Simple);
        RegisterIndicator(_symbol, _apo, Resolution.Daily);
    }

    public override void OnData(Slice data)
    {
        if (_apo.IsReady)
        {
            Plot("AbsolutePriceOscillator", "apo", _apo);
            Plot("AbsolutePriceOscillator", "fast", _apo.Fast);
            Plot("AbsolutePriceOscillator", "slow", _apo.Slow);
            Plot("AbsolutePriceOscillator", "signal", _apo.Signal);
            Plot("AbsolutePriceOscillator", "histogram", _apo.Histogram);
        }
    }
}
class AbsolutePriceOscillatorAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.apo = AbsolutePriceOscillator(10, 2, MovingAverageType.Simple)
        self.RegisterIndicator(self.symbol, self.apo, Resolution.Daily)

    def OnData(self, slice: Slice) -> None:
        if self.apo.IsReady:
            self.Plot("AbsolutePriceOscillator", "apo", self.apo.Current.Value)
            self.Plot("AbsolutePriceOscillator", "fast", self.apo.Fast.Current.Value)
            self.Plot("AbsolutePriceOscillator", "slow", self.apo.Slow.Current.Value)
            self.Plot("AbsolutePriceOscillator", "signal", self.apo.Signal.Current.Value)
            self.Plot("AbsolutePriceOscillator", "histogram", self.apo.Histogram.Current.Value)

The following reference table describes the AbsolutePriceOscillator constructor:

AbsolutePriceOscillator()1/2

            AbsolutePriceOscillator QuantConnect.Indicators.AbsolutePriceOscillator (
    string              name,
    int                 fastPeriod,
    int                 slowPeriod,
    *MovingAverageType  movingAverageType
   )

Initializes a new instance of the AbsolutePriceOscillato class using the specified name and parameters.

AbsolutePriceOscillator()2/2

            AbsolutePriceOscillator QuantConnect.Indicators.AbsolutePriceOscillator (
    int                 fastPeriod,
    int                 slowPeriod,
    *MovingAverageType  movingAverageType
   )

Initializes a new instance of the AbsolutePriceOscillato class using the specified parameters.

Visualization

The following image shows plot values of selected properties of AbsolutePriceOscillator using the plotly library.

AbsolutePriceOscillator line plot.

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