Supported Indicators

Acceleration Bands

Introduction

The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.

To view the implementation of this indicator, see the LEAN GitHub repository.

Using ABANDS Indicator

To create an automatic indicators for AccelerationBands, call the ABANDS helper method from the QCAlgorithm class. The ABANDS method creates a AccelerationBands 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 Initializeinitialize method.

public class AccelerationBandsAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccelerationBands _abands;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _abands = ABANDS(_symbol, 10, 4, MovingAverageType.Simple);
    }

    public override void OnData(Slice data)
    {
        if (_abands.IsReady)
        {
            // The current value of _abands is represented by itself (_abands)
            // or _abands.Current.Value
            Plot("AccelerationBands", "abands", _abands);
            // Plot all properties of abands
            Plot("AccelerationBands", "middleband", _abands.MiddleBand);
            Plot("AccelerationBands", "upperband", _abands.UpperBand);
            Plot("AccelerationBands", "lowerband", _abands.LowerBand);
        }
    }
}
class AccelerationBandsAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._abands = self.abands(self._symbol, 10, 4, MovingAverageType.Simple)

    def on_data(self, slice: Slice) -> None:
        if self._abands.is_ready:
            # The current value of self._abands is represented by self._abands.current.value
            self.plot("AccelerationBands", "abands", self._abands.current.value)
            # Plot all attributes of self._abands
            self.plot("AccelerationBands", "middle_band", self._abands.middle_band.current.value)
            self.plot("AccelerationBands", "upper_band", self._abands.upper_band.current.value)
            self.plot("AccelerationBands", "lower_band", self._abands.lower_band.current.value)

The following reference table describes the ABANDS method:

abands(symbol, period, width=4.0, moving_average_type=0, resolution=None, selector=None)[source]

Creates a new Acceleration Bands indicator.

Parameters:
  • symbol (Symbol) — The symbol whose Acceleration Bands we want.
  • period (int) — The period of the three moving average (middle, upper and lower band).
  • width (float, optional) — A coefficient specifying the distance between the middle band and upper or lower bands.
  • moving_average_type (MovingAverageType, optional) — Type of the moving average.
  • resolution (Resolution, optional) — The resolution.
  • selector (Callable[IBaseData, TradeBar], optional) — Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.
Return type:

AccelerationBands

ABANDS(symbol, period, width=4.0, movingAverageType=0, resolution=None, selector=None)[source]

Creates a new Acceleration Bands indicator.

Parameters:
  • symbol (Symbol) — The symbol whose Acceleration Bands we want.
  • period (Int32) — The period of the three moving average (middle, upper and lower band).
  • width (decimal, optional) — A coefficient specifying the distance between the middle band and upper or lower bands.
  • movingAverageType (MovingAverageType, optional) — Type of the moving average.
  • resolution (Resolution, optional) — The resolution.
  • selector (Func<IBaseData, TradeBar>, optional) — Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.
Return type:

AccelerationBands

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:

To avoid parameter ambiguity, use the resolution argument to set the Resolution.

public class AccelerationBandsAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccelerationBands _abands;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Hour).Symbol;
        _abands = ABANDS(_symbol, 10, 4, MovingAverageType.Simple, resolution: Resolution.Daily);
    }
}
class AccelerationBandsAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.HOUR).Symbol
        self._abands = self.abands(self._symbol, 10, 4, MovingAverageType.Simple, resolution=Resolution.DAILY)

You can manually create a AccelerationBands 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 Updateupdate method with time/number pair or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.

public class AccelerationBandsAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccelerationBands _abands;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _abands = new AccelerationBands("", 10, 4, MovingAverageType.Simple);
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGetValue(_symbol, out var bar))
        {      
            _abands.Update(bar.EndTime, bar.Close);
        }
   
        if (_abands.IsReady)
        {
            // The current value of _abands is represented by itself (_abands)
            // or _abands.Current.Value
            Plot("AccelerationBands", "abands", _abands);
            // Plot all properties of abands
            Plot("AccelerationBands", "middleband", _abands.MiddleBand);
            Plot("AccelerationBands", "upperband", _abands.UpperBand);
            Plot("AccelerationBands", "lowerband", _abands.LowerBand);
        }
    }
}
class AccelerationBandsAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._abands = AccelerationBands("", 10, 4, MovingAverageType.Simple)

    def on_data(self, slice: Slice) -> None:
        bar = slice.bars.get(self._symbol)
        if bar:
            self._abands.update(bar.EndTime, bar.Close)
        if self._abands.is_ready:
            # The current value of self._abands is represented by self._abands.current.value
            self.plot("AccelerationBands", "abands", self._abands.current.value)
            # Plot all attributes of self._abands
            self.plot("AccelerationBands", "middle_band", self._abands.middle_band.current.value)
            self.plot("AccelerationBands", "upper_band", self._abands.upper_band.current.value)
            self.plot("AccelerationBands", "lower_band", self._abands.lower_band.current.value)

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

public class AccelerationBandsAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccelerationBands _abands;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _abands = new AccelerationBands("", 10, 4, MovingAverageType.Simple);
        RegisterIndicator(_symbol, _abands, Resolution.Daily);
    }

    public override void OnData(Slice data)
    {
        if (_abands.IsReady)
        {
            // The current value of _abands is represented by itself (_abands)
            // or _abands.Current.Value
            Plot("AccelerationBands", "abands", _abands);
            // Plot all properties of abands
            Plot("AccelerationBands", "middleband", _abands.MiddleBand);
            Plot("AccelerationBands", "upperband", _abands.UpperBand);
            Plot("AccelerationBands", "lowerband", _abands.LowerBand);
        }
    }
}
class AccelerationBandsAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._abands = AccelerationBands("", 10, 4, MovingAverageType.Simple)
        self.register_indicator(self._symbol, self._abands, Resolution.DAILY)

    def on_data(self, slice: Slice) -> None:
        if self._abands.is_ready:
            # The current value of self._abands is represented by self._abands.current.value
            self.plot("AccelerationBands", "abands", self._abands.current.value)
            # Plot all attributes of self._abands
            self.plot("AccelerationBands", "middle_band", self._abands.middle_band.current.value)
            self.plot("AccelerationBands", "upper_band", self._abands.upper_band.current.value)
            self.plot("AccelerationBands", "lower_band", self._abands.lower_band.current.value)

The following reference table describes the AccelerationBands constructor:

AccelerationBands

class QuantConnect.Indicators.AccelerationBands[source]

The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.

get_enumerator()

Returns an enumerator that iterates through the history window.

Return type:

IEnumerator[IndicatorDataPoint]

reset()

Resets this indicator to its initial state

to_detailed_string()

Provides a more detailed string of this indicator in the form of {Name} - {Value}

Return type:

str

update(time, value)

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:
  • time (datetime)
  • value (float)
Return type:

bool

update(input)

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:
  • input (IBaseData)
Return type:

bool

property consolidators

The data consolidators associated with this indicator if any

Returns:

The data consolidators associated with this indicator if any

Return type:

ISet[IDataConsolidator]

property current

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Returns:

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Return type:

IndicatorDataPoint

property is_ready

Gets a flag indicating when this indicator is ready and fully initialized

Returns:

Gets a flag indicating when this indicator is ready and fully initialized

Return type:

bool

property item

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Returns:

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Return type:

IndicatorDataPoint

property lower_band

Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))

Returns:

Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))

Return type:

IndicatorBase[IndicatorDataPoint]

property middle_band

Gets the middle acceleration band (moving average)

Returns:

Gets the middle acceleration band (moving average)

Return type:

IndicatorBase[IndicatorDataPoint]

property moving_average_type

Gets the type of moving average

Returns:

Gets the type of moving average

Return type:

MovingAverageType

property name

Gets a name for this indicator

Returns:

Gets a name for this indicator

Return type:

str

property previous

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Returns:

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Return type:

IndicatorDataPoint

property samples

Gets the number of samples processed by this indicator

Returns:

Gets the number of samples processed by this indicator

Return type:

int

property upper_band

Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))

Returns:

Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))

Return type:

IndicatorBase[IndicatorDataPoint]

property warm_up_period

Required period, in data points, for the indicator to be ready and fully initialized.

Returns:

Required period, in data points, for the indicator to be ready and fully initialized.

Return type:

int

property window

A rolling window keeping a history of the indicator values of a given period

Returns:

A rolling window keeping a history of the indicator values of a given period

Return type:

RollingWindow[IndicatorDataPoint]

AccelerationBands

class QuantConnect.Indicators.AccelerationBands[source]

The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.

GetEnumerator()

Returns an enumerator that iterates through the history window.

Return type:

IEnumerator[IndicatorDataPoint]

Reset()

Resets this indicator to its initial state

ToDetailedString()

Provides a more detailed string of this indicator in the form of {Name} - {Value}

Return type:

String

Update(time, value)

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:
  • time (DateTime)
  • value (decimal)
Return type:

Boolean

Update(input)

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:
  • input (IBaseData)
Return type:

Boolean

property Consolidators

The data consolidators associated with this indicator if any

Returns:

The data consolidators associated with this indicator if any

Return type:

ISet<IDataConsolidator>

property Current

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Returns:

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Return type:

IndicatorDataPoint

property IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Returns:

Gets a flag indicating when this indicator is ready and fully initialized

Return type:

bool

property LowerBand

Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))

Returns:

Gets the lower acceleration band (Low * (1 - Width * (High - Low)/ (High + Low)))

Return type:

IndicatorBase<IndicatorDataPoint>

property MiddleBand

Gets the middle acceleration band (moving average)

Returns:

Gets the middle acceleration band (moving average)

Return type:

IndicatorBase<IndicatorDataPoint>

property MovingAverageType

Gets the type of moving average

Returns:

Gets the type of moving average

Return type:

MovingAverageType

property Name

Gets a name for this indicator

Returns:

Gets a name for this indicator

Return type:

string

property Previous

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Returns:

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

Return type:

IndicatorDataPoint

property Samples

Gets the number of samples processed by this indicator

Returns:

Gets the number of samples processed by this indicator

Return type:

int

property UpperBand

Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))

Returns:

Gets the upper acceleration band (High * ( 1 + Width * (High - Low) / (High + Low)))

Return type:

IndicatorBase<IndicatorDataPoint>

property WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

Returns:

Required period, in data points, for the indicator to be ready and fully initialized.

Return type:

Int32

property Window

A rolling window keeping a history of the indicator values of a given period

Returns:

A rolling window keeping a history of the indicator values of a given period

Return type:

RollingWindow<IndicatorDataPoint>

property [System.Int32]

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Returns:

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Return type:

IndicatorDataPoint

Visualization

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

AccelerationBands line plot.

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