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 Initialize
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.AddEquity("SPY", Resolution.Daily).Symbol self.abands = self.ABANDS(self.symbol, 10, 4, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: if self.abands.IsReady: # 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", "middleband", self.abands.MiddleBand.Current.Value) self.Plot("AccelerationBands", "upperband", self.abands.UpperBand.Current.Value) self.Plot("AccelerationBands", "lowerband", self.abands.LowerBand.Current.Value)
The following reference table describes the ABANDS
method:
ABANDS()1/1
AccelerationBands QuantConnect.Algorithm.QCAlgorithm.ABANDS (Symbol
symbol,Int32
period,*Decimal
width,*MovingAverageType
movingAverageType,*Nullable<Resolution>
resolution,*Func<IBaseData, TradeBar>
selector )
Creates a new Acceleration Bands 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 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 Update
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.TryGeValue(_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.AddEquity("SPY", Resolution.Daily).Symbol self.abands = AccelerationBands("", 10, 4, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.abands.Update(bar.EndTime, bar.Close) if self.abands.IsReady: # 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", "middleband", self.abands.MiddleBand.Current.Value) self.Plot("AccelerationBands", "upperband", self.abands.UpperBand.Current.Value) self.Plot("AccelerationBands", "lowerband", self.abands.LowerBand.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
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.AddEquity("SPY", Resolution.Daily).Symbol self.abands = AccelerationBands("", 10, 4, MovingAverageType.Simple) self.RegisterIndicator(self.symbol, self.abands, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.abands.IsReady: # 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", "middleband", self.abands.MiddleBand.Current.Value) self.Plot("AccelerationBands", "upperband", self.abands.UpperBand.Current.Value) self.Plot("AccelerationBands", "lowerband", self.abands.LowerBand.Current.Value)
The following reference table describes the AccelerationBands
constructor:
AccelerationBands()1/3
AccelerationBands QuantConnect.Indicators.AccelerationBands (string
name,int
period,decimal
width,*MovingAverageType
movingAverageType )
Initializes a new instance of the AccelerationBands
class.
AccelerationBands()2/3
AccelerationBands QuantConnect.Indicators.AccelerationBands (int
period,decimal
width )
Initializes a new instance of the AccelerationBands
class.
AccelerationBands()3/3
AccelerationBands QuantConnect.Indicators.AccelerationBands (
int
period
)
Initializes a new instance of the AccelerationBands
class.
Visualization
The following image shows plot values of selected properties of AccelerationBands
using the plotly library.
