Supported Indicators

Average Directional Movement Index Rating

Introduction

This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2

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

Using ADXR Indicator

To create an automatic indicator for AverageDirectionalMovementIndexRating, call the ADXRadxr helper method from the QCAlgorithm class. The ADXRadxr method creates a AverageDirectionalMovementIndexRating 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 AverageDirectionalMovementIndexRatingAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AverageDirectionalMovementIndexRating _adxr;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _adxr = ADXR(_symbol, 20);
    }

    public override void OnData(Slice data)
    {

        if (_adxr.IsReady)
        {
            // The current value of _adxr is represented by itself (_adxr)
            // or _adxr.Current.Value
            Plot("AverageDirectionalMovementIndexRating", "adxr", _adxr);
            // Plot all properties of abands
            Plot("AverageDirectionalMovementIndexRating", "adx", _adxr.ADX);
        }
    }
}
class AverageDirectionalMovementIndexRatingAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._adxr = self.adxr(self._symbol, 20)

    def on_data(self, slice: Slice) -> None:

        if self._adxr.is_ready:
            # The current value of self._adxr is represented by self._adxr.current.value
            self.plot("AverageDirectionalMovementIndexRating", "adxr", self._adxr.current.value)
            # Plot all attributes of self._adxr
            self.plot("AverageDirectionalMovementIndexRating", "adx", self._adxr.adx.current.value)

For more information about this method, see the QCAlgorithm classQCAlgorithm class.

You can manually create a AverageDirectionalMovementIndexRating 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. The indicator will only be ready after you prime it with enough data.

public class AverageDirectionalMovementIndexRatingAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AverageDirectionalMovementIndexRating _averagedirectionalmovementindexrating;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _averagedirectionalmovementindexrating = new AverageDirectionalMovementIndexRating(20);
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGetValue(_symbol, out var bar))
            _averagedirectionalmovementindexrating.Update(bar);

        if (_averagedirectionalmovementindexrating.IsReady)
        {
            // The current value of _averagedirectionalmovementindexrating is represented by itself (_averagedirectionalmovementindexrating)
            // or _averagedirectionalmovementindexrating.Current.Value
            Plot("AverageDirectionalMovementIndexRating", "averagedirectionalmovementindexrating", _averagedirectionalmovementindexrating);
            // Plot all properties of abands
            Plot("AverageDirectionalMovementIndexRating", "adx", _averagedirectionalmovementindexrating.ADX);
        }
    }
}
class AverageDirectionalMovementIndexRatingAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._averagedirectionalmovementindexrating = AverageDirectionalMovementIndexRating(20)

    def on_data(self, slice: Slice) -> None:
        bar = slice.bars.get(self._symbol)
        if bar:
            self._averagedirectionalmovementindexrating.update(bar)

        if self._averagedirectionalmovementindexrating.is_ready:
            # The current value of self._averagedirectionalmovementindexrating is represented by self._averagedirectionalmovementindexrating.current.value
            self.plot("AverageDirectionalMovementIndexRating", "averagedirectionalmovementindexrating", self._averagedirectionalmovementindexrating.current.value)
            # Plot all attributes of self._averagedirectionalmovementindexrating
            self.plot("AverageDirectionalMovementIndexRating", "adx", self._averagedirectionalmovementindexrating.adx.current.value)

For more information about this indicator, see its referencereference.

Visualization

The following plot shows values for some of the AverageDirectionalMovementIndexRating indicator properties:

AverageDirectionalMovementIndexRating line plot.

Indicator History

To get the historical data of the AverageDirectionalMovementIndexRating indicator, call the IndicatorHistoryself.indicator_history method. This method resets your indicator, makes a history request, and updates the indicator with the historical data. Just like with regular history requests, the IndicatorHistoryindicator_history method supports time periods based on a trailing number of bars, a trailing period of time, or a defined period of time. If you don't provide a resolution argument, it defaults to match the resolution of the security subscription. 

public class AverageDirectionalMovementIndexRatingAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AverageDirectionalMovementIndexRating _adxr;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _adxr = ADXR(_symbol, 20);

        var indicatorHistory = IndicatorHistory(_adxr, _symbol, 100, Resolution.Minute);
        var timeSpanIndicatorHistory = IndicatorHistory(_adxr, _symbol, TimeSpan.FromDays(10), Resolution.Minute);
        var timePeriodIndicatorHistory = IndicatorHistory(_adxr, _symbol, new DateTime(2024, 7, 1), new DateTime(2024, 7, 5), Resolution.Minute);

        // Access all attributes of indicatorHistory
        var adx = indicatorHistory.Select(x => ((dynamic)x).ADX).ToList();
    }
}
class AverageDirectionalMovementIndexRatingAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._adxr = self.adxr(self._symbol, 20)

        indicator_history = self.indicator_history(self._adxr, self._symbol, 100, Resolution.MINUTE)
        timedelta_indicator_history = self.indicator_history(self._adxr, self._symbol, timedelta(days=10), Resolution.MINUTE)
        time_period_indicator_history = self.indicator_history(self._adxr, self._symbol, datetime(2024, 7, 1), datetime(2024, 7, 5), Resolution.MINUTE)
    
        # Access all attributes of indicator_history
        indicator_history_df = indicator_history.data_frame
        adx = indicator_history_df["adx"]

You can also see our Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation: