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 indicators for AverageDirectionalMovementIndexRating
, call the ADXR
helper method from the QCAlgorithm
class. The ADXR
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 Initialize
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 adxr Plot("AverageDirectionalMovementIndexRating", "adx", _adxr.ADX); } } }
class AverageDirectionalMovementIndexRatingAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.adxr = self.ADXR(self.symbol, 20) def OnData(self, slice: Slice) -> None: if self.adxr.IsReady: # 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)
The following reference table describes the ADXR
method:
ADXR()1/1
AverageDirectionalMovementIndexRating QuantConnect.Algorithm.QCAlgorithm.ADXR (Symbol
symbol,Int32
period,*Nullable<Resolution>
resolution,*Func<IBaseData, IBaseDataBar>
selector )
Creates a new AverageDirectionalMovementIndexRating 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.
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 Update
method with a TradeBar
, or QuoteBar
. The indicator will only be ready after you prime it with enough data.
public class AverageDirectionalMovementIndexRatingAlgorithm : QCAlgorithm { private Symbol _symbol; private AverageDirectionalMovementIndexRating _adxr; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _adxr = new AverageDirectionalMovementIndexRating(20); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _adxr.Update(bar); } 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 adxr Plot("AverageDirectionalMovementIndexRating", "adx", _adxr.ADX); } } }
class AverageDirectionalMovementIndexRatingAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.adxr = AverageDirectionalMovementIndexRating(20) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.adxr.Update(bar) if self.adxr.IsReady: # 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)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class AverageDirectionalMovementIndexRatingAlgorithm : QCAlgorithm { private Symbol _symbol; private AverageDirectionalMovementIndexRating _adxr; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _adxr = new AverageDirectionalMovementIndexRating(20); RegisterIndicator(_symbol, _adxr, Resolution.Daily); } 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 adxr Plot("AverageDirectionalMovementIndexRating", "adx", _adxr.ADX); } } }
class AverageDirectionalMovementIndexRatingAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.adxr = AverageDirectionalMovementIndexRating(20) self.RegisterIndicator(self.symbol, self.adxr, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.adxr.IsReady: # 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)
The following reference table describes the AverageDirectionalMovementIndexRating
constructor:
AverageDirectionalMovementIndexRating()1/2
AverageDirectionalMovementIndexRating QuantConnect.Indicators.AverageDirectionalMovementIndexRating (string
name,int
period )
Initializes a new instance of the AverageDirectionalMovementIndexRating
class using the specified name and period.
AverageDirectionalMovementIndexRating()2/2
AverageDirectionalMovementIndexRating QuantConnect.Indicators.AverageDirectionalMovementIndexRating (
int
period
)
Initializes a new instance of the AverageDirectionalMovementIndexRating
class using the specified period.
Visualization
The following image shows plot values of selected properties of AverageDirectionalMovementIndexRating
using the plotly library.
