Supported Indicators
Awesome Oscillator
Introduction
The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically,
To view the implementation of this indicator, see the LEAN GitHub repository.
Using AO Indicator
To create an automatic indicators for AwesomeOscillator
, call the AO
helper method from the QCAlgorithm
class. The AO
method creates a AwesomeOscillator
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 AwesomeOscillatorAlgorithm : QCAlgorithm { private Symbol _symbol; private AwesomeOscillator _ao; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ao = AO(_symbol, 10, 20, MovingAverageType.Simple); } public override void OnData(Slice data) { if (_ao.IsReady) { // The current value of _ao is represented by itself (_ao) // or _ao.Current.Value Plot("AwesomeOscillator", "ao", _ao); // Plot all properties of ao Plot("AwesomeOscillator", "slowao", _ao.SlowAo); Plot("AwesomeOscillator", "fastao", _ao.FastAo); } } }
class AwesomeOscillatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ao = self.AO(self.symbol, 10, 20, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: if self.ao.IsReady: # The current value of self.ao is represented by self.ao.Current.Value self.Plot("AwesomeOscillator", "ao", self.ao.Current.Value) # Plot all attributes of self.ao self.Plot("AwesomeOscillator", "slowao", self.ao.SlowAo.Current.Value) self.Plot("AwesomeOscillator", "fastao", self.ao.FastAo.Current.Value)
The following reference table describes the AO
method:
AO()1/1
AwesomeOscillator QuantConnect.Algorithm.QCAlgorithm.AO (Symbol
symbol,Int32
slowPeriod,Int32
fastPeriod,MovingAverageType
type,*Nullable<Resolution>
resolution,*Func<IBaseData, IBaseDataBar>
selector )
Creates a new Awesome Oscillator from the specified periods.
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 AwesomeOscillator
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 AwesomeOscillatorAlgorithm : QCAlgorithm { private Symbol _symbol; private AwesomeOscillator _ao; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ao = new AwesomeOscillator(10, 20, MovingAverageType.Simple); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _ao.Update(bar); } if (_ao.IsReady) { // The current value of _ao is represented by itself (_ao) // or _ao.Current.Value Plot("AwesomeOscillator", "ao", _ao); // Plot all properties of ao Plot("AwesomeOscillator", "slowao", _ao.SlowAo); Plot("AwesomeOscillator", "fastao", _ao.FastAo); } } }
class AwesomeOscillatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ao = AwesomeOscillator(10, 20, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.ao.Update(bar) if self.ao.IsReady: # The current value of self.ao is represented by self.ao.Current.Value self.Plot("AwesomeOscillator", "ao", self.ao.Current.Value) # Plot all attributes of self.ao self.Plot("AwesomeOscillator", "slowao", self.ao.SlowAo.Current.Value) self.Plot("AwesomeOscillator", "fastao", self.ao.FastAo.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class AwesomeOscillatorAlgorithm : QCAlgorithm { private Symbol _symbol; private AwesomeOscillator _ao; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ao = new AwesomeOscillator(10, 20, MovingAverageType.Simple); RegisterIndicator(_symbol, _ao, Resolution.Daily); } public override void OnData(Slice data) { if (_ao.IsReady) { // The current value of _ao is represented by itself (_ao) // or _ao.Current.Value Plot("AwesomeOscillator", "ao", _ao); // Plot all properties of ao Plot("AwesomeOscillator", "slowao", _ao.SlowAo); Plot("AwesomeOscillator", "fastao", _ao.FastAo); } } }
class AwesomeOscillatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ao = AwesomeOscillator(10, 20, MovingAverageType.Simple) self.RegisterIndicator(self.symbol, self.ao, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.ao.IsReady: # The current value of self.ao is represented by self.ao.Current.Value self.Plot("AwesomeOscillator", "ao", self.ao.Current.Value) # Plot all attributes of self.ao self.Plot("AwesomeOscillator", "slowao", self.ao.SlowAo.Current.Value) self.Plot("AwesomeOscillator", "fastao", self.ao.FastAo.Current.Value)
The following reference table describes the AwesomeOscillator
constructor:
AwesomeOscillator()1/2
AwesomeOscillator QuantConnect.Indicators.AwesomeOscillator (int
fastPeriod,int
slowPeriod )
Creates a new Awesome Oscillator from the specified periods.
AwesomeOscillator()2/2
AwesomeOscillator QuantConnect.Indicators.AwesomeOscillator (string
name,int
fastPeriod,int
slowPeriod )
Creates a new Awesome Oscillator from the specified periods.
Visualization
The following image shows plot values of selected properties of AwesomeOscillator
using the plotly library.
