Supported Indicators

De Marker Indicator

Introduction

In the DeMarker strategy, for some period of size N, set: DeMax = High - Previous High, and DeMin = Previous Low - Low where, in the prior, if either term is less than zero (DeMax or DeMin), set it to zero. We can now define the indicator itself, DEM, as: DEM = MA(DeMax)/(MA(DeMax)+MA(DeMin)) where MA denotes a Moving Average of period N. https://www.investopedia.com/terms/d/demarkerindicator.asp

Create Manual Indicators

You can manually create a DeMarkerIndicator indicator, so it doesn’t automatically update. Manual indicators let you update their values with any data you choose. The following reference table describes the DeMarkerIndicator constructor.

DeMarkerIndicator()1/2

            DeMarkerIndicator QuantConnect.Indicators.DeMarkerIndicator (
     int                 period,
     *MovingAverageType  type
   )
        

Initializes a new instance of the DeMarkerIndicator class with the specified period.

DeMarkerIndicator()2/2

            DeMarkerIndicator QuantConnect.Indicators.DeMarkerIndicator (
     string              name,
     int                 period,
     *MovingAverageType  type
   )
        

Initializes a new instance of the DeMarkerIndicator class with the specified name and period.

The following table shows the MovingAverageType enumeration members and the indicator that implements each one:

MovingAverageTypeUnderlying Indicator
SimpleSimple Moving Average
ExponentialExponential Moving Average
WildersWilder Moving Average
LinearWeightedMovingAverageLinear Weighted Moving Average
DoubleExponentialDouble Exponential Moving Average
TripleExponentialTriple Exponential Moving Average
TriangularTriangular Moving Average
T3T3 Moving Average
KamaKaufman Adaptive Moving Average
HullHull Moving Average
AlmaArnaud Legoux Moving Average

Update Manual Indicators

You can update the indicator automatically or manually.

Automatic Update

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


private DeMarkerIndicator _dem;

// In Initialize()
_dem = new DeMarkerIndicator(name, period);
_dem.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _dem, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_dem.IsReady)
{
    var indicatorValue = _dem.Current.Value;
}
    
# In Initialize()
self.dem = DeMarkerIndicator(name, period)
self.dem.Updated += self.IndicatorUpdateMethod

self.RegisterIndicator(symbol, self.dem, Resolution.Daily)

# In IndicatorUpdateMethod()
if self.dem.IsReady:
    indicator_value = self.dem.Current.Value

To customize the data that automatically updates the indicator, see Custom Indicator Periods and Custom Indicator Values.

Manual Update

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, QuoteBar, or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.

    
private DeMarkerIndicator _dem;
private Symbol symbol;

// In Initialize()
_dem = new DeMarkerIndicator(period);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.QuoteBars.ContainsKey(_symbol))
{
    _dem.Update(data.QuoteBars[symbol]);
}
if (_dem.IsReady)
{
    var indicatorValue = _dem.Current.Value;
}
    
# In Initialize()
self.dem = DeMarkerIndicator(period)
self.symbol = self.AddEquity("SPY").Symbol

# In OnData()
if data.QuoteBars.ContainsKey(self.symbol):
    self.dem.Update(data.QuoteBars[self.symbol])
if self.dem.IsReady:
    indicator_value = self.dem.Current.Value

Create Automatic Indicators

The DEM method creates an DeMarkerIndicator indicator, sets up a consolidator to update the indicator, and then returns the indicator so you can use it in your algorithm.

The following reference table describes the DEM method:

DEM()1/1

            DeMarkerIndicator QuantConnect.Algorithm.QCAlgorithm.DEM (
    Symbol                            symbol,
    Int32                             period,
    MovingAverageType                 type,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.


The following table shows the MovingAverageType enumeration members and the indicator that implements each one:

MovingAverageTypeUnderlying Indicator
SimpleSimple Moving Average
ExponentialExponential Moving Average
WildersWilder Moving Average
LinearWeightedMovingAverageLinear Weighted Moving Average
DoubleExponentialDouble Exponential Moving Average
TripleExponentialTriple Exponential Moving Average
TriangularTriangular Moving Average
T3T3 Moving Average
KamaKaufman Adaptive Moving Average
HullHull Moving Average
AlmaArnaud Legoux Moving Average

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.

Get Indicator Values

To get the value of the indicator, use its Current.Value attribute.

private DeMarkerIndicator _dem;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_dem = DEM(symbol, period, type);

// In OnData()
if (_dem.IsReady)
{
    var current = _dem.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.dem = self.DEM(symbol, period, type)

# In OnData()
if self.dem.IsReady:
    current = self.dem.Current.Value

Visualization

To plot indicator values, in the OnData event handler, call the Plot method.

private DeMarkerIndicator _dem;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_dem = DEM(symbol, period, type);

// In OnData()
if (_dem.IsReady)
{
    Plot("My Indicators", "demarkerindicator", _dem.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.dem = self.DEM(symbol, period, type)

# In OnData()
if self.dem.IsReady:
    self.Plot("My Indicators", "demarkerindicator", self.dem.Current)

The following image shows the plot values in a matplotlib plot. To load algorithm plot data into the Research Environment, see Charts.

For more information about plotting indicators, see Plotting Indicators.

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