Supported Indicators
De Marker Indicator
Introduction
In the DeMarker strategy, for some period of size N, set:
To view the implementation of this indicator, see the LEAN GitHub repository.
Using DEM Indicator
To create an automatic indicators for DeMarkerIndicator
, call the DEM
helper method from the QCAlgorithm
class. The DEM
method creates a DeMarkerIndicator
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 DeMarkerIndicatorAlgorithm : QCAlgorithm { private Symbol _symbol; private DeMarkerIndicator _dem; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _dem = DEM(_symbol, 20, MovingAverageType.Simple); } public override void OnData(Slice data) { if (_dem.IsReady) { // The current value of _dem is represented by itself (_dem) // or _dem.Current.Value Plot("DeMarkerIndicator", "dem", _dem); } } }
class DeMarkerIndicatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.dem = self.DEM(self.symbol, 20, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: if self.dem.IsReady: # The current value of self.dem is represented by self.dem.Current.Value self.Plot("DeMarkerIndicator", "dem", self.dem.Current.Value)
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.
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 DeMarkerIndicator
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 DeMarkerIndicatorAlgorithm : QCAlgorithm { private Symbol _symbol; private DeMarkerIndicator _dem; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _dem = new DeMarkerIndicator(20, MovingAverageType.Simple); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _dem.Update(bar); } if (_dem.IsReady) { // The current value of _dem is represented by itself (_dem) // or _dem.Current.Value Plot("DeMarkerIndicator", "dem", _dem); } } }
class DeMarkerIndicatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.dem = DeMarkerIndicator(20, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.dem.Update(bar) if self.dem.IsReady: # The current value of self.dem is represented by self.dem.Current.Value self.Plot("DeMarkerIndicator", "dem", self.dem.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class DeMarkerIndicatorAlgorithm : QCAlgorithm { private Symbol _symbol; private DeMarkerIndicator _dem; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _dem = new DeMarkerIndicator(20, MovingAverageType.Simple); RegisterIndicator(_symbol, _dem, Resolution.Daily); } public override void OnData(Slice data) { if (_dem.IsReady) { // The current value of _dem is represented by itself (_dem) // or _dem.Current.Value Plot("DeMarkerIndicator", "dem", _dem); } } }
class DeMarkerIndicatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.dem = DeMarkerIndicator(20, MovingAverageType.Simple) self.RegisterIndicator(self.symbol, self.dem, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.dem.IsReady: # The current value of self.dem is represented by self.dem.Current.Value self.Plot("DeMarkerIndicator", "dem", self.dem.Current.Value)
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.
Visualization
The following image shows plot values of selected properties of DeMarkerIndicator
using the plotly library.
