Supported Indicators

Fractal Adaptive Moving Average

Introduction

The Fractal Adaptive Moving Average (FRAMA) by John Ehlers

Create Manual Indicators

You can manually create a FractalAdaptiveMovingAverage 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 FractalAdaptiveMovingAverage constructor.

FractalAdaptiveMovingAverage()1/3

            FractalAdaptiveMovingAverage QuantConnect.Indicators.FractalAdaptiveMovingAverage (
     string  name,
     int     longPeriod
   )
        

Initializes a new instance of the average class.

FractalAdaptiveMovingAverage()2/3

            FractalAdaptiveMovingAverage QuantConnect.Indicators.FractalAdaptiveMovingAverage (
     int  longPeriod
   )
        

Initializes a new instance of the average class.

FractalAdaptiveMovingAverage()3/3

            FractalAdaptiveMovingAverage QuantConnect.Indicators.FractalAdaptiveMovingAverage (
     int  n
   )
        

Initializes a new instance of the average class.

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 FractalAdaptiveMovingAverage _frama;

// In Initialize()
_frama = new FractalAdaptiveMovingAverage(name, n, longPeriod);
_frama.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _frama, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_frama.IsReady)
{
    var indicatorValue = _frama.Current.Value;
}
    
# In Initialize()
self.frama = FractalAdaptiveMovingAverage(name, n, longPeriod)
self.frama.Updated += self.IndicatorUpdateMethod

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

# In IndicatorUpdateMethod()
if self.frama.IsReady:
    indicator_value = self.frama.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 FractalAdaptiveMovingAverage _frama;
private Symbol symbol;

// In Initialize()
_frama = new FractalAdaptiveMovingAverage(n, longPeriod);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.QuoteBars.ContainsKey(_symbol))
{
    _frama.Update(data.QuoteBars[symbol]);
}
if (_frama.IsReady)
{
    var indicatorValue = _frama.Current.Value;
}
    
# In Initialize()
self.frama = FractalAdaptiveMovingAverage(n, longPeriod)
self.symbol = self.AddEquity("SPY").Symbol

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

Create Automatic Indicators

The FRAMA method creates an FractalAdaptiveMovingAverage 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 FRAMA method:

FRAMA()1/1

            FractalAdaptiveMovingAverage QuantConnect.Algorithm.QCAlgorithm.FRAMA (
    Symbol                                symbol,
    Int32                                 period,
    *Int32                                longPeriod,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.


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 FractalAdaptiveMovingAverage _frama;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_frama = FRAMA(symbol, period);

// In OnData()
if (_frama.IsReady)
{
    var current = _frama.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.frama = self.FRAMA(symbol, period)

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

Visualization

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

private FractalAdaptiveMovingAverage _frama;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_frama = FRAMA(symbol, period);

// In OnData()
if (_frama.IsReady)
{
    Plot("My Indicators", "fractaladaptivemovingaverage", _frama.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.frama = self.FRAMA(symbol, period)

# In OnData()
if self.frama.IsReady:
    self.Plot("My Indicators", "fractaladaptivemovingaverage", self.frama.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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