Supported Indicators
Heikin Ashi
Introduction
This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0])
To view the implementation of this indicator, see the LEAN GitHub repository.
Using HeikinAshi Indicator
To create an automatic indicators for HeikinAshi, call the HeikinAshi helper method from the QCAlgorithm class. The HeikinAshi method creates a HeikinAshi 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 HeikinAshiAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private HeikinAshi _heikinashi;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_heikinashi = HeikinAshi(_symbol);
}
public override void OnData(Slice data)
{
if (_heikinashi.IsReady)
{
// The current value of _heikinashi is represented by itself (_heikinashi)
// or _heikinashi.Current.Value
Plot("HeikinAshi", "heikinashi", _heikinashi);
// Plot all properties of heikinashi
Plot("HeikinAshi", "open", _heikinashi.Open);
Plot("HeikinAshi", "high", _heikinashi.High);
Plot("HeikinAshi", "low", _heikinashi.Low);
Plot("HeikinAshi", "close", _heikinashi.Close);
Plot("HeikinAshi", "volume", _heikinashi.Volume);
}
}
} class HeikinAshiAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.heikinashi = self.HeikinAshi(self.symbol)
def OnData(self, slice: Slice) -> None:
if self.heikinashi.IsReady:
# The current value of self.heikinashi is represented by self.heikinashi.Current.Value
self.Plot("HeikinAshi", "heikinashi", self.heikinashi.Current.Value)
# Plot all attributes of self.heikinashi
self.Plot("HeikinAshi", "open", self.heikinashi.Open.Current.Value)
self.Plot("HeikinAshi", "high", self.heikinashi.High.Current.Value)
self.Plot("HeikinAshi", "low", self.heikinashi.Low.Current.Value)
self.Plot("HeikinAshi", "close", self.heikinashi.Close.Current.Value)
self.Plot("HeikinAshi", "volume", self.heikinashi.Volume.Current.Value)
The following reference table describes the HeikinAshi method:
HeikinAshi()1/1
HeikinAshi QuantConnect.Algorithm.QCAlgorithm.HeikinAshi (
Symbol symbol,
*Nullable<Resolution> resolution,
*Func<IBaseData, TradeBar> selector
)
Creates a new Heikin-Ashi 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 HeikinAshi 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 HeikinAshiAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private HeikinAshi _heikinashi;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_heikinashi = new HeikinAshi();
}
public override void OnData(Slice data)
{
if (data.Bars.TryGeValue(_symbol, out var bar))
{
_heikinashi.Update(bar);
}
if (_heikinashi.IsReady)
{
// The current value of _heikinashi is represented by itself (_heikinashi)
// or _heikinashi.Current.Value
Plot("HeikinAshi", "heikinashi", _heikinashi);
// Plot all properties of heikinashi
Plot("HeikinAshi", "open", _heikinashi.Open);
Plot("HeikinAshi", "high", _heikinashi.High);
Plot("HeikinAshi", "low", _heikinashi.Low);
Plot("HeikinAshi", "close", _heikinashi.Close);
Plot("HeikinAshi", "volume", _heikinashi.Volume);
}
}
} class HeikinAshiAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.heikinashi = HeikinAshi()
def OnData(self, slice: Slice) -> None:
bar = slice.Bars.get(self.symbol)
if bar:
self.heikinashi.Update(bar)
if self.heikinashi.IsReady:
# The current value of self.heikinashi is represented by self.heikinashi.Current.Value
self.Plot("HeikinAshi", "heikinashi", self.heikinashi.Current.Value)
# Plot all attributes of self.heikinashi
self.Plot("HeikinAshi", "open", self.heikinashi.Open.Current.Value)
self.Plot("HeikinAshi", "high", self.heikinashi.High.Current.Value)
self.Plot("HeikinAshi", "low", self.heikinashi.Low.Current.Value)
self.Plot("HeikinAshi", "close", self.heikinashi.Close.Current.Value)
self.Plot("HeikinAshi", "volume", self.heikinashi.Volume.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.
public class HeikinAshiAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private HeikinAshi _heikinashi;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_heikinashi = new HeikinAshi();
RegisterIndicator(_symbol, _heikinashi, Resolution.Daily);
}
public override void OnData(Slice data)
{
if (_heikinashi.IsReady)
{
// The current value of _heikinashi is represented by itself (_heikinashi)
// or _heikinashi.Current.Value
Plot("HeikinAshi", "heikinashi", _heikinashi);
// Plot all properties of heikinashi
Plot("HeikinAshi", "open", _heikinashi.Open);
Plot("HeikinAshi", "high", _heikinashi.High);
Plot("HeikinAshi", "low", _heikinashi.Low);
Plot("HeikinAshi", "close", _heikinashi.Close);
Plot("HeikinAshi", "volume", _heikinashi.Volume);
}
}
} class HeikinAshiAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.heikinashi = HeikinAshi()
self.RegisterIndicator(self.symbol, self.heikinashi, Resolution.Daily)
def OnData(self, slice: Slice) -> None:
if self.heikinashi.IsReady:
# The current value of self.heikinashi is represented by self.heikinashi.Current.Value
self.Plot("HeikinAshi", "heikinashi", self.heikinashi.Current.Value)
# Plot all attributes of self.heikinashi
self.Plot("HeikinAshi", "open", self.heikinashi.Open.Current.Value)
self.Plot("HeikinAshi", "high", self.heikinashi.High.Current.Value)
self.Plot("HeikinAshi", "low", self.heikinashi.Low.Current.Value)
self.Plot("HeikinAshi", "close", self.heikinashi.Close.Current.Value)
self.Plot("HeikinAshi", "volume", self.heikinashi.Volume.Current.Value)
The following reference table describes the HeikinAshi constructor:
HeikinAshi()1/2
HeikinAshi QuantConnect.Indicators.HeikinAshi (
string name
)
Initializes a new instance of the HeikinAshi class using the specified name.
HeikinAshi()2/2
HeikinAshi QuantConnect.Indicators.HeikinAshi (
)
Initializes a new instance of the HeikinAshi class.
Visualization
The following image shows plot values of selected properties of HeikinAshi using the plotly library.
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