Supported Indicators
Ichimoku Kinko Hyo
Introduction
This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)
To view the implementation of this indicator, see the LEAN GitHub repository.
Using ICHIMOKU Indicator
To create an automatic indicators for IchimokuKinkoHyo
, call the ICHIMOKU
helper method from the QCAlgorithm
class. The ICHIMOKU
method creates a IchimokuKinkoHyo
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 IchimokuKinkoHyoAlgorithm : QCAlgorithm { private Symbol _symbol; private IchimokuKinkoHyo _ichimoku; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ichimoku = ICHIMOKU(_symbol, 9, 26, 17, 52, 26, 26); } public override void OnData(Slice data) { if (_ichimoku.IsReady) { // The current value of _ichimoku is represented by itself (_ichimoku) // or _ichimoku.Current.Value Plot("IchimokuKinkoHyo", "ichimoku", _ichimoku); // Plot all properties of ichimoku Plot("IchimokuKinkoHyo", "tenkan", _ichimoku.Tenkan); Plot("IchimokuKinkoHyo", "kijun", _ichimoku.Kijun); Plot("IchimokuKinkoHyo", "senkoua", _ichimoku.SenkouA); Plot("IchimokuKinkoHyo", "senkoub", _ichimoku.SenkouB); Plot("IchimokuKinkoHyo", "chikou", _ichimoku.Chikou); Plot("IchimokuKinkoHyo", "tenkanmaximum", _ichimoku.TenkanMaximum); Plot("IchimokuKinkoHyo", "tenkanminimum", _ichimoku.TenkanMinimum); Plot("IchimokuKinkoHyo", "kijunmaximum", _ichimoku.KijunMaximum); Plot("IchimokuKinkoHyo", "kijunminimum", _ichimoku.KijunMinimum); Plot("IchimokuKinkoHyo", "senkoubmaximum", _ichimoku.SenkouBMaximum); Plot("IchimokuKinkoHyo", "senkoubminimum", _ichimoku.SenkouBMinimum); Plot("IchimokuKinkoHyo", "delayedtenkansenkoua", _ichimoku.DelayedTenkanSenkouA); Plot("IchimokuKinkoHyo", "delayedkijunsenkoua", _ichimoku.DelayedKijunSenkouA); Plot("IchimokuKinkoHyo", "delayedmaximumsenkoub", _ichimoku.DelayedMaximumSenkouB); Plot("IchimokuKinkoHyo", "delayedminimumsenkoub", _ichimoku.DelayedMinimumSenkouB); } } }
class IchimokuKinkoHyoAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ichimoku = self.ICHIMOKU(self.symbol, 9, 26, 17, 52, 26, 26) def OnData(self, slice: Slice) -> None: if self.ichimoku.IsReady: # The current value of self.ichimoku is represented by self.ichimoku.Current.Value self.Plot("IchimokuKinkoHyo", "ichimoku", self.ichimoku.Current.Value) # Plot all attributes of self.ichimoku self.Plot("IchimokuKinkoHyo", "tenkan", self.ichimoku.Tenkan.Current.Value) self.Plot("IchimokuKinkoHyo", "kijun", self.ichimoku.Kijun.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoua", self.ichimoku.SenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoub", self.ichimoku.SenkouB.Current.Value) self.Plot("IchimokuKinkoHyo", "chikou", self.ichimoku.Chikou.Current.Value) self.Plot("IchimokuKinkoHyo", "tenkanmaximum", self.ichimoku.TenkanMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "tenkanminimum", self.ichimoku.TenkanMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "kijunmaximum", self.ichimoku.KijunMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "kijunminimum", self.ichimoku.KijunMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoubmaximum", self.ichimoku.SenkouBMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoubminimum", self.ichimoku.SenkouBMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedtenkansenkoua", self.ichimoku.DelayedTenkanSenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedkijunsenkoua", self.ichimoku.DelayedKijunSenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedmaximumsenkoub", self.ichimoku.DelayedMaximumSenkouB.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedminimumsenkoub", self.ichimoku.DelayedMinimumSenkouB.Current.Value)
The following reference table describes the ICHIMOKU
method:
ICHIMOKU()1/1
IchimokuKinkoHyo QuantConnect.Algorithm.QCAlgorithm.ICHIMOKU (Symbol
symbol,Int32
tenkanPeriod,Int32
kijunPeriod,Int32
senkouAPeriod,Int32
senkouBPeriod,Int32
senkouADelayPeriod,Int32
senkouBDelayPeriod,*Nullable<Resolution>
resolution,*Func<IBaseData, TradeBar>
selector )
Creates a new IchimokuKinkoHyo 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.
For more information about plotting indicators, see Plotting Indicators.
You can manually create a IchimokuKinkoHyo
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 IchimokuKinkoHyoAlgorithm : QCAlgorithm { private Symbol _symbol; private IchimokuKinkoHyo _ichimoku; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ichimoku = new IchimokuKinkoHyo(9, 26, 17, 52, 26, 26); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _ichimoku.Update(bar); } if (_ichimoku.IsReady) { // The current value of _ichimoku is represented by itself (_ichimoku) // or _ichimoku.Current.Value Plot("IchimokuKinkoHyo", "ichimoku", _ichimoku); // Plot all properties of ichimoku Plot("IchimokuKinkoHyo", "tenkan", _ichimoku.Tenkan); Plot("IchimokuKinkoHyo", "kijun", _ichimoku.Kijun); Plot("IchimokuKinkoHyo", "senkoua", _ichimoku.SenkouA); Plot("IchimokuKinkoHyo", "senkoub", _ichimoku.SenkouB); Plot("IchimokuKinkoHyo", "chikou", _ichimoku.Chikou); Plot("IchimokuKinkoHyo", "tenkanmaximum", _ichimoku.TenkanMaximum); Plot("IchimokuKinkoHyo", "tenkanminimum", _ichimoku.TenkanMinimum); Plot("IchimokuKinkoHyo", "kijunmaximum", _ichimoku.KijunMaximum); Plot("IchimokuKinkoHyo", "kijunminimum", _ichimoku.KijunMinimum); Plot("IchimokuKinkoHyo", "senkoubmaximum", _ichimoku.SenkouBMaximum); Plot("IchimokuKinkoHyo", "senkoubminimum", _ichimoku.SenkouBMinimum); Plot("IchimokuKinkoHyo", "delayedtenkansenkoua", _ichimoku.DelayedTenkanSenkouA); Plot("IchimokuKinkoHyo", "delayedkijunsenkoua", _ichimoku.DelayedKijunSenkouA); Plot("IchimokuKinkoHyo", "delayedmaximumsenkoub", _ichimoku.DelayedMaximumSenkouB); Plot("IchimokuKinkoHyo", "delayedminimumsenkoub", _ichimoku.DelayedMinimumSenkouB); } } }
class IchimokuKinkoHyoAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ichimoku = IchimokuKinkoHyo(9, 26, 17, 52, 26, 26) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.ichimoku.Update(bar) if self.ichimoku.IsReady: # The current value of self.ichimoku is represented by self.ichimoku.Current.Value self.Plot("IchimokuKinkoHyo", "ichimoku", self.ichimoku.Current.Value) # Plot all attributes of self.ichimoku self.Plot("IchimokuKinkoHyo", "tenkan", self.ichimoku.Tenkan.Current.Value) self.Plot("IchimokuKinkoHyo", "kijun", self.ichimoku.Kijun.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoua", self.ichimoku.SenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoub", self.ichimoku.SenkouB.Current.Value) self.Plot("IchimokuKinkoHyo", "chikou", self.ichimoku.Chikou.Current.Value) self.Plot("IchimokuKinkoHyo", "tenkanmaximum", self.ichimoku.TenkanMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "tenkanminimum", self.ichimoku.TenkanMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "kijunmaximum", self.ichimoku.KijunMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "kijunminimum", self.ichimoku.KijunMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoubmaximum", self.ichimoku.SenkouBMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoubminimum", self.ichimoku.SenkouBMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedtenkansenkoua", self.ichimoku.DelayedTenkanSenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedkijunsenkoua", self.ichimoku.DelayedKijunSenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedmaximumsenkoub", self.ichimoku.DelayedMaximumSenkouB.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedminimumsenkoub", self.ichimoku.DelayedMinimumSenkouB.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class IchimokuKinkoHyoAlgorithm : QCAlgorithm { private Symbol _symbol; private IchimokuKinkoHyo _ichimoku; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ichimoku = new IchimokuKinkoHyo(9, 26, 17, 52, 26, 26); RegisterIndicator(_symbol, _ichimoku, Resolution.Daily); } public override void OnData(Slice data) { if (_ichimoku.IsReady) { // The current value of _ichimoku is represented by itself (_ichimoku) // or _ichimoku.Current.Value Plot("IchimokuKinkoHyo", "ichimoku", _ichimoku); // Plot all properties of ichimoku Plot("IchimokuKinkoHyo", "tenkan", _ichimoku.Tenkan); Plot("IchimokuKinkoHyo", "kijun", _ichimoku.Kijun); Plot("IchimokuKinkoHyo", "senkoua", _ichimoku.SenkouA); Plot("IchimokuKinkoHyo", "senkoub", _ichimoku.SenkouB); Plot("IchimokuKinkoHyo", "chikou", _ichimoku.Chikou); Plot("IchimokuKinkoHyo", "tenkanmaximum", _ichimoku.TenkanMaximum); Plot("IchimokuKinkoHyo", "tenkanminimum", _ichimoku.TenkanMinimum); Plot("IchimokuKinkoHyo", "kijunmaximum", _ichimoku.KijunMaximum); Plot("IchimokuKinkoHyo", "kijunminimum", _ichimoku.KijunMinimum); Plot("IchimokuKinkoHyo", "senkoubmaximum", _ichimoku.SenkouBMaximum); Plot("IchimokuKinkoHyo", "senkoubminimum", _ichimoku.SenkouBMinimum); Plot("IchimokuKinkoHyo", "delayedtenkansenkoua", _ichimoku.DelayedTenkanSenkouA); Plot("IchimokuKinkoHyo", "delayedkijunsenkoua", _ichimoku.DelayedKijunSenkouA); Plot("IchimokuKinkoHyo", "delayedmaximumsenkoub", _ichimoku.DelayedMaximumSenkouB); Plot("IchimokuKinkoHyo", "delayedminimumsenkoub", _ichimoku.DelayedMinimumSenkouB); } } }
class IchimokuKinkoHyoAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ichimoku = IchimokuKinkoHyo(9, 26, 17, 52, 26, 26) self.RegisterIndicator(self.symbol, self.ichimoku, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.ichimoku.IsReady: # The current value of self.ichimoku is represented by self.ichimoku.Current.Value self.Plot("IchimokuKinkoHyo", "ichimoku", self.ichimoku.Current.Value) # Plot all attributes of self.ichimoku self.Plot("IchimokuKinkoHyo", "tenkan", self.ichimoku.Tenkan.Current.Value) self.Plot("IchimokuKinkoHyo", "kijun", self.ichimoku.Kijun.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoua", self.ichimoku.SenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoub", self.ichimoku.SenkouB.Current.Value) self.Plot("IchimokuKinkoHyo", "chikou", self.ichimoku.Chikou.Current.Value) self.Plot("IchimokuKinkoHyo", "tenkanmaximum", self.ichimoku.TenkanMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "tenkanminimum", self.ichimoku.TenkanMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "kijunmaximum", self.ichimoku.KijunMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "kijunminimum", self.ichimoku.KijunMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoubmaximum", self.ichimoku.SenkouBMaximum.Current.Value) self.Plot("IchimokuKinkoHyo", "senkoubminimum", self.ichimoku.SenkouBMinimum.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedtenkansenkoua", self.ichimoku.DelayedTenkanSenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedkijunsenkoua", self.ichimoku.DelayedKijunSenkouA.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedmaximumsenkoub", self.ichimoku.DelayedMaximumSenkouB.Current.Value) self.Plot("IchimokuKinkoHyo", "delayedminimumsenkoub", self.ichimoku.DelayedMinimumSenkouB.Current.Value)
The following reference table describes the IchimokuKinkoHyo
constructor:
IchimokuKinkoHyo()1/2
IchimokuKinkoHyo QuantConnect.Indicators.IchimokuKinkoHyo (*int
tenkanPeriod,*int
kijunPeriod,*int
senkouAPeriod,*int
senkouBPeriod,*int
senkouADelayPeriod,*int
senkouBDelayPeriod )
Creates a new IchimokuKinkoHyo indicator from the specific periods.
IchimokuKinkoHyo()2/2
IchimokuKinkoHyo QuantConnect.Indicators.IchimokuKinkoHyo (string
name,*int
tenkanPeriod,*int
kijunPeriod,*int
senkouAPeriod,*int
senkouBPeriod,*int
senkouADelayPeriod,*int
senkouBDelayPeriod )
Creates a new IchimokuKinkoHyo indicator from the specific periods.
Visualization
The following image shows plot values of selected properties of IchimokuKinkoHyo
using the plotly library.
