Supported Indicators

Identity

Introduction

This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given.

Create Manual Indicators

You can manually create a Identity 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 Identity constructor.

Identity()1/1

            Identity QuantConnect.Indicators.Identity (
     string  name
   )
        

Initializes a new instance of the Identity indicator with the specified name.

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 Identity _identity;

// In Initialize()
_identity = new Identity(name);
_identity.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _identity, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_identity.IsReady)
{
    var indicatorValue = _identity.Current.Value;
}
    
# In Initialize()
self.identity = Identity(name)
self.identity.Updated += self.IndicatorUpdateMethod

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

# In IndicatorUpdateMethod()
if self.identity.IsReady:
    indicator_value = self.identity.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 time/decimal pair. The indicator will only be ready after you prime it with enough data.

    
private Identity _identity;
private Symbol symbol;

// In Initialize()
_identity = new Identity();
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.ContainsKey(_symbol))
{
    _identity.Update(data[symbol].EndTime, data[symbol].High);
}
if (_identity.IsReady)
{
    var indicatorValue = _identity.Current.Value;
}
    
# In Initialize()
self.identity = Identity()
self.symbol = self.AddEquity("SPY").Symbol

# In OnData()
if data.ContainsKey(self.symbol):
    self.identity.Update(data[self.symbol].EndTime, data[self.symbol].High)
if self.identity.IsReady:
    indicator_value = self.identity.Current.Value

Create Automatic Indicators

The Identity method creates an Identity 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 Identity method:

Identity()1/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

Identity()2/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    Resolution                       resolution,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

Identity()3/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    TimeSpan                         resolution,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription 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 Identity _identity;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_identity = Identity(symbol, resolution);

// In OnData()
if (_identity.IsReady)
{
    var current = _identity.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.identity = self.Identity(symbol, resolution)

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

Visualization

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

private Identity _identity;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_identity = Identity(symbol, resolution);

// In OnData()
if (_identity.IsReady)
{
    Plot("My Indicators", "identity", _identity.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.identity = self.Identity(symbol, resolution)

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