Supported Indicators
Maximum
Introduction
This indicator represents an indicator capable of tracking the maximum value and how many periods ago it occurred
To view the implementation of this indicator, see the LEAN GitHub repository.
Using MAX Indicator
To create an automatic indicators for Maximum
, call the MAX
helper method from the QCAlgorithm
class. The MAX
method creates a Maximum
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 MaximumAlgorithm : QCAlgorithm { private Symbol _symbol; private Maximum _max; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _max = MAX(_symbol, 20); } public override void OnData(Slice data) { if (_max.IsReady) { // The current value of _max is represented by itself (_max) // or _max.Current.Value Plot("Maximum", "max", _max); // Plot all properties of max Plot("Maximum", "periodssincemaximum", _max.PeriodsSinceMaximum); } } }
class MaximumAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.max = self.MAX(self.symbol, 20) def OnData(self, slice: Slice) -> None: if self.max.IsReady: # The current value of self.max is represented by self.max.Current.Value self.Plot("Maximum", "max", self.max.Current.Value) # Plot all attributes of self.max self.Plot("Maximum", "periodssincemaximum", self.max.PeriodsSinceMaximum)
The following reference table describes the MAX
method:
MAX()1/1
Maximum QuantConnect.Algorithm.QCAlgorithm.MAX (Symbol
symbol,Int32
period,*Nullable<Resolution>
resolution,*Func<IBaseData, Decimal>
selector )
Creates a new Maximum indicator to compute the maximum value.
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 Maximum
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 time/number pair, or an IndicatorDataPoint
. The indicator will only be ready after you prime it with enough data.
public class MaximumAlgorithm : QCAlgorithm { private Symbol _symbol; private Maximum _max; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _max = new Maximum(20); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _max.Update(bar.EndTime, bar.Close); } if (_max.IsReady) { // The current value of _max is represented by itself (_max) // or _max.Current.Value Plot("Maximum", "max", _max); // Plot all properties of max Plot("Maximum", "periodssincemaximum", _max.PeriodsSinceMaximum); } } }
class MaximumAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.max = Maximum(20) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.max.Update(bar.EndTime, bar.Close) if self.max.IsReady: # The current value of self.max is represented by self.max.Current.Value self.Plot("Maximum", "max", self.max.Current.Value) # Plot all attributes of self.max self.Plot("Maximum", "periodssincemaximum", self.max.PeriodsSinceMaximum)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class MaximumAlgorithm : QCAlgorithm { private Symbol _symbol; private Maximum _max; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _max = new Maximum(20); RegisterIndicator(_symbol, _max, Resolution.Daily); } public override void OnData(Slice data) { if (_max.IsReady) { // The current value of _max is represented by itself (_max) // or _max.Current.Value Plot("Maximum", "max", _max); } } }
class MaximumAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.max = Maximum(20) self.RegisterIndicator(self.symbol, self.max, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.max.IsReady: # The current value of self.max is represented by self.max.Current.Value self.Plot("Maximum", "max", self.max.Current.Value)
The following reference table describes the Maximum
constructor:
Maximum()1/2
Maximum QuantConnect.Indicators.Maximum (
int
period
)
Creates a new Maximum indicator with the specified period.
Maximum()2/2
Maximum QuantConnect.Indicators.Maximum (string
name,int
period )
Creates a new Maximum indicator with the specified period.
Visualization
The following image shows plot values of selected properties of Maximum
using the plotly library.
