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