Supported Indicators
Momentum Percent
Using MOMP Indicator
To create an automatic indicators for MomentumPercent
, call the MOMP
helper method from the QCAlgorithm
class. The MOMP
method creates a MomentumPercent
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 MomentumPercentAlgorithm : QCAlgorithm { private Symbol _symbol; private MomentumPercent _momp; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _momp = MOMP("SPY", 20); } public override void OnData(Slice data) { if (_momp.IsReady) { Plot("MomentumPercent", "momp", _momp); } } }
class MomentumPercentAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.momp = self.MOMP("SPY", 20) def OnData(self, slice: Slice) -> None: if self.momp.IsReady: self.Plot("MomentumPercent", "momp", self.momp.Current.Value)
The following reference table describes the MOMP method:
MOMP()1/1
MomentumPercent QuantConnect.Algorithm.QCAlgorithm.MOMP (Symbol
symbol,Int32
period,*Nullable<Resolution>
resolution,*Func<IBaseData, Decimal>
selector )
Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. 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 MomentumPercent
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 MomentumPercentAlgorithm : QCAlgorithm { private Symbol _symbol; private MomentumPercent _momp; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _momp = new MomentumPercent(20); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _momp.Update(bar.EndTime, bar.Close); } if (_momp.IsReady) { Plot("MomentumPercent", "momp", _momp); } } }
class MomentumPercentAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.momp = MomentumPercent(20) def OnData(self, slice: Slice) -> None: bar = data.Bars.get(self.symbol) if bar: self.momp.Update(bar.EndTime, bar.Close) if self.momp.IsReady: self.Plot("MomentumPercent", "momp", self.momp.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class MomentumPercentAlgorithm : QCAlgorithm { private Symbol _symbol; private MomentumPercent _momp; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _momp = new MomentumPercent(20); RegisterIndicator(_symbol, _momp, Resolution.Daily); } public override void OnData(Slice data) { if (_momp.IsReady) { Plot("MomentumPercent", "momp", _momp); } } }
class MomentumPercentAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.momp = MomentumPercent(20) self.RegisterIndicator(self.symbol, self.momp, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.momp.IsReady: self.Plot("MomentumPercent", "momp", self.momp.Current.Value)
The following reference table describes the MomentumPercent constructor:
MomentumPercent()1/2
MomentumPercent QuantConnect.Indicators.MomentumPercent (
int
period
)
Creates a new MomentumPercent indicator with the specified period.
MomentumPercent()2/2
MomentumPercent QuantConnect.Indicators.MomentumPercent (string
name,int
period )
Creates a new MomentumPercent indicator with the specified period.
Visualization
The following image shows plot values of selected properties of MomentumPercent
using the plotly library.
