Supported Indicators
Percentage Price Oscillator
Introduction
This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i]
To view the implementation of this indicator, see the LEAN GitHub repository.
Using PPO Indicator
To create an automatic indicators for PercentagePriceOscillator
, call the PPO
helper method from the QCAlgorithm
class. The PPO
method creates a PercentagePriceOscillator
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 PercentagePriceOscillatorAlgorithm : QCAlgorithm { private Symbol _symbol; private PercentagePriceOscillator _ppo; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ppo = PPO(_symbol, 10, 20, MovingAverageType.Simple); } public override void OnData(Slice data) { if (_ppo.IsReady) { // The current value of _ppo is represented by itself (_ppo) // or _ppo.Current.Value Plot("PercentagePriceOscillator", "ppo", _ppo); // Plot all properties of ppo Plot("PercentagePriceOscillator", "fast", _ppo.Fast); Plot("PercentagePriceOscillator", "slow", _ppo.Slow); Plot("PercentagePriceOscillator", "signal", _ppo.Signal); Plot("PercentagePriceOscillator", "histogram", _ppo.Histogram); } } }
class PercentagePriceOscillatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ppo = self.PPO(self.symbol, 10, 20, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: if self.ppo.IsReady: # The current value of self.ppo is represented by self.ppo.Current.Value self.Plot("PercentagePriceOscillator", "ppo", self.ppo.Current.Value) # Plot all attributes of self.ppo self.Plot("PercentagePriceOscillator", "fast", self.ppo.Fast.Current.Value) self.Plot("PercentagePriceOscillator", "slow", self.ppo.Slow.Current.Value) self.Plot("PercentagePriceOscillator", "signal", self.ppo.Signal.Current.Value) self.Plot("PercentagePriceOscillator", "histogram", self.ppo.Histogram.Current.Value)
The following reference table describes the PPO
method:
PPO()1/1
PercentagePriceOscillator QuantConnect.Algorithm.QCAlgorithm.PPO (Symbol
symbol,Int32
fastPeriod,Int32
slowPeriod,MovingAverageType
movingAverageType,*Nullable<Resolution>
resolution,*Func<IBaseData, Decimal>
selector )
Creates a new PercentagePriceOscillator indicator.
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.
The following table describes the MovingAverageType
enumeration members:
You can manually create a PercentagePriceOscillator
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 PercentagePriceOscillatorAlgorithm : QCAlgorithm { private Symbol _symbol; private PercentagePriceOscillator _ppo; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ppo = new PercentagePriceOscillator(10, 20, MovingAverageType.Simple); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _ppo.Update(bar.EndTime, bar.Close); } if (_ppo.IsReady) { // The current value of _ppo is represented by itself (_ppo) // or _ppo.Current.Value Plot("PercentagePriceOscillator", "ppo", _ppo); // Plot all properties of ppo Plot("PercentagePriceOscillator", "fast", _ppo.Fast); Plot("PercentagePriceOscillator", "slow", _ppo.Slow); Plot("PercentagePriceOscillator", "signal", _ppo.Signal); Plot("PercentagePriceOscillator", "histogram", _ppo.Histogram); } } }
class PercentagePriceOscillatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ppo = PercentagePriceOscillator(10, 20, MovingAverageType.Simple) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.ppo.Update(bar.EndTime, bar.Close) if self.ppo.IsReady: # The current value of self.ppo is represented by self.ppo.Current.Value self.Plot("PercentagePriceOscillator", "ppo", self.ppo.Current.Value) # Plot all attributes of self.ppo self.Plot("PercentagePriceOscillator", "fast", self.ppo.Fast.Current.Value) self.Plot("PercentagePriceOscillator", "slow", self.ppo.Slow.Current.Value) self.Plot("PercentagePriceOscillator", "signal", self.ppo.Signal.Current.Value) self.Plot("PercentagePriceOscillator", "histogram", self.ppo.Histogram.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class PercentagePriceOscillatorAlgorithm : QCAlgorithm { private Symbol _symbol; private PercentagePriceOscillator _ppo; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ppo = new PercentagePriceOscillator(10, 20, MovingAverageType.Simple); RegisterIndicator(_symbol, _ppo, Resolution.Daily); } public override void OnData(Slice data) { if (_ppo.IsReady) { // The current value of _ppo is represented by itself (_ppo) // or _ppo.Current.Value Plot("PercentagePriceOscillator", "ppo", _ppo); // Plot all properties of ppo Plot("PercentagePriceOscillator", "fast", _ppo.Fast); Plot("PercentagePriceOscillator", "slow", _ppo.Slow); Plot("PercentagePriceOscillator", "signal", _ppo.Signal); Plot("PercentagePriceOscillator", "histogram", _ppo.Histogram); } } }
class PercentagePriceOscillatorAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.ppo = PercentagePriceOscillator(10, 20, MovingAverageType.Simple) self.RegisterIndicator(self.symbol, self.ppo, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.ppo.IsReady: # The current value of self.ppo is represented by self.ppo.Current.Value self.Plot("PercentagePriceOscillator", "ppo", self.ppo.Current.Value) # Plot all attributes of self.ppo self.Plot("PercentagePriceOscillator", "fast", self.ppo.Fast.Current.Value) self.Plot("PercentagePriceOscillator", "slow", self.ppo.Slow.Current.Value) self.Plot("PercentagePriceOscillator", "signal", self.ppo.Signal.Current.Value) self.Plot("PercentagePriceOscillator", "histogram", self.ppo.Histogram.Current.Value)
The following reference table describes the PercentagePriceOscillator
constructor:
PercentagePriceOscillator()1/2
PercentagePriceOscillator QuantConnect.Indicators.PercentagePriceOscillator (string
name,int
fastPeriod,int
slowPeriod,*MovingAverageType
movingAverageType )
Initializes a new instance of the PercentagePriceOscillator
class using the specified name and parameters.
PercentagePriceOscillator()2/2
PercentagePriceOscillator QuantConnect.Indicators.PercentagePriceOscillator (int
fastPeriod,int
slowPeriod,*MovingAverageType
movingAverageType )
Initializes a new instance of the PercentagePriceOscillator
class using the specified parameters.
Visualization
The following image shows plot values of selected properties of PercentagePriceOscillator
using the plotly library.
