Supported Indicators
Pivot Points High Low
Introduction
Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low
To view the implementation of this indicator, see the LEAN GitHub repository.
Using PPHL Indicator
To create an automatic indicators for PivotPointsHighLow
, call the PPHL
helper method from the QCAlgorithm
class. The PPHL
method creates a PivotPointsHighLow
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 PivotPointsHighLowAlgorithm : QCAlgorithm { private Symbol _symbol; private PivotPointsHighLow _pphl; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _pphl = PPHL(_symbol, 10, 10, 100); } public override void OnData(Slice data) { if (_pphl.IsReady) { // The current value of _pphl is represented by itself (_pphl) // or _pphl.Current.Value Plot("PivotPointsHighLow", "pphl", _pphl); } } }
class PivotPointsHighLowAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.pphl = self.PPHL(self.symbol, 10, 10, 100) def OnData(self, slice: Slice) -> None: if self.pphl.IsReady: # The current value of self.pphl is represented by self.pphl.Current.Value self.Plot("PivotPointsHighLow", "pphl", self.pphl.Current.Value)
The following reference table describes the PPHL
method:
PPHL()1/1
PivotPointsHighLow QuantConnect.Algorithm.QCAlgorithm.PPHL (Symbol
symbol,Int32
lengthHigh,Int32
lengthLow,*Int32
lastStoredValues,*Nullable<Resolution>
resolution,*Func<IBaseData, IBaseDataBar>
selector )
Creates a new PivotPointsHighLow 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.
You can manually create a PivotPointsHighLow
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 PivotPointsHighLowAlgorithm : QCAlgorithm { private Symbol _symbol; private PivotPointsHighLow _pphl; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _pphl = new PivotPointsHighLow(10, 10, 100); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _pphl.Update(bar.EndTime, bar.Close); } if (_pphl.IsReady) { // The current value of _pphl is represented by itself (_pphl) // or _pphl.Current.Value Plot("PivotPointsHighLow", "pphl", _pphl); } } }
class PivotPointsHighLowAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.pphl = PivotPointsHighLow(10, 10, 100) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.pphl.Update(bar.EndTime, bar.Close) if self.pphl.IsReady: # The current value of self.pphl is represented by self.pphl.Current.Value self.Plot("PivotPointsHighLow", "pphl", self.pphl.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class PivotPointsHighLowAlgorithm : QCAlgorithm { private Symbol _symbol; private PivotPointsHighLow _pphl; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _pphl = new PivotPointsHighLow(10, 10, 100); RegisterIndicator(_symbol, _pphl, Resolution.Daily); } public override void OnData(Slice data) { if (_pphl.IsReady) { // The current value of _pphl is represented by itself (_pphl) // or _pphl.Current.Value Plot("PivotPointsHighLow", "pphl", _pphl); } } }
class PivotPointsHighLowAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.pphl = PivotPointsHighLow(10, 10, 100) self.RegisterIndicator(self.symbol, self.pphl, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.pphl.IsReady: # The current value of self.pphl is represented by self.pphl.Current.Value self.Plot("PivotPointsHighLow", "pphl", self.pphl.Current.Value)
The following reference table describes the PivotPointsHighLow
constructor:
PivotPointsHighLow()1/3
PivotPointsHighLow QuantConnect.Indicators.PivotPointsHighLow (int
surroundingBarsCount,*int
lastStoredValues )
Creates a new instance of PivotPointsHighLow
indicator with an equal high and low length.
PivotPointsHighLow()2/3
PivotPointsHighLow QuantConnect.Indicators.PivotPointsHighLow (int
surroundingBarsCountForHighPoint,int
surroundingBarsCountForLowPoint,*int
lastStoredValues )
Creates a new instance of PivotPointsHighLow
indicator.
PivotPointsHighLow()3/3
PivotPointsHighLow QuantConnect.Indicators.PivotPointsHighLow (string
name,int
surroundingBarsCountForHighPoint,int
surroundingBarsCountForLowPoint,*int
lastStoredValues )
Creates a new instance of PivotPointsHighLow
indicator.
Visualization
The following image shows plot values of selected properties of PivotPointsHighLow
using the plotly library.
