Supported Indicators
Swiss Army Knife
Introduction
Swiss Army Knife indicator by John Ehlers
To view the implementation of this indicator, see the LEAN GitHub repository.
Using SWISS Indicator
To create an automatic indicators for SwissArmyKnife, call the SWISS helper method from the QCAlgorithm class. The SWISS method creates a SwissArmyKnife 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 SwissArmyKnifeAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private SwissArmyKnife _swiss;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_swiss = SWISS(_symbol, 20, 0.2, SwissArmyKnifeTool.Gauss);
}
public override void OnData(Slice data)
{
if (_swiss.IsReady)
{
// The current value of _swiss is represented by itself (_swiss)
// or _swiss.Current.Value
Plot("SwissArmyKnife", "swiss", _swiss);
}
}
} class SwissArmyKnifeAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.swiss = self.SWISS(self.symbol, 20, 0.2, SwissArmyKnifeTool.Gauss)
def OnData(self, slice: Slice) -> None:
if self.swiss.IsReady:
# The current value of self.swiss is represented by self.swiss.Current.Value
self.Plot("SwissArmyKnife", "swiss", self.swiss.Current.Value)
The following reference table describes the SWISS method:
SWISS()1/1
SwissArmyKnife QuantConnect.Algorithm.QCAlgorithm.SWISS (
Symbol symbol,
Int32 period,
Double delta,
SwissArmyKnifeTool tool,
*Nullable<Resolution> resolution,
*Func<IBaseData, Decimal> selector
)
Creates Swiss Army Knife transformation for the symbol. 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 SwissArmyKnife 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 SwissArmyKnifeAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private SwissArmyKnife _swiss;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_swiss = new SwissArmyKnife(20, 0.2, SwissArmyKnifeTool.Gauss);
}
public override void OnData(Slice data)
{
if (data.Bars.TryGeValue(_symbol, out var bar))
{
_swiss.Update(bar.EndTime, bar.Close);
}
if (_swiss.IsReady)
{
// The current value of _swiss is represented by itself (_swiss)
// or _swiss.Current.Value
Plot("SwissArmyKnife", "swiss", _swiss);
}
}
} class SwissArmyKnifeAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.swiss = SwissArmyKnife(20, 0.2, SwissArmyKnifeTool.Gauss)
def OnData(self, slice: Slice) -> None:
bar = slice.Bars.get(self.symbol)
if bar:
self.swiss.Update(bar.EndTime, bar.Close)
if self.swiss.IsReady:
# The current value of self.swiss is represented by self.swiss.Current.Value
self.Plot("SwissArmyKnife", "swiss", self.swiss.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.
public class SwissArmyKnifeAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private SwissArmyKnife _swiss;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_swiss = new SwissArmyKnife(20, 0.2, SwissArmyKnifeTool.Gauss);
RegisterIndicator(_symbol, _swiss, Resolution.Daily);
}
public override void OnData(Slice data)
{
if (_swiss.IsReady)
{
// The current value of _swiss is represented by itself (_swiss)
// or _swiss.Current.Value
Plot("SwissArmyKnife", "swiss", _swiss);
}
}
} class SwissArmyKnifeAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.swiss = SwissArmyKnife(20, 0.2, SwissArmyKnifeTool.Gauss)
self.RegisterIndicator(self.symbol, self.swiss, Resolution.Daily)
def OnData(self, slice: Slice) -> None:
if self.swiss.IsReady:
# The current value of self.swiss is represented by self.swiss.Current.Value
self.Plot("SwissArmyKnife", "swiss", self.swiss.Current.Value)
The following reference table describes the SwissArmyKnife constructor:
SwissArmyKnife()1/2
SwissArmyKnife QuantConnect.Indicators.SwissArmyKnife (
int period,
double delta,
SwissArmyKnifeTool tool
)
Swiss Army Knife indicator by John Ehlers.
SwissArmyKnife()2/2
SwissArmyKnife QuantConnect.Indicators.SwissArmyKnife (
string name,
int period,
double delta,
SwissArmyKnifeTool tool
)
Swiss Army Knife indicator by John Ehlers.
Visualization
The following image shows plot values of selected properties of SwissArmyKnife using the plotly library.
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