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.
