Supported Indicators
Wilder Accumulative Swing Index
Introduction
This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'.
To view the implementation of this indicator, see the LEAN GitHub repository.
Using ASI Indicator
To create an automatic indicators for WilderAccumulativeSwingIndex, call the ASI helper method from the QCAlgorithm class. The ASI method creates a WilderAccumulativeSwingIndex 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 WilderAccumulativeSwingIndexAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private WilderAccumulativeSwingIndex _asi;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_asi = ASI("SPY", 20);
}
public override void OnData(Slice data)
{
if (_asi.IsReady)
{
// The current value of _asi is represented by itself (_asi)
// or _asi.Current.Value
Plot("WilderAccumulativeSwingIndex", "asi", _asi);
}
}
} class WilderAccumulativeSwingIndexAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.asi = self.ASI("SPY", 20)
def OnData(self, slice: Slice) -> None:
if self.asi.IsReady:
# The current value of self.asi is represented by self.asi.Current.Value
self.Plot("WilderAccumulativeSwingIndex", "asi", self.asi.Current.Value)
The following reference table describes the ASI method:
ASI()1/1
WilderAccumulativeSwingIndex QuantConnect.Algorithm.QCAlgorithm.ASI (
Symbol symbol,
Decimal limitMove,
*Nullable<Resolution> resolution,
*Func<IBaseData, TradeBar> selector
)
Creates a Wilder Accumulative Swing Index (ASI) indicator 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 WilderAccumulativeSwingIndex 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 a TradeBar. The indicator will only be ready after you prime it with enough data.
public class WilderAccumulativeSwingIndexAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private WilderAccumulativeSwingIndex _asi;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_asi = new WilderAccumulativeSwingIndex(20);
}
public override void OnData(Slice data)
{
if (data.Bars.TryGeValue(_symbol, out var bar))
{
_asi.Update(bar);
}
if (_asi.IsReady)
{
// The current value of _asi is represented by itself (_asi)
// or _asi.Current.Value
Plot("WilderAccumulativeSwingIndex", "asi", _asi);
}
}
} class WilderAccumulativeSwingIndexAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.asi = WilderAccumulativeSwingIndex(20)
def OnData(self, slice: Slice) -> None:
bar = slice.Bars.get(self.symbol)
if bar:
self.asi.Update(bar)
if self.asi.IsReady:
# The current value of self.asi is represented by self.asi.Current.Value
self.Plot("WilderAccumulativeSwingIndex", "asi", self.asi.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.
public class WilderAccumulativeSwingIndexAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private WilderAccumulativeSwingIndex _asi;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_asi = new WilderAccumulativeSwingIndex(20);
RegisterIndicator(_symbol, _asi, Resolution.Daily);
}
public override void OnData(Slice data)
{
if (_asi.IsReady)
{
// The current value of _asi is represented by itself (_asi)
// or _asi.Current.Value
Plot("WilderAccumulativeSwingIndex", "asi", _asi);
}
}
} class WilderAccumulativeSwingIndexAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.asi = WilderAccumulativeSwingIndex(20)
self.RegisterIndicator(self.symbol, self.asi, Resolution.Daily)
def OnData(self, slice: Slice) -> None:
if self.asi.IsReady:
# The current value of self.asi is represented by self.asi.Current.Value
self.Plot("WilderAccumulativeSwingIndex", "asi", self.asi.Current.Value)
The following reference table describes the WilderAccumulativeSwingIndex constructor:
WilderAccumulativeSwingIndex()1/2
WilderAccumulativeSwingIndex QuantConnect.Indicators.WilderAccumulativeSwingIndex (
decimal limitMove
)
Initializes a new instance of the WilderAccumulativeSwingInde class using the specified name.
WilderAccumulativeSwingIndex()2/2
WilderAccumulativeSwingIndex QuantConnect.Indicators.WilderAccumulativeSwingIndex (
string name,
decimal limitMove
)
Initializes a new instance of the WilderAccumulativeSwingInde class using the specified name.
Visualization
The following image shows plot values of selected properties of WilderAccumulativeSwingIndex using the plotly library.
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