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'. ASIₜ = ASIₜ₋₁ + SIₜ Where: ASIₜ₋₁ The for the previous period. SIₜ The calculated for the current period.

To view the implementation of this indicator, see the LEAN GitHub repository.

Using ASI Indicator

To create an automatic indicator for WilderAccumulativeSwingIndex, call the ASIasi helper method from the QCAlgorithm class. The ASIasi 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 Initializeinitialize method.

public class WilderAccumulativeSwingIndexAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private WilderAccumulativeSwingIndex _asi;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _asi = ASI(_symbol, 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.add_equity("SPY", Resolution.DAILY).symbol
        self._asi = self.asi(self._symbol, 20, Resolution.DAILY)

    def on_data(self, slice: Slice) -> None:

        if self._asi.is_ready:
            # The current value of self._asi is represented by self._asi.current.value
            self.plot("WilderAccumulativeSwingIndex", "asi", self._asi.current.value)

For more information about this method, see the QCAlgorithm classQCAlgorithm class.

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 Updateupdate method. The indicator will only be ready after you prime it with enough data.

public class WilderAccumulativeSwingIndexAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private WilderAccumulativeSwingIndex _wilderaccumulativeswingindex;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _wilderaccumulativeswingindex = new WilderAccumulativeSwingIndex(20);
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGetValue(_symbol, out var bar))
            _wilderaccumulativeswingindex.Update(bar);

        if (_wilderaccumulativeswingindex.IsReady)
        {
            // The current value of _wilderaccumulativeswingindex is represented by itself (_wilderaccumulativeswingindex)
            // or _wilderaccumulativeswingindex.Current.Value
            Plot("WilderAccumulativeSwingIndex", "wilderaccumulativeswingindex", _wilderaccumulativeswingindex);
        }
    }
}
class WilderAccumulativeSwingIndexAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._wilderaccumulativeswingindex = WilderAccumulativeSwingIndex(20)

    def on_data(self, slice: Slice) -> None:
        bar = slice.bars.get(self._symbol)
        if bar:
            self._wilderaccumulativeswingindex.update(bar)

        if self._wilderaccumulativeswingindex.is_ready:
            # The current value of self._wilderaccumulativeswingindex is represented by self._wilderaccumulativeswingindex.current.value
            self.plot("WilderAccumulativeSwingIndex", "wilderaccumulativeswingindex", self._wilderaccumulativeswingindex.current.value)

For more information about this indicator, see its referencereference.

Visualization

The following plot shows values for some of the WilderAccumulativeSwingIndex indicator properties:

WilderAccumulativeSwingIndex line plot.

Indicator History

To get the historical data of the WilderAccumulativeSwingIndex indicator, call the IndicatorHistoryself.indicator_history method. This method resets your indicator, makes a history request, and updates the indicator with the historical data. Just like with regular history requests, the IndicatorHistoryindicator_history method supports time periods based on a trailing number of bars, a trailing period of time, or a defined period of time. If you don't provide a resolution argument, it defaults to match the resolution of the security subscription. 

public class WilderAccumulativeSwingIndexAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private WilderAccumulativeSwingIndex _asi;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _asi = ASI(_symbol, 20);

        var indicatorHistory = IndicatorHistory(_asi, _symbol, 100, Resolution.Minute);
        var timeSpanIndicatorHistory = IndicatorHistory(_asi, _symbol, TimeSpan.FromDays(10), Resolution.Minute);
        var timePeriodIndicatorHistory = IndicatorHistory(_asi, _symbol, new DateTime(2024, 7, 1), new DateTime(2024, 7, 5), Resolution.Minute);
    }
}
class WilderAccumulativeSwingIndexAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._asi = self.asi(self._symbol, 20, Resolution.DAILY)

        indicator_history = self.indicator_history(self._asi, self._symbol, 100, Resolution.MINUTE)
        timedelta_indicator_history = self.indicator_history(self._asi, self._symbol, timedelta(days=10), Resolution.MINUTE)
        time_period_indicator_history = self.indicator_history(self._asi, self._symbol, datetime(2024, 7, 1), datetime(2024, 7, 5), Resolution.MINUTE)

You can also see our Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation: