Supported Indicators
Wilder Swing Index
Introduction
This indicator calculates the Swing Index (SI) 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 SI Indicator
To create an automatic indicator for WilderSwingIndex, call the SIsi helper method from the QCAlgorithm class. The SIsi method creates a WilderSwingIndex 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 WilderSwingIndexAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private WilderSwingIndex _si;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_si = SI(_symbol, 20);
}
public override void OnData(Slice data)
{
if (_si.IsReady)
{
// The current value of _si is represented by itself (_si)
// or _si.Current.Value
Plot("WilderSwingIndex", "si", _si);
}
}
} class WilderSwingIndexAlgorithm(QCAlgorithm):
def initialize(self) -> None:
self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
self._si = self.si(self._symbol, 20, Resolution.DAILY)
def on_data(self, slice: Slice) -> None:
if self._si.is_ready:
# The current value of self._si is represented by self._si.current.value
self.plot("WilderSwingIndex", "si", self._si.current.value)For more information about this method, see the QCAlgorithm classQCAlgorithm class.
You can manually create a WilderSwingIndex 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 WilderSwingIndexAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private WilderSwingIndex _wilderswingindex;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_wilderswingindex = new WilderSwingIndex(20);
}
public override void OnData(Slice data)
{
if (data.Bars.TryGetValue(_symbol, out var bar))
_wilderswingindex.Update(bar);
if (_wilderswingindex.IsReady)
{
// The current value of _wilderswingindex is represented by itself (_wilderswingindex)
// or _wilderswingindex.Current.Value
Plot("WilderSwingIndex", "wilderswingindex", _wilderswingindex);
}
}
} class WilderSwingIndexAlgorithm(QCAlgorithm):
def initialize(self) -> None:
self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
self._wilderswingindex = WilderSwingIndex(20)
def on_data(self, slice: Slice) -> None:
bar = slice.bars.get(self._symbol)
if bar:
self._wilderswingindex.update(bar)
if self._wilderswingindex.is_ready:
# The current value of self._wilderswingindex is represented by self._wilderswingindex.current.value
self.plot("WilderSwingIndex", "wilderswingindex", self._wilderswingindex.current.value)For more information about this indicator, see its referencereference.
Indicator History
To get the historical data of the WilderSwingIndex 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 WilderSwingIndexAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private WilderSwingIndex _si;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_si = SI(_symbol, 20);
var indicatorHistory = IndicatorHistory(_si, _symbol, 100, Resolution.Minute);
var timeSpanIndicatorHistory = IndicatorHistory(_si, _symbol, TimeSpan.FromDays(10), Resolution.Minute);
var timePeriodIndicatorHistory = IndicatorHistory(_si, _symbol, new DateTime(2024, 7, 1), new DateTime(2024, 7, 5), Resolution.Minute);
}
} class WilderSwingIndexAlgorithm(QCAlgorithm):
def initialize(self) -> None:
self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
self._si = self.si(self._symbol, 20, Resolution.DAILY)
indicator_history = self.indicator_history(self._si, self._symbol, 100, Resolution.MINUTE)
timedelta_indicator_history = self.indicator_history(self._si, self._symbol, timedelta(days=10), Resolution.MINUTE)
time_period_indicator_history = self.indicator_history(self._si, self._symbol, datetime(2024, 7, 1), datetime(2024, 7, 5), Resolution.MINUTE)
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