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Simple Heikin-Ashi Algorithm

Hi. Just joined and wanted to share my first little algo. It's a simple adjustable Heikin-Ashi candlestick based algorithm. Like short moving averages, the chop makes it unsuited to trade on its own, but it can be useful in combination with other indicators to detect trends.

More info here: http://www.investopedia.com/articles/technical/04/092204.asp

N:)

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Very nice implementation. Heikin-Ashi always a good confirmation indicator :)

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Interestingly we'll have a Heiken-Ashi indicator in LEAN tonight! Here's the pull request.

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@MichaelH

If it's any help, I wrote a little toolset for RangeBars, RenkoBars and Heikin-Ashi bars a long time ago. See enclosed old code. Some of these indicators can be computed in multiple ways, I remember not being happy with some of the common implementations so I decided to program them myself. Might be worth taking a look how I tackled these indicators (and might save you some time?). The code is not that clean though, mind you, I finished it in a hurry.

In any case, good luck with programming the indicator :)

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Thanks for sharing! I also like the exchange codes. We should pull these into LEAN as well

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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