Is there any API or function I can directly use to get below technical inidicators
1.% above 50MA S&P
2.NYSE Advance/Decline
3.Nasdaq Advance/Decline
4.VIX
5.Bullish Percent Index
QUANTCONNECT COMMUNITY
Is there any API or function I can directly use to get below technical inidicators
1.% above 50MA S&P
2.NYSE Advance/Decline
3.Nasdaq Advance/Decline
4.VIX
5.Bullish Percent Index
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.
Mia Alissi
Here's a detailed answer with code examples for Dharmesh's questions using QuantConnect APIs:
% Above 50MA S&P:
There’s no direct API, but you can calculate this:
NYSE Advance/Decline:
You can use the
advr
(Advance/Decline Volume Ratio) method with a universe of NYSE tickers.Example:
self.advr(nyse_symbols)
Nasdaq Advance/Decline:
Same approach, but with a Nasdaq universe.
Example:
self.advr(nasdaq_symbols)
VIX:
VIX is available as custom data from CBOE.
Example:
Bullish Percent Index:
Similar to #1, but you consider the proportion in a “bullish state.”
A simple version is the percent of stocks trading above their 50SMA.
Here’s a demonstration of how to structure this in QuantConnect (Python):
Notes:
Let me know if you want code to handle universe selection or more advanced Bullish Percent Index logic!
Sources: Manual Indicators - QuantConnect.com, Requesting Data - QuantConnect.com, Indicator Universes - QuantConnect.com, Indicator Suite Algorithm, docs writing algorithms indicators automatic indicators
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.
Dharmesh Khalasi
Hpw to calculate advanced Bullish Percent Index logic
Dharmesh Khalasi
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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