IndicatorExtensions

QuantConnect.Indicators.IndicatorExtensions

Bases: Object

Provides extension methods for Indicator

ema

ema(
    left: Any,
    period: int,
    smoothing_factor: Optional[float] = None,
    wait_for_first_to_ready: bool = True,
) -> ExponentialMovingAverage

ema(
    left: IndicatorBase,
    period: int,
    smoothing_factor: Optional[float] = None,
    wait_for_first_to_ready: bool = True,
) -> ExponentialMovingAverage

Creates a new ExponentialMovingAverage indicator with the specified period and smoothing_factor from the left indicator

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The ExponentialMovingAverage indicator will be created using the data from left	required
period	int	The period of the ExponentialMovingAverage indicators	required
smoothing_factor	Optional[float]	The percentage of data from the previous value to be carried into the next value	None
wait_for_first_to_ready	bool	True to only send updates to the second if left.IsReady returns true, false to always send updates	True

Returns:

Type	Description
ExponentialMovingAverage	A reference to the ExponentialMovingAverage indicator to allow for method chaining.

max

max(
    left: Any,
    period: int,
    wait_for_first_to_ready: bool = True,
) -> Maximum

max(
    left: IIndicator,
    period: int,
    wait_for_first_to_ready: bool = True,
) -> Maximum

Creates a new Maximum indicator with the specified period from the left indicator

Parameters:

Name	Type	Description	Default
left	Any | IIndicator	The Maximum indicator will be created using the data from left	required
period	int	The period of the Maximum indicator	required
wait_for_first_to_ready	bool	True to only send updates to the second if left.IsReady returns true, false to always send updates	True

Returns:

Type	Description
Maximum	A reference to the Maximum indicator to allow for method chaining.

min

min(
    left: Any,
    period: int,
    wait_for_first_to_ready: bool = True,
) -> Minimum

min(
    left: IndicatorBase,
    period: int,
    wait_for_first_to_ready: bool = True,
) -> Minimum

Creates a new Minimum indicator with the specified period from the left indicator

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The Minimum indicator will be created using the data from left	required
period	int	The period of the Minimum indicator	required
wait_for_first_to_ready	bool	True to only send updates to the second if left.IsReady returns true, false to always send updates	True

Returns:

Type	Description
Minimum	A reference to the Minimum indicator to allow for method chaining.

minus

minus(left: Any, constant: float) -> CompositeIndicator

minus(
    left: Any, right: Any, name: str = None
) -> CompositeIndicator

minus(
    left: IndicatorBase, constant: float
) -> CompositeIndicator

minus(
    left: IndicatorBase, right: IndicatorBase
) -> CompositeIndicator

minus(
    left: IndicatorBase, right: IndicatorBase, name: str
) -> CompositeIndicator

Signature descriptions:

• Creates a new CompositeIndicator such that the result will be the difference of the left and constant

• Creates a new CompositeIndicator such that the result will be the difference of the left and right

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The left indicator	required
constant	Optional[float]	The subtrahend	None
right	Optional[Any | IndicatorBase]	The right indicator	None
name	Optional[str]	The name of this indicator	None

Returns:

Type	Description
CompositeIndicator	The difference of the left and right indicators.

over

over(left: Any, constant: float) -> CompositeIndicator

over(
    left: Any, right: Any, name: str = None
) -> CompositeIndicator

over(
    left: IndicatorBase, constant: float
) -> CompositeIndicator

over(
    left: IndicatorBase, right: IndicatorBase
) -> CompositeIndicator

over(
    left: IndicatorBase, right: IndicatorBase, name: str
) -> CompositeIndicator

Signature descriptions:

• Creates a new CompositeIndicator such that the result will be the ratio of the left to the constant

• Creates a new CompositeIndicator such that the result will be the ratio of the left to the right

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The left indicator	required
constant	Optional[float]	The constant value denominator	None
right	Optional[Any | IndicatorBase]	The right indicator	None
name	Optional[str]	The name of this indicator	None

Returns:

Type	Description
CompositeIndicator	The ratio of the left to the right indicator.

plus

plus(left: Any, constant: float) -> CompositeIndicator

plus(
    left: Any, right: Any, name: str = None
) -> CompositeIndicator

plus(
    left: IndicatorBase, constant: float
) -> CompositeIndicator

plus(
    left: IndicatorBase, right: IndicatorBase
) -> CompositeIndicator

plus(
    left: IndicatorBase, right: IndicatorBase, name: str
) -> CompositeIndicator

Signature descriptions:

• Creates a new CompositeIndicator such that the result will be the sum of the left and the constant

• Creates a new CompositeIndicator such that the result will be the sum of the left and right

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The left indicator	required
constant	Optional[float]	The addend	None
right	Optional[Any | IndicatorBase]	The right indicator	None
name	Optional[str]	The name of this indicator	None

Returns:

Type	Description
CompositeIndicator	The sum of the left and right indicators.

sma

sma(
    left: Any,
    period: int,
    wait_for_first_to_ready: bool = True,
) -> SimpleMovingAverage

sma(
    left: IndicatorBase,
    period: int,
    wait_for_first_to_ready: bool = True,
) -> SimpleMovingAverage

Initializes a new instance of the SimpleMovingAverage class with the specified name and period from the left indicator

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The SimpleMovingAverage indicator will be created using the data from left	required
period	int	The period of the SMA	required
wait_for_first_to_ready	bool	True to only send updates to the second if first.IsReady returns true, false to always send updates to second	True

Returns:

Type	Description
SimpleMovingAverage	The reference to the SimpleMovingAverage indicator to allow for method chaining.

times

times(left: Any, constant: float) -> CompositeIndicator

times(
    left: Any, right: Any, name: str = None
) -> CompositeIndicator

times(
    left: IndicatorBase, constant: float
) -> CompositeIndicator

times(
    left: IndicatorBase, right: IndicatorBase
) -> CompositeIndicator

times(
    left: IndicatorBase, right: IndicatorBase, name: str
) -> CompositeIndicator

Signature descriptions:

• Creates a new CompositeIndicator such that the result will be the product of the left and the constant

• Creates a new CompositeIndicator such that the result will be the product of the left to the right

Parameters:

Name	Type	Description	Default
left	Any | IndicatorBase	The left indicator	required
constant	Optional[float]	The constant value to multiple by	None
right	Optional[Any | IndicatorBase]	The right indicator	None
name	Optional[str]	The name of this indicator	None

Returns:

Type	Description
CompositeIndicator	The product of the left to the right indicators.

weighted_by

weighted_by(
    value: Any, weight: Any, period: int
) -> CompositeIndicator

weighted_by(
    value: IndicatorBase, weight: IndicatorBase, period: int
) -> CompositeIndicator

Creates a new CompositeIndicator such that the result will be average of a first indicator weighted by a second one

Parameters:

Name	Type	Description	Default
value	Any | IndicatorBase	Indicator that will be averaged	required
weight	Any | IndicatorBase	Indicator that provides the average weights	required
period	int	Average period	required

Returns:

Type	Description
CompositeIndicator	Indicator that results of the average of first by weights given by second.

of

of(
    second: Any,
    first: Any,
    wait_for_first_to_ready: bool = True,
) -> IndicatorBase

Configures the second indicator to receive automatic updates from the first by attaching an event handler to first.DataConsolidated

Parameters:

Name	Type	Description	Default
second	Any	The indicator that receives data from the first	required
first	Any	The indicator that sends data via DataConsolidated even to the second	required
wait_for_first_to_ready	bool	True to only send updates to the second if first.IsReady returns true, false to always send updates to second	True

Returns:

Type	Description
IndicatorBase	The reference to the second indicator to allow for method chaining.

update

update(
    indicator: IndicatorBase[IndicatorDataPoint],
    time: Union[datetime, date],
    value: float,
) -> bool

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:

Name	Type	Description	Default
indicator	IndicatorBase[IndicatorDataPoint]	The indicator to be updated	required
time	Union[datetime, date]	The time associated with the value	required
value	float	The value to use to update this indicator	required

Returns:

Type	Description
bool	True if this indicator is ready, false otherwise.