McClellanSummationIndex

QuantConnect.Indicators.McClellanSummationIndex

McClellanSummationIndex(
    name: str, fast_period: int = 19, slow_period: int = 39
)

McClellanSummationIndex(
    fast_period: int = 19, slow_period: int = 39
)

Bases: TradeBarIndicator, IIndicatorWarmUpPeriodProvider

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the mc_clellan_oscillator

Signature descriptions:

Initializes a new instance of the McClellanSummationIndex class The name of the indicatorThe fast period of EMA of advance decline differenceThe slow period of EMA of advance decline difference
Initializes a new instance of the McClellanSummationIndex class The fast period of EMA of advance decline differenceThe slow period of EMA of advance decline difference

Parameters:

Name	Type	Description	Default
`name`	`Optional[str]`	The name of the indicator	`None`
`fast_period`	`int`	The fast period of EMA of advance decline difference	`19`
`slow_period`	`int`	The slow period of EMA of advance decline difference	`39`

summation

summation: IndicatorDataPoint

The McClellan Summation Index value

This codeEntityType is protected.

mc_clellan_oscillator

mc_clellan_oscillator: McClellanOscillator

The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods.

is_ready

is_ready: bool

Gets a flag indicating when this indicator is ready and fully initialized

warm_up_period

warm_up_period: int

Required period, in data points, for the indicator to be ready and fully initialized.

consolidators

consolidators: ISet[IDataConsolidator]

The data consolidators associated with this indicator if any

current

current: IndicatorDataPoint

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

name

name: str

Gets a name for this indicator

samples

samples: int

Gets the number of samples processed by this indicator

updated

updated: _EventContainer[
    Callable[[Object, IndicatorDataPoint], Any], Any
]

Event handler that fires after this indicator is updated

window

window: RollingWindow[IndicatorDataPoint]

A rolling window keeping a history of the indicator values of a given period

add

add(asset: Union[Symbol, str, BaseContract]) -> None

Add Tracking asset issue

Parameters:

Name	Type	Description	Default
`asset`	`Union[Symbol, str, BaseContract]`	the tracking asset issue	required

compute_next_value

compute_next_value(input: TradeBar) -> float

Computes the next value of this indicator from the given state

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`input`	`TradeBar`	The input given to the indicator	required

Returns:

Type	Description
`float`	A new value for this indicator.

remove

remove(asset: Union[Symbol, str, BaseContract]) -> None

Remove Tracking asset issue

Parameters:

Name	Type	Description	Default
`asset`	`Union[Symbol, str, BaseContract]`	the tracking asset issue	required

reset

reset() -> None

Resets this indicator to its initial state

eq

__eq__(right: float) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: float) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: int) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: int) -> bool

__eq__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is equal to the specified value
Determines if the specified value is equal to the indicator's current value

ge

__ge__(right: float) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: float) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: int) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: int) -> bool

__ge__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is greater than or equal to the specified value
Determines if the specified value is greater than or equal to the indicator's current value

gt

__gt__(right: float) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: float) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: int) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: int) -> bool

__gt__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is greater than the specified value
Determines if the specified value is greater than the indicator's current value

le

__le__(right: float) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: float) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: int) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: int) -> bool

__le__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is less than or equal to the specified value
Determines if the specified value is less than or equal to the indicator's current value

lt

__lt__(right: float) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: float) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: int) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: int) -> bool

__lt__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is less than the specified value
Determines if the specified value is less than the indicator's current value

ne

__ne__(right: float) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: float) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: int) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: int) -> bool

__ne__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is not equal to the specified value
Determines if the specified value is not equal to the indicator's current value

compare_to

compare_to(obj: Any) -> int

compare_to(other: IIndicator) -> int

Signature descriptions:

Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes, follows, or occurs in the same position in the sort order as the other object.
Compares the current object with another object of the same type.

Parameters:

Name	Type	Description	Default
`obj`	`Optional[Any]`	An object to compare with this instance.	`None`
`other`	`Optional[IIndicator]`	An object to compare with this object.	`None`

Returns:

Type Description

int

Depends on the signature used. Case 1: [A value that indicates the relative order of the objects being compared. The return value has these meanings: Value Meaning Less than zero This instance precedes obj in the sort order. Zero This instance occurs in the same position in the sort order as obj. Greater than zero This instance follows obj in the sort order.]; Case 2: [A value that indicates the relative order of the objects being compared. The return value has the following meanings: Value Meaning Less than zero This object is less than the other parameter.Zero This object is equal to other. Greater than zero This object is greater than other.]

update

update(input: IBaseData) -> bool

update(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
`input`	`Optional[IBaseData]`	The value to use to update this indicator	`None`
`time`	`Optional[Union[datetime, date]]`	The time associated with the value	`None`
`value`	`Optional[float]`	The value to use to update this indicator	`None`

Returns:

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

getitem

__getitem__(i: int) -> IndicatorDataPoint

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Parameters:

Name	Type	Description	Default
`i`	`int`	The index	required

Returns:

Type	Description
`IndicatorDataPoint`	the ith most recent indicator value.

iter

__iter__() -> Iterator[IndicatorDataPoint]

equals

equals(obj: Any) -> bool

Determines whether the specified object is equal to the current object.

Parameters:

Name	Type	Description	Default
`obj`	`Any`	The object to compare with the current object.	required

Returns:

Type	Description
`bool`	true if the specified object is equal to the current object; otherwise, false.

get_enumerator

get_enumerator() -> IEnumerator[IndicatorDataPoint]

Returns an enumerator that iterates through the history window.

Returns:

Type	Description
`IEnumerator[IndicatorDataPoint]`	A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the history window.

get_hash_code

get_hash_code() -> int

Get Hash Code for this Object

Returns:

Type	Description
`int`	Integer Hash Code.

on_updated

on_updated(consolidated: IndicatorDataPoint) -> None

Event invocator for the Updated event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`consolidated`	`IndicatorDataPoint`	This is the new piece of data produced by this indicator	required

to_detailed_string

to_detailed_string() -> str

Provides a more detailed string of this indicator in the form of {Name} - {Value}

Returns:

Type	Description
`str`	A detailed string of this indicator's current state.

to_string

to_string() -> str

ToString Overload for Indicator Base

Returns:

Type	Description
`str`	String representation of the indicator.

validate_and_compute_next_value

validate_and_compute_next_value(
    input: QuantConnect_Indicators_IndicatorBase_T,
) -> IndicatorResult

Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`input`	`QuantConnect_Indicators_IndicatorBase_T`	The input given to the indicator	required

Returns:

Type	Description
`IndicatorResult`	An IndicatorResult object including the status of the indicator.

McClellanSummationIndex

QuantConnect.Indicators.McClellanSummationIndex

summation

mc_clellan_oscillator

is_ready

warm_up_period

consolidators

current

previous

name

samples

updated

window

add

compute_next_value

remove

reset

__eq__

__ge__

__gt__

__le__

__lt__

__ne__

compare_to

update

__getitem__

__iter__

equals

get_enumerator

get_hash_code

on_updated

to_detailed_string

to_string

validate_and_compute_next_value

eq

ge

gt

le

lt

ne

getitem

iter