NewHighsNewLowsVolume

QuantConnect.Indicators.NewHighsNewLowsVolume

NewHighsNewLowsVolume(name: str, period: int)

Bases: NewHighsNewLows[TradeBar]

The New Highs - New Lows Volume Ratio is a Breadth indicator calculated as ratio of summary volume of stocks reaching new high to summary volume of stocks reaching new low compared to high and low values in defined time period.

Initializes a new instance of the NewHighsNewLowsVolume class

volume_ratio

volume_ratio: IndicatorBase[TradeBar]

Volume ratio between the number of assets reaching new highs and the number of assets reaching new lows in defined time period.

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

name

name: str

Gets a name for this indicator

samples

samples: int

Gets the number of samples processed by this indicator

is_ready

is_ready: bool

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

updated

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

Event handler that fires after this indicator is updated

difference

difference: IndicatorBase[IBaseDataBar]

Difference between the number of assets reaching new highs and the number of assets reaching new lows in defined time period.

ratio

ratio: IndicatorBase[IBaseDataBar]

Ratio between the number of assets reaching new highs and the number of assets reaching new lows in defined time period.

new_highs

new_highs: ICollection[
    QuantConnect_Indicators_NewHighsNewLows_T
]

List of assets that reached new high

This Property is protected.

new_lows

new_lows: ICollection[
    QuantConnect_Indicators_NewHighsNewLows_T
]

List of assets that reached new high

This Property is protected.

compute_next_value

compute_next_value(input: TradeBar) -> float

Computes the next value of this indicator from the given state

This Class 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.

reset

reset() -> None

Resets tracked assets to its initial state

add

__add__(
    other: IndicatorBase[
        QuantConnect_Indicators_IndicatorBase_T
    ],
) -> float

__add__(other: float) -> float

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__(other: IIndicator) -> bool

__ge__(other: Any) -> bool

__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__(other: IIndicator) -> bool

__gt__(other: Any) -> bool

__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__(other: IIndicator) -> bool

__le__(other: Any) -> bool

__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__(other: IIndicator) -> bool

__lt__(other: Any) -> bool

__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

mul

__mul__(
    other: IndicatorBase[
        QuantConnect_Indicators_IndicatorBase_T
    ],
) -> float

__mul__(other: float) -> float

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

sub

__sub__(
    other: IndicatorBase[
        QuantConnect_Indicators_IndicatorBase_T
    ],
) -> float

__sub__(other: float) -> float

truediv

__truediv__(
    other: IndicatorBase[
        QuantConnect_Indicators_IndicatorBase_T
    ],
) -> float

__truediv__(other: float) -> float

compare_to

compare_to(other: IIndicator) -> int

compare_to(obj: Any) -> int

Signature descriptions:

Compares the current object with another object of the same type.
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.

Parameters:

Name	Type	Description	Default
`other`	`Optional[IIndicator]`	An object to compare with this object.	`None`
`obj`	`Optional[Any]`	An object to compare with this instance.	`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 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.]; Case 2: [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.]

minus

minus(constant: float) -> CompositeIndicator

minus(right: IndicatorBase) -> CompositeIndicator

minus(
    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
`constant`	`Optional[float]`	The subtrahend	`None`
`right`	`Optional[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(constant: float) -> CompositeIndicator

over(right: IndicatorBase) -> CompositeIndicator

over(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
`constant`	`Optional[float]`	The constant value denominator	`None`
`right`	`Optional[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(constant: float) -> CompositeIndicator

plus(right: IndicatorBase) -> CompositeIndicator

plus(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
`constant`	`Optional[float]`	The addend	`None`
`right`	`Optional[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.

times

times(constant: float) -> CompositeIndicator

times(right: IndicatorBase) -> CompositeIndicator

times(
    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
`constant`	`Optional[float]`	The constant value to multiple by	`None`
`right`	`Optional[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.

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.

float

__float__() -> float

int

__int__() -> int

neg

__neg__() -> float

radd

__radd__(other: float) -> float

rmul

__rmul__(other: float) -> float

rsub

__rsub__(other: float) -> float

rtruediv

__rtruediv__(other: float) -> float

ema

ema(
    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
`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.

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_hash_code

get_hash_code() -> int

Get Hash Code for this Object

Returns:

Type	Description
`int`	Integer Hash Code.

min

min(
    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
`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.

on_updated

on_updated(consolidated: IndicatorDataPoint) -> None

Event invocator for the Updated event

This Class is protected.

Parameters:

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

sma

sma(
    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
`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.

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_NewHighsNewLows_T,
) -> IndicatorResult

Computes the next value of this indicator from the given state

This Class is protected.

Parameters:

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

Returns:

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

weighted_by

weighted_by(
    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
`weight`	`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.

add

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

Add tracking asset issue

Parameters:

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

remove

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

Remove tracking asset issue

Parameters:

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

NewHighsNewLowsVolume

QuantConnect.Indicators.NewHighsNewLowsVolume

volume_ratio

warm_up_period

consolidators

previous

name

samples

is_ready

updated

difference

ratio

new_highs

new_lows

compute_next_value

reset

__add__

__eq__

__ge__

__gt__

__le__

__lt__

__mul__

__ne__

__sub__

__truediv__

compare_to

minus

over

plus

times

update

__float__

__int__

__neg__

__radd__

__rmul__

__rsub__

__rtruediv__

ema

equals

get_hash_code

min

on_updated

sma

to_detailed_string

to_string

validate_and_compute_next_value

weighted_by

add

remove

add

eq

ge

gt

le

lt

mul

ne

sub

truediv

float

int

neg

radd

rmul

rsub

rtruediv