PivotPointsHighLow

QuantConnect.Indicators.PivotPointsHighLow

PivotPointsHighLow(
    surrounding_bars_count: int,
    last_stored_values: int = 100,
)

PivotPointsHighLow(
    surrounding_bars_count_for_high_point: int,
    surrounding_bars_count_for_low_point: int,
    last_stored_values: int = 100,
    strict: bool = True,
)

PivotPointsHighLow(
    name: str,
    surrounding_bars_count_for_high_point: int,
    surrounding_bars_count_for_low_point: int,
    last_stored_values: int = 100,
    strict: bool = True,
)

Bases: IndicatorBase[IBaseDataBar], IIndicatorWarmUpPeriodProvider

Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low

Signature descriptions:

Creates a new instance of PivotPointsHighLow indicator with an equal high and low length
Creates a new instance of PivotPointsHighLow indicator

Parameters:

Name	Type	Description	Default
`surrounding_bars_count`	`Optional[int]`	The length parameter here defines the number of surrounding bars that we compare against the current bar high and lows for the max/min	`None`
`last_stored_values`	`int`	The number of last stored indicator values	`100`
`surrounding_bars_count_for_high_point`	`Optional[int]`	The number of surrounding bars whose high values should be less than the current bar's for the bar high to be marked as high pivot point	`None`
`surrounding_bars_count_for_low_point`	`Optional[int]`	The number of surrounding bars whose low values should be more than the current bar's for the bar low to be marked as low pivot point	`None`
`strict`	`Optional[bool]`	When true (default), uses strict inequalities (> and <). When false, uses relaxed inequalities (>= and <=) allowing equal values to be detected as pivot points.	`True`
`name`	`Optional[str]`	The name of an indicator	`None`

new_pivot_point_formed

new_pivot_point_formed: _EventContainer[
    Callable[[Object, PivotPointsEventArgs], Any], Any
]

Event informs of new pivot point formed with new data update

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

compute_next_value

compute_next_value(input: IBaseDataBar) -> float

Computes the next value of this indicator from the given state

This codeEntityType is protected.

Parameters:

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

Returns:

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

convert_to_computed_value

convert_to_computed_value(
    high_point: PivotPoint, low_point: PivotPoint
) -> float

Method for converting high and low pivot points to a decimal value.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`high_point`	`PivotPoint`	new high point or null	required
`low_point`	`PivotPoint`	new low point or null	required

Returns:

Type	Description
`float`	a decimal value representing the values of high and low pivot points.

find_next_high_pivot_point

find_next_high_pivot_point(
    window_highs: RollingWindow[IBaseDataBar],
    mid_point_index_or_surrounding_bars_count: int,
) -> PivotPoint

Looks for the next high pivot point.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`window_highs`	`RollingWindow[IBaseDataBar]`	rolling window that tracks the highs	required
`mid_point_index_or_surrounding_bars_count`	`int`	The midpoint index or surrounding bars count for highs	required

Returns:

Type	Description
`PivotPoint`	pivot point if found else null.

find_next_low_pivot_point

find_next_low_pivot_point(
    window_lows: RollingWindow[IBaseDataBar],
    mid_point_index_or_surrounding_bars_count: int,
) -> PivotPoint

Looks for the next low pivot point.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`window_lows`	`RollingWindow[IBaseDataBar]`	rolling window that tracks the lows	required
`mid_point_index_or_surrounding_bars_count`	`int`	The midpoint index or surrounding bars count for lows	required

Returns:

Type	Description
`PivotPoint`	pivot point if found else null.

get_all_pivot_points_array

get_all_pivot_points_array() -> List[PivotPoint]

Get all pivot points, in the order such that first element in collection is the nearest to the present date

Returns:

Type	Description
`List[PivotPoint]`	An array of low and high pivot points. Ordered by time in descending order.

get_high_pivot_points_array

get_high_pivot_points_array() -> List[PivotPoint]

Get current high pivot points, in the order such that first element in collection is the nearest to the present date

Returns:

Type	Description
`List[PivotPoint]`	An array of high pivot points.

get_low_pivot_points_array

get_low_pivot_points_array() -> List[PivotPoint]

Get current low pivot points, in the order such that first element in collection is the nearest to the present date

Returns:

Type	Description
`List[PivotPoint]`	An array of low pivot points.

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.

PivotPointsHighLow

QuantConnect.Indicators.PivotPointsHighLow

new_pivot_point_formed

is_ready

warm_up_period

consolidators

current

previous

name

samples

updated

window

compute_next_value

convert_to_computed_value

find_next_high_pivot_point

find_next_low_pivot_point

get_all_pivot_points_array

get_high_pivot_points_array

get_low_pivot_points_array

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