ZigZag
ZigZag(
name: str,
sensitivity: float = 0.05,
min_trend_length: int = 1,
)
ZigZag(
sensitivity: float = 0.05, min_trend_length: int = 1
)
Bases: BarIndicator, IIndicatorWarmUpPeriodProvider
The ZigZag indicator identifies significant turning points in price movements, filtering out noise using a sensitivity threshold and a minimum trend length. It alternates between high and low pivots to determine market trends.
Signature descriptions:
-
Initializes a new instance of the ZigZag class with the specified parameters.
-
Initializes a new instance of the ZigZag class using default parameters.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
name
|
Optional[str]
|
The name of the indicator. |
None
|
sensitivity
|
float
|
The sensitivity threshold as a decimal value between 0 and 1. |
0.05
|
min_trend_length
|
int
|
The minimum number of bars required to form a valid trend. |
1
|
high_pivot: Identity
Stores the most recent high pivot value in the ZigZag calculation. Updated whenever a valid high pivot is identified.
low_pivot: Identity
Stores the most recent low pivot value in the ZigZag calculation. Updated whenever a valid low pivot is identified.
pivot_type: PivotPointType
Represents the current type of pivot (High or Low) in the ZigZag calculation. The value is updated based on the most recent pivot identified:
is_ready: bool
Indicates whether the indicator has enough data to produce meaningful output. The indicator is considered "ready" when the number of samples exceeds the minimum trend length.
warm_up_period: int
Gets the number of periods required for the indicator to warm up. This is equal to the minimum trend length plus one additional bar for initialization.
consolidators: ISet[IDataConsolidator]
The data consolidators associated with this indicator if any
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.
previous: IndicatorDataPoint
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
name: str
Gets a name for this indicator
samples: int
Gets the number of samples processed by this indicator
updated: _EventContainer[
Callable[[Object, IndicatorDataPoint], Any], Any
]
Event handler that fires after this indicator is updated
window: RollingWindow[IndicatorDataPoint]
A rolling window keeping a history of the indicator values of a given period
compute_next_value(input: IBaseDataBar) -> float
Computes the next value of the ZigZag indicator based on the input bar. Determines whether the input bar forms a new pivot or updates the current trend.
This codeEntityType is protected.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
IBaseDataBar
|
The current bar of market data used for the calculation. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The value of the most recent pivot, either a high or low, depending on the current trend. |
reset() -> None
Resets this indicator to its initial state
__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__(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__(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__(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__(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__(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(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(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__(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. |
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() -> 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() -> int
Get Hash Code for this Object
Returns:
| Type | Description |
|---|---|
int
|
Integer Hash Code. |
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() -> 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() -> str
ToString Overload for Indicator Base
Returns:
| Type | Description |
|---|---|
str
|
String representation of the indicator. |
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. |