To create an automatic indicators for KaufmanEfficiencyRatio, call the KER helper method from the QCAlgorithm class. The KER method creates a KaufmanEfficiencyRatio object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initializeinitialize method.
public class KaufmanEfficiencyRatioAlgorithm : QCAlgorithm{ private Symbol _symbol; private KaufmanEfficiencyRatio _ker; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ker = KER(_symbol, 20); } public override void OnData(Slice data) { if (_ker.IsReady) { // The current value of _ker is represented by itself (_ker) // or _ker.Current.Value Plot("KaufmanEfficiencyRatio", "ker", _ker); } }} class KaufmanEfficiencyRatioAlgorithm(QCAlgorithm): def initialize(self) -> None: self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol self._ker = self.ker(self._symbol, 20) def on_data(self, slice: Slice) -> None: if self._ker.is_ready: # The current value of self._ker is represented by self._ker.current.value self.plot("KaufmanEfficiencyRatio", "ker", self._ker.current.value) The following reference table describes the KER method:
ker(symbol, period=2, resolution=None, selector=None)[source]
Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution.
Parameters:
- symbol (Symbol) — The symbol whose EF we want
- period (int, optional) — The period of the EF
- resolution (Resolution, optional) — The resolution
- selector (Callable[IBaseData, float], optional) — x.Value)
Returns:
The KaufmanEfficiencyRatio indicator for the given parameters
Return type:
KaufmanEfficiencyRatio
KER(symbol, period=2, resolution=None, selector=None)[source]
Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution.
Parameters:
- symbol (Symbol) — The symbol whose EF we want
- period (Int32, optional) — The period of the EF
- resolution (Resolution, optional) — The resolution
- selector (Func<IBaseData, Decimal>, optional) — x.Value)
Returns:
The KaufmanEfficiencyRatio indicator for the given parameters
Return type:
KaufmanEfficiencyRatio
If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.
For more information about the selector argument, see Alternative Price Fields.
For more information about plotting indicators, see Plotting Indicators.
You can manually create a KaufmanEfficiencyRatio indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.
Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Updateupdate method with time/number pair or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.
public class KaufmanEfficiencyRatioAlgorithm : QCAlgorithm{ private Symbol _symbol; private KaufmanEfficiencyRatio _ker; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ker = new KaufmanEfficiencyRatio(20); } public override void OnData(Slice data) { if (data.Bars.TryGetValue(_symbol, out var bar)) { _ker.Update(bar.EndTime, bar.Close); } if (_ker.IsReady) { // The current value of _ker is represented by itself (_ker) // or _ker.Current.Value Plot("KaufmanEfficiencyRatio", "ker", _ker); } }} class KaufmanEfficiencyRatioAlgorithm(QCAlgorithm): def initialize(self) -> None: self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol self._ker = KaufmanEfficiencyRatio(20) def on_data(self, slice: Slice) -> None: bar = slice.bars.get(self._symbol) if bar: self._ker.update(bar.EndTime, bar.Close) if self._ker.is_ready: # The current value of self._ker is represented by self._ker.current.value self.plot("KaufmanEfficiencyRatio", "ker", self._ker.current.value) To register a manual indicator for automatic updates with the security data, call the RegisterIndicatorregister_indicator method.
public class KaufmanEfficiencyRatioAlgorithm : QCAlgorithm{ private Symbol _symbol; private KaufmanEfficiencyRatio _ker; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _ker = new KaufmanEfficiencyRatio(20); RegisterIndicator(_symbol, _ker, Resolution.Daily); } public override void OnData(Slice data) { if (_ker.IsReady) { // The current value of _ker is represented by itself (_ker) // or _ker.Current.Value Plot("KaufmanEfficiencyRatio", "ker", _ker); } }} class KaufmanEfficiencyRatioAlgorithm(QCAlgorithm): def initialize(self) -> None: self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol self._ker = KaufmanEfficiencyRatio(20) self.register_indicator(self._symbol, self._ker, Resolution.DAILY) def on_data(self, slice: Slice) -> None: if self._ker.is_ready: # The current value of self._ker is represented by self._ker.current.value self.plot("KaufmanEfficiencyRatio", "ker", self._ker.current.value) The following reference table describes the KaufmanEfficiencyRatio constructor:
KaufmanEfficiencyRatio
class QuantConnect.Indicators.KaufmanEfficiencyRatio[source]
This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp
get_enumerator()
Returns an enumerator that iterates through the history window.
Return type:
IEnumerator[IndicatorDataPoint]
reset()
Resets this indicator to its initial state
to_detailed_string()
Provides a more detailed string of this indicator in the form of {Name} - {Value}
Return type:
str
update(time, value)
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
Parameters:
- time (datetime)
- value (float)
Return type:
bool
update(input)
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
Parameters:
- input (IBaseData)
Return type:
bool
property consolidators
The data consolidators associated with this indicator if any
Returns:
The data consolidators associated with this indicator if any
Return type:
ISet[IDataConsolidator]
property current
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Returns:
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Return type:
IndicatorDataPoint
property is_ready
Gets a flag indicating when this indicator is ready and fully initialized
Returns:
Gets a flag indicating when this indicator is ready and fully initialized
Return type:
bool
property item
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.
Returns:
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.
Return type:
IndicatorDataPoint
property name
Gets a name for this indicator
Returns:
Gets a name for this indicator
Return type:
str
property period
Gets the period of this window indicator
Returns:
Gets the period of this window indicator
Return type:
int
property previous
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Returns:
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Return type:
IndicatorDataPoint
property samples
Gets the number of samples processed by this indicator
Returns:
Gets the number of samples processed by this indicator
Return type:
int
property warm_up_period
Required period, in data points, to the indicator to be ready and fully initialized
Returns:
Required period, in data points, to the indicator to be ready and fully initialized
Return type:
int
property window
A rolling window keeping a history of the indicator values of a given period
Returns:
A rolling window keeping a history of the indicator values of a given period
Return type:
RollingWindow[IndicatorDataPoint]
KaufmanEfficiencyRatio
class QuantConnect.Indicators.KaufmanEfficiencyRatio[source]
This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp
GetEnumerator()
Returns an enumerator that iterates through the history window.
Return type:
IEnumerator[IndicatorDataPoint]
Reset()
Resets this indicator to its initial state
ToDetailedString()
Provides a more detailed string of this indicator in the form of {Name} - {Value}
Return type:
String
Update(time, value)
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
Parameters:
- time (DateTime)
- value (decimal)
Return type:
Boolean
Update(input)
Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise
Parameters:
- input (IBaseData)
Return type:
Boolean
property Consolidators
The data consolidators associated with this indicator if any
Returns:
The data consolidators associated with this indicator if any
Return type:
ISet<IDataConsolidator>
property Current
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Returns:
Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Return type:
IndicatorDataPoint
property IsReady
Gets a flag indicating when this indicator is ready and fully initialized
Returns:
Gets a flag indicating when this indicator is ready and fully initialized
Return type:
bool
property Name
Gets a name for this indicator
Returns:
Gets a name for this indicator
Return type:
string
property Period
Gets the period of this window indicator
Returns:
Gets the period of this window indicator
Return type:
Int32
property Previous
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Returns:
Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.
Return type:
IndicatorDataPoint
property Samples
Gets the number of samples processed by this indicator
Returns:
Gets the number of samples processed by this indicator
Return type:
int
property WarmUpPeriod
Required period, in data points, to the indicator to be ready and fully initialized
Returns:
Required period, in data points, to the indicator to be ready and fully initialized
Return type:
Int32
property Window
A rolling window keeping a history of the indicator values of a given period
Returns:
A rolling window keeping a history of the indicator values of a given period
Return type:
RollingWindow<IndicatorDataPoint>
property [System.Int32]
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.
Returns:
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.
Return type:
IndicatorDataPoint
