/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using QuantConnect.Data.Market; namespace QuantConnect.Indicators { /// /// The Arms Index, also called the Short-Term Trading Index (TRIN) /// is a technical analysis indicator that compares the number of advancing /// and declining stocks (AD Ratio) to advancing and declining volume (AD volume). /// public class ArmsIndex : TradeBarIndicator, IIndicatorWarmUpPeriodProvider { private readonly IndicatorBase _arms; /// /// Gets the Advance/Decline Ratio (ADR) indicator /// public AdvanceDeclineRatio ADRatio { get; } /// /// Gets the Advance/Decline Volume Ratio (ADVR) indicator /// public AdvanceDeclineVolumeRatio ADVRatio { get; } /// /// Initializes a new instance of the class /// public ArmsIndex(string name) : base(name) { ADRatio = new AdvanceDeclineRatio(name + "_A/D Ratio"); ADVRatio = new AdvanceDeclineVolumeRatio(name + "_A/D Volume Ratio"); _arms = ADRatio.Over(ADVRatio, name); } /// /// Gets a flag indicating when this indicator is ready and fully initialized /// public override bool IsReady => ADRatio.IsReady && ADVRatio.IsReady; /// /// Required period, in data points, for the indicator to be ready and fully initialized. /// public int WarmUpPeriod => System.Math.Max(ADRatio.WarmUpPeriod, ADVRatio.WarmUpPeriod); /// /// Computes the next value of this indicator from the given state /// /// The input given to the indicator /// A new value for this indicator protected override decimal ComputeNextValue(TradeBar input) { ADRatio.Update(input); ADVRatio.Update(input); if (ADVRatio == 0) { return 0; } return _arms.Current.Value; } /// /// Resets this indicator to its initial state /// public override void Reset() { ADRatio.Reset(); ADVRatio.Reset(); _arms.Reset(); base.Reset(); } /// /// Add Tracking stock issue /// /// the tracking stock issue public void Add(Symbol asset) { ADRatio.Add(asset); ADVRatio.Add(asset); } /// /// Deprecated /// [Obsolete("Please use Add(asset)")] public void AddStock(Symbol asset) { Add(asset); } /// /// Remove Tracking stock issue /// /// the tracking stock issue public void Remove(Symbol asset) { ADRatio.Remove(asset); ADVRatio.Remove(asset); } /// /// Deprecated /// [Obsolete("Please use Remove(asset)")] public void RemoveStock(Symbol asset) { Remove(asset); } } }