Creating an Indicator

Creating a custom indicator in API is described in the Custom Indicator section. Such indicators are fully compatible with Designer.

To create an indicator, you need to select the Indicators folder on the Schemes panel, right-click, and select Add from the context menu:

Designer_Source_Code_Indicator_00

The indicator code will look like this:

import clr
import random

clr.AddReference("StockSharp.BusinessEntities")
clr.AddReference("StockSharp.Algo")

from StockSharp.Algo.Indicators import BaseIndicator, DecimalIndicatorValue
from indicator_extensions import *

class empty_indicator(BaseIndicator):
    """
    Sample indicator demonstrating saving and loading parameters.

    Doc https://doc.stocksharp.com/topics/designer/strategies/using_code/python/create_own_indicator.html
    
    Changes input price on +20% or -20%.
    """
    def __init__(self):
        super(empty_indicator, self).__init__()
        self._change = 20
        self._counter = 0
        self._isFormed = False

    @property
    def Change(self) -> int:
        return self._change

    @Change.setter
    def Change(self, value):
        self._change = value
        self.Reset()

    def CalcIsFormed(self):
        """Determines if the indicator has received sufficient inputs to be considered formed."""
        return self._isFormed

    def Reset(self):
        """Resets the indicator's state and internal counters."""
        super(empty_indicator, self).Reset()
        self._isFormed = False
        self._counter = 0

    def OnProcess(self, input):
        """
        Processes the incoming indicator value and applies a random change.
        
        :param input: The incoming indicator value.
        :return: A new DecimalIndicatorValue after applying changes.
        """
        # Every 10th call, try to return an empty value
        if random.randint(0, 10) == 0:
            return DecimalIndicatorValue(self, input.Time)

        if self._counter == 5:
            # For example, our indicator needs 5 inputs to become formed
            self._isFormed = True
        self._counter += 1

        value = to_decimal(input)

        # Apply random change of +/- _change percent to the current value
        value += value * random.randint(-self._change, self._change) / 100.0

        result = DecimalIndicatorValue(self, value, input.Time)
        # Mark value as final based on a random decision
        result.IsFinal = bool(random.getrandbits(1))
        return result

    def Load(self, storage):
        """
        Loads the indicator parameters from persistent storage.
        
        :param storage: The settings storage to load from.
        """
        super(empty_indicator, self).Load(storage)
        self.Change = storage.GetValue("Change", self.Change)

    def Save(self, storage):
        """
        Saves the indicator parameters to persistent storage.
        
        :param storage: The settings storage to save to.
        """
        super(empty_indicator, self).Save(storage)
        storage.SetValue("Change", self.Change)

    def __str__(self):
        return f"Change: {self.Change}"

    def ToString(self):
        return str(self)

This indicator receives an incoming value and makes a random deviation based on the specified Change parameter value.

Description of indicator methods is available in the Custom Indicator section.

To add the created indicator to the scheme, you need to use the Indicator cube, and then set the desired indicator within it:

Designer_Source_Code_Indicator_01

The Change parameter, previously set in the indicator code, is shown in the properties panel.

Warning

Indicators from Python code cannot be used in strategies created in Python code. They can only be used in strategies created from cubes.

Table of Contents

Creating an Indicator

Warning