Merge pull request #2518 from Ruuudy1/feature-alternative-equity-adx-trend-filter

Add manual indicator alternative for equity-adx-trend-filter

Author: DerekMelchin

project-templates/csharp/equity-adx-trend-filter/Main.cs

@@ -72,12 +72,25 @@ public override void Initialize()
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         SetCash(100000);
+        // AutomaticIndicatorWarmUp only supports automatic indicators, not manual indicators.
         Settings.AutomaticIndicatorWarmUp = true;
         _spy = AddEquity("SPY").Symbol;
         var fastEma = EMA(_spy, 50, Resolution.Daily);
         var slowEma = EMA(_spy, 200, Resolution.Daily);
         _trend = fastEma.Minus(slowEma);
+        // Alternatively, use a manual indicator.
+        // var fastEma = new ExponentialMovingAverage(50);
+        // WarmUpIndicator<IndicatorDataPoint>(_spy, fastEma, Resolution.Daily);
+        // RegisterIndicator(_spy, fastEma, Resolution.Daily);
+        // var slowEma = new ExponentialMovingAverage(200);
+        // WarmUpIndicator<IndicatorDataPoint>(_spy, slowEma, Resolution.Daily);
+        // RegisterIndicator(_spy, slowEma, Resolution.Daily);
+        // _trend = fastEma.Minus(slowEma);
         _adx = ADX(_spy, 14, Resolution.Daily);
+        // Alternatively, use a manual indicator.
+        // _adx = new AverageDirectionalIndex(14);
+        // WarmUpIndicator(_spy, _adx, Resolution.Daily);
+        // RegisterIndicator(_spy, _adx, Resolution.Daily);
         PlotIndicator("Trend", _trend);
         PlotIndicator("ADX", _adx);
         Schedule.On(

project-templates/python/equity-adx-trend-filter/main.py

@@ -9,13 +9,26 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
+        # automatic_indicator_warm_up only supports automatic indicators, not manual indicators.
         self.settings.automatic_indicator_warm_up = True
         self._spy = self.add_equity("SPY")
         self._trend = IndicatorExtensions.minus(
-            self.ema(self._spy, 50, Resolution.DAILY), 
+            self.ema(self._spy, 50, Resolution.DAILY),
             self.ema(self._spy, 200, Resolution.DAILY)
         )
+        # Alternatively, use a manual indicator.
+        # self._ema_fast = ExponentialMovingAverage(50)
+        # self.warm_up_indicator(self._spy, self._ema_fast, Resolution.DAILY)
+        # self.register_indicator(self._spy, self._ema_fast, Resolution.DAILY)
+        # self._ema_slow = ExponentialMovingAverage(200)
+        # self.warm_up_indicator(self._spy, self._ema_slow, Resolution.DAILY)
+        # self.register_indicator(self._spy, self._ema_slow, Resolution.DAILY)
+        # self._trend = IndicatorExtensions.minus(self._ema_fast, self._ema_slow)
         self._adx = self.adx(self._spy, 14, Resolution.DAILY)
+        # Alternatively, use a manual indicator.
+        # self._adx = AverageDirectionalIndex(14)
+        # self.warm_up_indicator(self._spy, self._adx, Resolution.DAILY)
+        # self.register_indicator(self._spy, self._adx, Resolution.DAILY)
         self.plot_indicator("Trend", self._trend)
         self.plot_indicator("ADX", self._adx)
         self.schedule.on(