Uses Indicator Window in Timeseries Examples

04 Research Environment/06 Indicators/02 Data Point Indicators/04 Create Indicator Timeseries.php

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+<p>You need to <a href="/docs/v2/research-environment/indicators/data-point-indicators#03-Create-Subscriptions">subscribe to some market data</a> and create an indicator in order to calculate a timeseries of indicator values. In this example, use a 20-period 2-standard-deviation <code>BollingerBands</code> indicator.</p>
+<div class="section-example-container">
+        <pre class="csharp">var bb = new BollingerBands(20, 2);</pre>
+        <pre class="python">bb = BollingerBands(20, 2)</pre>
+</div>
+
+<?
+$variableName='bb';
+$pythonImage='<img class="python docs-image" src="https://cdn.quantconnect.com/i/tu/indicator-datapoint-py-helper-bb.png" alt="Historical bollinger band data">';
+
+$setWindowSizeExampleContainer='
+    <div class="section-example-container">
+        <pre class="csharp">// Set the window.size to the desired timeseries length
+bb.Window.Size=50;
+bb.LowerBand.Window.Size=50;
+bb.MiddleBand.Window.Size=50;
+bb.UpperBand.Window.Size=50;
+bb.BandWidth.Window.Size=50;
+bb.PercentB.Window.Size=50;
+bb.StandardDeviation.Window.Size=50;
+bb.Price.Window.Size=50;</pre>
+        <pre class="python"># Set the window.size to the desired timeseries length
+bb.window.size=50
+bb.lower_band.window.size=50
+bb.middle_band.window.size=50
+bb.upper_band.window.size=50
+bb.band_width.window.size=50
+bb.percent_b.window.size=50
+bb.standard_deviation.window.size=50
+bb.price.window.size=50</pre>
+    </div>';
+
+$dataDisplayStep = '
+    <li class="csharp">Display the data.</li>
+    <div class="csharp section-example-container">
+        <pre class="csharp">foreach (var i in Enumerable.Range(0, 5).Reverse())
+{
+    Console.WriteLine($"{bb[i].EndTime:yyyyMMdd} {bb[i].Value:f4} {bb.LowerBand[i].Value:f4} {bb.MiddleBand[i].Value:f4} {bb.UpperBand[i].Value:f4} {bb.BandWidth[i].Value:f4} {bb.PercentB[i].Value:f4} {bb.StandardDeviation[i].Value:f4} {bb.Price[i].Value:f4}");
+}</pre>
+    </div>
+    <img class="csharp docs-image" src="https://cdn.quantconnect.com/i/tu/indicator-datapoint-cs-classic-bb.png" alt="Historical bollinger band data">
+
+    <li class="python">Populate a <code>DataFrame</code> with the data in the <code>Indicator</code> object.</li>
+    <div class="python section-example-container">
+        <pre class="python">bb_dataframe = pd.DataFrame({
+        "current": pd.Series({x.end_time: x.value for x in bb}),
+    "lower_band": pd.Series({x.end_time: x.value for x in bb.lower_band}),
+    "middle_band": pd.Series({x.end_time: x.value for x in bb.middle_band}),
+    "upper_band": pd.Series({x.end_time: x.value for x in bb.upper_band}),
+    "band_width": pd.Series({x.end_time: x.value for x in bb.band_width}),
+    "percent_b": pd.Series({x.end_time: x.value for x in bb.percent_b}),
+    "standard_deviation": pd.Series({x.end_time: x.value for x in bb.standard_deviation}),
+    "price": pd.Series({x.end_time: x.value for x in bb.price})
+}).sort_index()</pre>
+    </div>
+    <img class="python docs-image" src="https://cdn.quantconnect.com/i/tu/indicator-datapoint-py-classic-bb.png" alt="Historical bollinger band data"';
+include(DOCS_RESOURCES."/indicators/create-indicator-timeseries.php");
+?>

04 Research Environment/06 Indicators/03 Bar Indicators/04 Create Indicator Timeseries.php

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+<p>You need to <a href="/docs/v2/research-environment/indicators/bar-indicators#03-Create-Subscriptions">subscribe to some market data</a> and create an indicator in order to calculate a timeseries of indicator values. In this example, use a 20-period <code>AverageTrueRange</code> indicator.</p>
+<div class="section-example-container">
+        <pre class="csharp">var atr = new AverageTrueRange(20);</pre>
+        <pre class="python">atr = AverageTrueRange(20)</pre>
+</div>
+
+<?
+$variableName='atr';
+$pythonImage='<img class="python docs-image" src="https://cdn.quantconnect.com/i/tu/indicator-bar-py-helper-atr.png" alt="Historical average true range data">';
+
+$setWindowSizeExampleContainer='
+    <div class="section-example-container">
+        <pre class="csharp">// Set the window.size to the desired timeseries length
+atr.Window.Size = 50;
+atr.TrueRange.Window.Size = 50;</pre>
+        <pre class="python"># Set the window.size to the desired timeseries length
+atr.window.size = 50
+atr.true_range.window.size = 50</pre>
+    </div>';
+
+$dataDisplayStep = '
+    <li class="csharp">Display the data.</li>
+    <div class="csharp section-example-container">
+        <pre class="csharp">foreach (var i in Enumerable.Range(0, 5).Reverse())
+{
+    Console.WriteLine($"{atr[i].EndTime:yyyyMMdd} {atr[i].Value:f4} {atr.TrueRange[i].Value:f4}");
+}</pre>
+    </div>
+    <img class="csharp docs-image" src="https://cdn.quantconnect.com/i/tu/indicator-bar-cs-classic-atr.png" alt="Historical average true range data">
+
+    <li class="python">Populate a <code>DataFrame</code> with the data in the <code>Indicator</code> object.</li>
+    <div class="python section-example-container">
+        <pre class="python">atr_dataframe = pd.DataFrame({
+    "current": pd.Series({x.end_time: x.value for x in atr}), 
+    "truerange": pd.Series({x.end_time: x.value for x in atr.true_range})
+}).sort_index()</pre>
+    </div>
+    <img class="python docs-image" src="https://cdn.quantconnect.com/i/tu/indicator-bar-py-classic-atr.png" alt="Historical average true range data">';
+include(DOCS_RESOURCES."/indicators/create-indicator-timeseries.php");
+?>