feat: implement TDSequential (TD Sequential Candlestick Indicator) #6620#9325
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vibeyclaw wants to merge 1 commit intoQuantConnect:masterfrom
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feat: implement TDSequential (TD Sequential Candlestick Indicator) #6620#9325vibeyclaw wants to merge 1 commit intoQuantConnect:masterfrom
vibeyclaw wants to merge 1 commit intoQuantConnect:masterfrom
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Implements the TD Sequential indicator as requested in QuantConnect#6620. TD Sequential, developed by Tom DeMark, identifies potential trend exhaustion via two phases: - Setup: 9 consecutive bars where each close is higher (sell) or lower (buy) than the close 4 bars prior. SetupValue reports +1..+9 for sell setups and -1..-9 for buy setups. - Countdown: After a completed 9-bar setup, accumulates up to 13 qualifying bars (close >= high[2] for sell, close <= low[2] for buy). CountdownValue reports +1..+13 (sell) or -1..-13 (buy); ±13 signals trend exhaustion. The indicator extends BarIndicator and implements IIndicatorWarmUpPeriodProvider (WarmUpPeriod = 5). A RollingWindow<IBaseDataBar> of size 5 maintains the look-back bars needed by both phases. Closes QuantConnect#6620
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Hey @vibeyclaw! Thanks for the contribution, this is lacking a few pieces, specially tests! please take a look at other indicator PRs , like https://github.com/QuantConnect/Lean/pull/9109/changes . But there are many examples see https://github.com/QuantConnect/Lean/pulls?q=is%3Apr+indicator+is%3Aclosed |
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Summary
Implements the TD Sequential candlestick indicator as requested in #6620.
TD Sequential, developed by Tom DeMark, is a momentum-based indicator that identifies potential trend exhaustion points through two sequential phases.
Implementation
Setup Phase
SetupValuereports +1 to +9 for sell setups, -1 to -9 for buy setupsCountdown Phase
CountdownValuereports +1 to +13 (sell) or -1 to -13 (buy)Class Details
BarIndicator(consumesIBaseDataBar)IIndicatorWarmUpPeriodProviderwithWarmUpPeriod = 5RollingWindow<IBaseDataBar>of size 5 for efficient look-backSetupValueandCountdownValueReset()supportReference
Closes #6620