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Fix issues with the IchimokuKinkoHyo indicator #9135

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Merged
Martin-Molinero merged 2 commits into from
Dec 19, 2025
Merged

Fix issues with the IchimokuKinkoHyo indicator #9135

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41d8b47
Fix issues with IchimokuKinkoHyo indicator
JosueNina Dec 16, 2025
8b25076
Use indicator extension methods for automatic updates
JosueNina Dec 18, 2025
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63 changes: 9 additions & 54 deletions Indicators/IchimokuKinkoHyo.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -147,51 +147,18 @@ public IchimokuKinkoHyo(string name, int tenkanPeriod = 9, int kijunPeriod = 26,
KijunMinimum = new Minimum(name + "_KijunMin", kijunPeriod);
SenkouBMaximum = new Maximum(name + "_SenkouBMaximum", senkouBPeriod);
SenkouBMinimum = new Minimum(name + "_SenkouBMinimum", senkouBPeriod);
DelayedTenkanSenkouA = new Delay(name + "DelayedTenkan", senkouADelayPeriod);
DelayedKijunSenkouA = new Delay(name + "DelayedKijun", senkouADelayPeriod);
DelayedMaximumSenkouB = new Delay(name + "DelayedMax", senkouBDelayPeriod);
DelayedMinimumSenkouB = new Delay(name + "DelayedMin", senkouBDelayPeriod);
Chikou = new Delay(name + "_Chikou", senkouADelayPeriod);

SenkouA = new FunctionalIndicator<IndicatorDataPoint>(
name + "_SenkouA",
input => SenkouA.IsReady ? (DelayedTenkanSenkouA.Current.Value + DelayedKijunSenkouA.Current.Value) / 2 : decimal.Zero,
senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
DelayedMaximumSenkouB = new Delay(name + "DelayedMax", senkouBDelayPeriod).Of(SenkouBMaximum);
DelayedMinimumSenkouB = new Delay(name + "DelayedMin", senkouBDelayPeriod).Of(SenkouBMinimum);

SenkouB = new FunctionalIndicator<IndicatorDataPoint>(
name + "_SenkouB",
input => SenkouB.IsReady ? (DelayedMaximumSenkouB.Current.Value + DelayedMinimumSenkouB.Current.Value) / 2 : decimal.Zero,
senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
Tenkan = TenkanMaximum.Plus(TenkanMinimum).Over(2m);
DelayedTenkanSenkouA = new Delay(name + "DelayedTenkan", senkouADelayPeriod).Of(Tenkan);

Tenkan = new FunctionalIndicator<IndicatorDataPoint>(
name + "_Tenkan",
input => Tenkan.IsReady ? (TenkanMaximum.Current.Value + TenkanMinimum.Current.Value) / 2 : decimal.Zero,
tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
() =>
{
TenkanMaximum.Reset();
TenkanMinimum.Reset();
});
Kijun = KijunMaximum.Plus(KijunMinimum).Over(2m);
DelayedKijunSenkouA = new Delay(name + "DelayedKijun", senkouADelayPeriod).Of(Kijun);

Kijun = new FunctionalIndicator<IndicatorDataPoint>(
name + "_Kijun",
input => Kijun.IsReady ? (KijunMaximum.Current.Value + KijunMinimum.Current.Value) / 2 : decimal.Zero,
kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
() =>
{
KijunMaximum.Reset();
KijunMinimum.Reset();
});
SenkouA = DelayedTenkanSenkouA.Plus(DelayedKijunSenkouA).Over(2m);
SenkouB = DelayedMaximumSenkouB.Plus(DelayedMinimumSenkouB).Over(2m);
Chikou = new Delay(name + "_Chikou", senkouADelayPeriod);
}

/// <summary>
Expand All @@ -212,22 +179,10 @@ protected override decimal ComputeNextValue(IBaseDataBar input)
{
TenkanMaximum.Update(input.EndTime, input.High);
TenkanMinimum.Update(input.EndTime, input.Low);
Tenkan.Update(input.EndTime, input.Close);
if (Tenkan.IsReady) DelayedTenkanSenkouA.Update(input.EndTime, Tenkan.Current.Value);

KijunMaximum.Update(input.EndTime, input.High);
KijunMinimum.Update(input.EndTime, input.Low);
Kijun.Update(input.EndTime, input.Close);
if (Kijun.IsReady) DelayedKijunSenkouA.Update(input.EndTime, Kijun.Current.Value);

SenkouA.Update(input.EndTime, input.Close);

SenkouB.Update(input.EndTime, input.Close);
SenkouBMaximum.Update(input.EndTime, input.High);
if (SenkouBMaximum.IsReady) DelayedMaximumSenkouB.Update(input.EndTime, SenkouBMaximum.Current.Value);
SenkouBMinimum.Update(input.EndTime, input.Low);
if (SenkouBMinimum.IsReady) DelayedMinimumSenkouB.Update(input.EndTime, SenkouBMinimum.Current.Value);

Chikou.Update(input.EndTime, input.Close);

return input.Close;
Expand Down
26 changes: 23 additions & 3 deletions Tests/Indicators/IchimokuKinkoHyoTests.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
Expand Down Expand Up @@ -36,7 +36,7 @@ protected override IndicatorBase<IBaseDataBar> CreateIndicator()

protected override Action<IndicatorBase<IBaseDataBar>, double> Assertion =>
(indicator, expected) =>
Assert.AreEqual(expected, (double) ((IchimokuKinkoHyo) indicator).Tenkan.Current.Value, 1e-3);
Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)indicator).Tenkan.Current.Value, 1e-3);

[Test]
public void ComparesWithExternalDataTenkanMaximum()
Expand Down Expand Up @@ -166,5 +166,25 @@ public void ComparesWithExternalDataDelayedMinimumSenkouB()
(ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).DelayedMinimumSenkouB.Current.Value)
);
}

[Test]
public void ComponentsAreNonZeroWhenIndicatorIsReady()
{
var indicator = new IchimokuKinkoHyo(2, 3, 2, 4, 2, 2);
var date = new DateTime(2017, 1, 1);

for (int i = 1; i <= indicator.WarmUpPeriod; i++)
{
var tradeBar = new TradeBar(date + TimeSpan.FromDays(i), Symbols.SPY,
100 * i, 200 * i, 100 * i, 200 * i, 500 * i);
indicator.Update(tradeBar);
}

Assert.IsTrue(indicator.IsReady);
Assert.AreNotEqual(0m, indicator.Tenkan.Current.Value);
Assert.AreNotEqual(0m, indicator.Kijun.Current.Value);
Assert.AreNotEqual(0m, indicator.SenkouA.Current.Value);
Assert.AreNotEqual(0m, indicator.SenkouB.Current.Value);
}
}
}
}
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