custom-indicator

name	custom-indicator
description	Creates a custom indicator class in QuantConnect/LEAN. Invoke for "create a custom indicator", "implement [name] indicator", "I need an indicator LEAN doesn't have", "PythonIndicator", "custom indicator class". Skip for LEAN built-ins (SMA, EMA, RSI).

/custom-indicator -- QuantConnect Custom Indicator

Creates a custom indicator class and wires it into an algorithm.

Step 1 -- Gather Indicator Information

Ask the user: (1) indicator name; (2) formula/logic; (3) input type -- IndicatorDataPoint (single price), TradeBar (OHLCV, default), QuoteBar (bid/ask); (4) period; (5) internal LEAN indicators (SMA, EMA, RSI) -- construct and update inside ComputeNextValue; (6) scope -- single symbol or universe; (7) warm-up -- manual (recommended) or automatic.

Step 2 -- Generate the Code

Python: from AlgorithmImports import * only. Inherit PythonIndicator. File: snake_case.py in its own file. C#: inherit Indicator (or BarIndicator for OHLCV). Set WarmUpPeriod in constructor. File: PascalCase.cs. Manual warm-up (default): loop History<TradeBar>(symbol, period + 1, Resolution.Daily), call indicator.Update(bar) before RegisterIndicator. Automatic warm-up: Settings.AutomaticIndicatorWarmUp = true in Initialize.

Indicator class

public class CustomVolatility : Indicator
{
    private readonly RollingWindow<decimal> _window;
    public CustomVolatility(int period) : base("CustomVolatility")
    {
        _window = new RollingWindow<decimal>(period);
        WarmUpPeriod = period;
    }
    public override bool IsReady => _window.IsReady;
    protected override decimal ComputeNextValue(IndicatorDataPoint input)
    {
        _window.Add(input.Value);
        if (!IsReady) return 0m;
        // Compute from _window here.
        return 0m;
    }
}

For OHLCV in C#, inherit BarIndicator and use IBaseDataBar in ComputeNextValue.

Single-symbol integration

var symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_indicator = new CustomVolatility(period);
foreach (var bar in History<TradeBar>(symbol, period + 1, Resolution.Daily))
    _indicator.Update(bar);
RegisterIndicator(symbol, _indicator);

Universe integration

C# mirrors Python: use OnSecuritiesChanged, RegisterIndicator, DeregisterIndicator, Liquidate. Gate reads on _indicators[symbol].IsReady.

Step 3 -- Write Files via MCP

1. quantconnect:create_file with the indicator class.
2. quantconnect:update_file_contents for main.py / Main.cs.
3. Python only: add from custom_volatility import CustomVolatility after from AlgorithmImports import *.

Step 4 -- Compile

1. quantconnect:create_compile. Poll quantconnect:read_compile until BuildSuccess or BuildError. Fix errors and loop.

Step 5 -- Backtest and Verify

1. quantconnect:create_backtest. Poll quantconnect:read_backtest until complete.
2. Confirm IsReady becomes true and at least one order placed (if the algorithm has entry conditions).