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Hello everyone,
I'm trying to combine a support and resistance algorithm with an options algorithm, and I'm stuck on how to combine the OnData(self, slice) and OnData(self, data) parts. I will the second algorithm in a following post.
Thanks,
MSquared
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Fireball
Basic options algorithm.
Shile Wen
Hi Msquared,
slice and data are the same thing, and are both Slice objects. For example, data.OptionChains will also work for the first algorithm.
Best,
Shile WenÂ
Fireball
Haha face palm!
Jared Broad
Msquared I did this problem precisely one sunday afternoonÂ
https://www.quantconnect.com/forum/discussion/8220/sunday-afternoon-fun-options-support-and-resistance-with-trade-management/p1Â
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Fireball
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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