Is there any way to obtain the previous 7 day close for SPY? I'm trying to buy a stock if the current price on close is less than the previous 7 day close, but in my current algorithim, it accounts for the current 7 day close so no orders are being placed. Any help is appreciated!
Jared Broad
Hi Frank, this is covered in Boot Camp. How can we make Boot Camp easier to digest?
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Frank DiGiacomo
Hi Jared, is there a specific lesson I shoud look at? I've tried using the history function with 7 day time frame but can't seem to update it?
Shile Wen
Hi Frank,
I'd suggest storing the closing data in a RollingWindow and checking if the current close is smaller than the 7 previous closes before adding the current close to the RollingWindow. I've shown this in the attached backtest.
Best,
Shile Wen
Frank DiGiacomo
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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