Hi all! I'm pretty new to QuantConnect and getting a little confused! I want to use an indicator in my Universe Selection. Specifically the standard deviation of the price, over the last 300 minutes.
My universe resolution is in minutes.
I am creating the indicator in a SelectionData class:
class SelectionData(object):
def __init__(self, symbol, period):
self.symbol = symbol
self.stddev = StandardDeviation(period)
def update(self, time, price):
self.stddev.Update()
and have two questions:
1) How do I know what to pass into the Update() method? I the documentation here:
https://www.quantconnect.com/docs/algorithm-reference/indicators#indicator-standarddeviationI can't see what the Update method needs.
2) Will my universe selection have to run 300 times for this indicator to calculate, or, will it calculate the second time Universe Selection runs (1 day after start?)
Thanks for any help!
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