The resolutions we have built-in are great and convenient, but it would be fantastic if we could include some of the other popular / highly used ones.
Not only would this save time for many (re: less time writing consolidators), it would also make onboarding easier for many that join the platform working with these other time frames.
Specifically, I'd like to request the addition of these four:
- Weekly
- FourHour
- ThirtyMinute
- FiveMinute
I know the QC folks have a lot of work already, and this would understandably be low priority. With some guidance i could try to tackle it. Can someone advise on which classes I'd need to dig into, to build this out? If it's not too overwhelming, I'll give it a shot and submit a pull request.
Arthur Asenheimer
Have you already noticed the Data Consolidation Algorithm on GitHub?
It demonstrates how you can create an event handler for the desired resolution.
.ekz.
Hi Arthur, thanks for the response. The method demonstrated in the algo you shared is indeed how I handle custom resolutions.
My post is about doing this without consolidators; the way we do with the built-in Resolutions. As mentioned in my original post above I want to spend "less time writing consolidators" for the other popular timeframes, especially the other intra-day ones.
Looking at the forum posts and seeing how people seem to get stuck on consolidators, I believe it would be useful for the community to have more time frames that do not require the use of consolidators.
Derek Melchin
Hi .ekz.,
We have an open GitHub Issue to enable custom resolutions for securities. Subscribe to our progress here.
Best,
Derek Melchin
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.ekz.
Will do, thanks.
.ekz.
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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