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Hello All, relatively new to this platform and trying to find a code sample for the following:
Daily price crosses some daily indicator threshold but trade is triggered on a lower timeframe. For example, suppose I would like to take a trade when the 5 minute price bar closes below the lower daily Bollinger band. Does anyone have a complete code sample that does multi-timeframe indicator trades? Bonus if code includes option execution in the order.
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Louis Szeto
Hi Michael
It is possible to do so by using different consolidator timeframes. Please check this thread on how to use and warm up it. Then you may add an additional consolidator besides for the 30-minute from this example, and perform different actions by the time the bar is consolidated through the consolidator handler function (i.e. the method ThirtyMinuteHandler in this example).
Best
Louis
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.
Michael Dehring
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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