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Hi everbody,
at the moment I want to consolidate the HullMovingAverage to a 4h timeframe.
So I want to consolidate the data, to have the same data like TradingView every 1, 5, 9, 13, 17, 21 o'clock.
Unfortunately it is not working, the data has huge differences compared to TradingView. The daily data are fine and are the same like on Tradingview.
Attached you find my latest backtest, maybe you can help me to fix the problem.
Thanks!
Marcel
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Varad Kabade
Hi Marcel,
The above algorithm uses a shortcut method to initialize the HMA indicator. The helper methods create the indicator and hook them for automatic updates if no resolution is defined; the default resolution is that of the security. In the above algorithm, the indicator is updated twice, once by the automatic subscription and once by the consolidator. To resolve this, we recommend using the indicator constructor to create the indicator:
Refer to the attached backtest.
Best,
Varad Kabade
Marcel Friz
Hi Varad,
thanks for your support. I changed it to the way you said.
Now I got the correct data for the “normal” HullMovingAverage. → Thanks!
But the data for the adjusted HullMovingAverage are still not correct (self.hma_b).
The calculation should be correct, because for daily data it works quite fine, but for the 4h timeframe there a huge differences. So I think there must be a problem with the consolidation.
Do you know why this is so?
Attached you find my latest backtest.
Best regards
Marcel
Vladimir
Marcel Friz,
→ But the data for the adjusted HullMovingAverage are still not correct (self.hma_b).
Try hma 4hour for self.hma_b comparison.
Marcel Friz
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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