In the documentation I can only find EMA("symbol") which requires a symbol to be passed in. But in the boot camp “200-50 EMA …” it shows, and the code compiles with the code “self.slow = ExponentialMovingAverage(200)”
So where is ExponentialMovingAverage(period) documented? And why does a search not find it?
thanks - dave
Mak K
Hey Dave. The “self.slow = ExponentialMovingAverage(200)” in the example that you're pointing to is being fed data by the universe selection function (Coarse, and Fine Selection) .This Data is stock price data for example and the resolution of that is specified in the “self.UniverseSettingsResolutions”.
Maybe you can attach the code of the project that you're working on?
David Thielen
Hi Mak;
My question is more basic. I want to know where to find the documentation for the API. The sample code (don't remember what sample) compiles and runs fine for the call ExponentialMovingAverage(period) but I can't find it in the documentation.
Where is that documented? Because without knowing where items like this are documented, I'm going to have to post 40 questions/day asking if there's an API that does X and how is it used. That is not workable.
thanks - dave
Mak K
https://lean-api-docs.netlify.app/index.html
Mak K
https://lean-api-docs.netlify.app/classQuantConnect_1_1Indicators_1_1ExponentialMovingAverage.html
You can also use the search function in the top right corner, if you type e.g. ExponentialMovingAverage into the search bar, then this will pop up
Then if you click on that it will expand a drop down menu
If you click on the first item in the menu that will bring you to the entire documentation,
Note: there is also documentation for this under the name "EMA"
https://lean-api-docs.netlify.app/classQuantConnect_1_1Algorithm_1_1QCAlgorithm.html#aa0c468a8b6dfaa2c4f40f39c7c4103b1
So depending on what you are looking for it is good to check both!
David Thielen
Hi Mak;
Thank you. I was not aware of the site https://lean-api-docs.netlify.app (it's not listed anywhere on QuantConnect.com that I saw). This is exactly what I need.
thanks - dave
David Thielen
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