Share New Research 
Hi!
I have been stuck for a bit validating my code is doing what I am intending to.
I am using weekly timeframes using consolidator and want to compare SMA(10)[0] and SMA(10)[1] of SPY using rolling windows for entering position and updating my stop loss.
I am not able to confirm that below lines are picking weekly sma or daily sma. If someone can have a second look it would be really appreciated
class SymbolData:
def __init__(self, algorithm, symbol):
self.algorithm = algorithm
self.symbol = symbol
self.breakout = False
self.latest_close = None
self.index_sma = None
self.breakout_window = RollingWindow[float](algorithm.breakout_frequency)
self.index_sma_window = RollingWindow[float](2)
self.stop_loss = None
self.consolidator = TradeBarConsolidator(timedelta(days=7))
if(self.symbol.Value == algorithm.index_symbol_name):
self.index_sma = algorithm.SMA(algorithm.index_name,algorithm.breakout_frequency/2,Resolution.Daily)
algorithm.RegisterIndicator(self.symbol,self.index_sma,self.consolidator)
self.index_sma.Updated += lambda sender,updated: self.index_sma_window.Add(self.index_sma.Current.Value)
# algorithm.Plot("index", "index signal", self.index_sma.Signal)
self.consolidator.DataConsolidated += self.OnDataConsolidated
algorithm.SubscriptionManager.AddConsolidator(symbol, self.consolidator)
Varad Kabade
Hi Dario,
In the above algorithm inside the SymolData class we are creating indicator using the helper method (algorithm.SMA) so it is getting updated twice by daily data and the consolidator. We recommend using the indicator constructor, which just creates an instance of the indicator class :
Refer to the following doc for more information.
Best,
Varad Kabade
Dario Teodori
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