Share New Research 
namespace QuantConnect
{
public class BasicTemplateAlgorithm : QCAlgorithm
{
String symbol="SPY";
public override void Initialize()
{
SetStartDate(2009, 01, 01);
SetEndDate(2010, 12, 01);
SetCash(30000);
AddSecurity(SecurityType.Equity,"SPY",Resolution.Daily);
}
public void OnData(TradeBars data)
{
AverageTrueRange atr= ATR("SPY", 14, MovingAverageType.Simple, Resolution.Daily);
if(atr.IsReady)
Log(atr+"");
else
Log("...");
}
}
}
Bascially, I just want to know everyone's atr value...
Alexandre Catarino
Hi Lifan,
You need to define the indicator outside the methods and initialise it at the Initialise method. If you do it in OnData, it will be restarted on every interation.
See the attached backtest below.
Lifan
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