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I would like to be able to save the maximum values for the stocks in my universe at a given time after open, then, trade off of those levels but I can't seem to find a solution. Any suggestions are appreciated.
for x in self.symbols:
self.AddSecurity(x)
self.maxPrices45 = {}
for x in self.symbols:
self.maxPrices45[x] = self.MAX(x, 45)
self.minPrices45 = {}
for x in self.symbols:
self.minPrices45[x] = self.MIN(x, 45)
self.maxPrices45final = {}
for x in self.maxPrices45:
self.Schedule.On(self.DateRules.EveryDay(x), self.TimeRules.AfterMarketOpen(x, 45), self.maxPrices45.Current.Value = self.maxPrices45final)
self.minPrices45final = {}
for x in self.minPrices45:
self.Schedule.On(self.DateRules.EveryDay(x), self.TimeRules.AfterMarketOpen(x, 45), self.minPrices45.Current.Value = self.minPrices45final)
Vladimir
Victoria Butler
Try this way
If you are satisfied with my answer, please accept it.
Victoria Butler
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