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I can't see how to add an input value other than the default for the PSAR Value I want to use a regression lines value instead of the normal high/low to get a smoother representation of price but there does not seem to be any option to add your own values here.
It looks like Tate Linzel had the same issue below but the issue closed out with no resolution.
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John M
The QC implementation of the PSAR seems to assume you want to use the existing bars
From the Docs:
Id Like to be able to create an RegressionChannel indicator:
And use the LinearRegression.Current.Value to pass as the high/low to ParabolicStopAndReverse
Is there anyway to override the IBaseDataBar _previousBar values or update the indicator with a custom value?
Fred Painchaud
Hi John,
Since the field you are referring is private, I don't see any way from outside the class. You would need to submit the feature request to support@quantconnect.com or change the code through git (implement the change with proper APIs) and all and submit a PR on GH.
Or - implement your own indicator (and thus re-implement PSAR) - but with support to change your param.
Cheers,
Fred
John M
Hey Fred Painchaud thanks again for helping me out.
Do you know if there are any design guidelines on how to do this? I'll check them out if so.
I suppose the other option would be to use the actual ta-lib implementation and wire that up to my consolidated bars
Fred Painchaud
Hi John,
I'd guess the guidelines are really close to the usual guidelines for open source projects but I would ask support. The basis is to respect the coding style already in place, respect the patterns of the API, test your additions properly, etc.
And yes, you could also wire ta-lib in if you prefer to implement your own indie!
Fred
Vladimir
John M
--> I want to use a regression lines value instead of the normal high/low to get a smoother representation of price
Is “Plot PRICE, LSMA, PSAR of LSMA” what you are looking for?
John M
Hey @Vladimir yes the PSAR using the LSMA is what I am after.
Vladimir
John M
Here it is.
If you are satisfied with my answer, please accept it and don't forget to like it.
John M
Thanks a lot Vladimir thats perfect
John M
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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