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This is an example of using NQ futures history to warm up some indicators using custom consolidators and then purchasing one NQ contract.
As of when I wrote this it should work on backtests and live, though it does require the 3.0 beta.
Enabling the 3.0 beta also required me to turn off the new Firefox privacy feature as it was interfering with the new dev environment.
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Brent Oster
In case someone notices, I switched from using an ATR to a PSAR as for one of the example indicators, and from 20 minute to a 9 minute SMA. Â I neglected to update the comments and a variable name. Â Oops!
Brent Oster
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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