Hi all,
I am trying to get Daily ATR value using Resolution Daily but failed when I subscribed Min Data. Code is as followed. I found that the only way for me to get the correct ans is to change the AddCrypto back to Resolution Daily but then I will not get the minute data for other indicator. Did I do something wrong?
# region imports
from AlgorithmImports import *
# endregion
class DancingBrownShark(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2021, 3, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddCrypto("ETHUSDT", Resolution.Minute)
self.atr = self.ATR("ETHUSDT", 14, Resolution.Daily)
def OnData(self, data: Slice):
if self.atr.IsReady:
self.Log(f"{self.Time} {self.atr.Current.Value}")
Louis Szeto
Hi Napoleon
You'll need to use raw data and warm up the indicator in order to compare with a third party source. Also, make sure you compare on the correct timestamp (LEAN daily data consolidate at 00:00 on the next day). Checkout this doc to understand how to do so.
Best
Louis
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Napoleon
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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