HI there,
I'm able to calculate an average of historical SMA values in Research using:
# Define a 252-period SMA indicator
sma = SimpleMovingAverage(252)
for stock in d_assets:
his = qb.History(stock, start_time, end_time, Resolution.Daily).close
df_sma = qb.Indicator(sma, stock, start_time, end_time, Resolution.Daily).simplemovingaverage
smamean = mean([df_sma[-1], df_sma[-21],df_sma[-42],df_sma[-63],df_sma[-84],df_sma[-105],df_sma[-126],df_sma[-147],df_sma[-168],df_sma[-189],df_sma[-210],df_sma[-231],df_sma[-252]])
However, when I try to use the df_sma[-21] syntax in the algorithm, I get an error.
How would I get the historical SMA values in the algorithm so I can average them?
Thanks in advance,
David
Louis Szeto
Hi David
df_sma does not have 252 value if the number of bars between start_time and end_time < 252. If you're seeking for the mean of SMA values, you can simply call pandas series in-built method mean() without slicing:
Best
Louis
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David Lelong
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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