Hi all,
How can I use multiple indicator conditions to see if I should open a trade?
I can do this for MACD:
for symbol, macd in self.macd.items():
if macd.Current.Value < 0:
opt_sym = [option for option in self.symbols if symbol== option.Underlying]
for i in opt_sym:
chains = data.OptionChains.get(i)
self.BuyCall(chains)
But how do I add RSI for instance?
for symbol, macd, rsi in self.macd.items(), self.rsi.items():
if macd.Current.Value < 0 and rsi.Current.Value > 80:
opt_sym = [option for option in self.symbols if symbol== option.Underlying]
for i in opt_sym:
Derek Melchin
Hi Alex,
We can iterate through the pairs in self.macd and use the Symbol to access the RSI indicator in self.rsi.
Alternatively, we can store both indicators in a SymbolData class.
Best,
Derek Melchin
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Alex Veraart
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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