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Hi, I want to automatically update the maximum indicator. I understand the maximum indicator use the Tradebar.High to update. However, it seems that the maximum indicator uses the Value/Close to update. Seems the “self.RegisterIndicator(self.future.Symbol, self.max, fifteenMinuteConsolidator, Field.High)” did not work too.
class TestAlgorithm(QCAlgorithm):
def Initialize(self):
self.max = Maximum(self.future.Symbol, 20)
fifteenMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=15))
fifteenMinuteConsolidator.DataConsolidated += self.FifteenMinuteBarHandler
self.SubscriptionManager.AddConsolidator(self.future.Symbol, fifteenMinuteConsolidator)
self.RegisterIndicator(self.future.Symbol, self.max, fifteenMinuteConsolidator)
self.WarmUpIndicator(self.future.Symbol, self.max)
Derek Melchin
Hi Vidal,
To resolve the issue, we need to remove
because RegisterIndicator adds the consolidator for us already.
We also need to change
to
See the attached backtest for reference.
Best,
Derek Melchin
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Vidal boreal
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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