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Hello All,
I want to find 400 stocks for my trend following strategy. The stocks should have less noise and more trends.
According to Perry Kaufman Author. The Kaufman efficency ratio helps to find out if the stock trends or not.
I am creating sample algorithm to calculate kaufmanefficiencyratio for 20-day period and use endofalgorithm to print average kaufman efficiency ratio of last one year. The algorithm should only run once per month and calculate average kaufman efficiency ratio for each 20-day period
The code is not working. Please help
Louis Szeto
Hi Pardhu
Your indicator is on daily resolution, its value will update daily, but not every month (it feeds data in rolling basis, not a brand new indicator). We recommend using a scheduled event to do montly task, by MonthStart/MonthEnd day rule, instead of the OnData handler that elicit for every daily Slice received.
Best
Louis
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Pardhu Nani
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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