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Is it possible to specify the source of data for a moving average indicator?
I'm assuming the default behavior is close via x => x.Value but I want to use open.
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Alexandre Catarino
Please checkout the docs under the Indicators section. Yes, for data point indicators (which we just need one value) the default behavior is close. In order to select the field of your choice:
// 3. Indicator of a different property (default is close of bar/data): // TIP -> You can use helper methods Field.Open, Field.High etc on the indicator selector: var emaDailyHigh = EMA("IBM", 14, Resolution.Daily, point => ((TradeBar) point).High);Jonas Vachal
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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