Sorry for the newbie question.
How do I use CandleSettingType Enumeration? (See the link to Lean):
http://www.quantconnect.com/lean/docs#topic7489.html
Plus, is there a way to change those default paramaters?
Don't have an account? Join QuantConnect Today
QuantConnect Community Discussions
QUANTCONNECT COMMUNITY
LEAN is the open-source algorithmic trading engine powering QuantConnect. Founded in 2012 LEAN has been built by a global community of 180+ engineers and powers more than 300+ hedge funds today.
Join QuantConnect's Discord server for real-time support, where a vibrant community of traders and developers awaits to help you with any of your QuantConnect needs.
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
How to use CandleSettingType enum in QuantConnect? Can default parameters be changed?
Continue ReadingRefer to our Research Guidelines for high quality research posts.
Create an account on QuantConnect for the latest community delivered to your inbox.
Sign Up Today
|
|
|||||||
|
|
||||||||
|
CandleSettingType Enumeration
Boris Sachakov | January 2017
Sorry for the newbie question.
How do I use CandleSettingType Enumeration? (See the link to Lean):
http://www.quantconnect.com/lean/docs#topic7489.html
Plus, is there a way to change those default paramaters?
QuantConnectâ„¢ 2025. All Rights Reserved
Boris Sachakov
Sorry. Wrong link above. Here's the right one:
https://www.quantconnect.com/lean/docs#topic7230.html
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.
Stefano Raggi
@Boris,
The CandleSettingType enum is used internally by the CandlestickPattern indicators,
global default settings are defined here:
https://github.com/QuantConnect/Lean/blob/master/Indicators/CandlestickPatterns/CandleSettings.cs#L28
They can be changed at runtime by calling the CandleSettings.Set method in the algorithm Initialize method, before creating the pattern indicators, for example:
CandleSettings.Set(CandleSettingType.BodyLong, new CandleSetting(CandleRangeType.RealBody, 20, 1));
Please keep in mind that a setting change with the line above is global and will be applied to all candlestick patterns used in the algorithm.
To better understand how these settings are used, I suggest to read the source code for the patterns:
https://github.com/QuantConnect/Lean/tree/master/Indicators/CandlestickPatterns
especially the base class:
https://github.com/QuantConnect/Lean/blob/master/Indicators/CandlestickPatterns/CandlestickPattern.cs
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.
Boris Sachakov
Thanks for your response.
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!