I want to use the one year hour data. but the indicator was just stoped at Aug. plz help me.
QUANTCONNECT COMMUNITY
I want to use the one year hour data. but the indicator was just stoped at Aug. plz help me.
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.
Alexandre Catarino
Could you please share your code using the "Attach Backtest" funcionality so that we can help further?
Wenli Ma
Thank u. here is the code
Wenli Ma
namespace QuantConnect { /* * QuantConnect University: Full Basic Template: * * The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect. * We have explained some of these here, but the full algorithm can be found at: * https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs */ public class Blacksteed : QCAlgorithm { public string pair1 = "GBPUSD"; RelativeStrengthIndex rsi; SimpleMovingAverage rsiSMA; //Initialize the data and resolution you require for your strategy: public override void Initialize() { // Code Automatically Generated //Start and End Date range for the backtest: SetStartDate(2015, 1, 1); SetEndDate(2015,12,31);//(DateTime.Now.Date.AddDays(-1)); //Cash allocation SetCash(25000); //Specify the Oanda Brokerage. SetBrokerageModel(BrokerageName.FxcmBrokerage); //Add as many securities as you like. All the data will be passed into the event handler: //AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Hour);\ AddForex(pair1 , Resolution.Hour , Market.FXCM); //var rsi1 = RSI(pair1, 3, MovingAverageType.Simple, Resolution.Hour); rsi = RSI(pair1,7); // Creating a RSI rsiSMA = rsi.SMA(7); // Creating the SMA on the RSI } // Data Event Handler: New data arrives here. "Ticks" type. public void OnData(Tick data) //OnData(Tick data) { // Ticks Handler } //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol. public void OnData(TradeBars data) { // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol: // // e.g. data["MSFT"] data["GOOG"] /*if (!Portfolio.HoldStock) { int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close); //Order function places trades: enter the string symbol and the quantity you want: Order("SPY", quantity); //Debug sends messages to the user console: "Time" is the algorithm time keeper object Debug("Purchased SPY on " + Time.ToShortDateString()); //You can also use log to send longer messages to a file. You are capped to 10kb //Log("This is a longer message send to log."); }*/ } public override void OnData(Slice data) { Plot("RSI", rsi); Plot("MARSI",rsiSMA); } } }
Alexandre Catarino
While we run this algorith, we can read in the Console:
Exceeded maximum points per chart, data skipped.
Graphic cards / js browsers can only handle so many points and so much RAM before they choke and crash. We've experimented and found roughly 4000 is a good mid-ground which survives on the majority of browsers. There is no sufficient data-store for high resolution charting so everything is done in ram.
Therefore we set a maximum points per chart limit of 4000 points.
Wenli Ma
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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