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I have coded an example strategy that uses the following concepts:
* rolling window of type tradebar.
* consolidated 15 min bar from 1min data.
* Bolingerband indicator of timeframe consolidated
Error: cannot compare tradebar to decimal with operator >
Is there a required way to compare the decimal components of the tradebar to the decimal price? I tried to pull the components out of the BB to create windows as well but I am missing something.
RollingWindow<TradeBar> _datawindow = new RollingWindow<TradeBar>(Hist);
RollingWindow<BollingerBandState> _bbwindow = new RollingWindow<BollingerBandState>(Hist);
RollingWindow<decimal> _bbupperwindow = new RollingWindow<decimal>(Hist);
RollingWindow<decimal> _bblowerwindow = new RollingWindow<decimal>(Hist);
.
.
.
if ( _datawindow[0].Close < _bbupperwindow[0] && _datawindow[1] > _bbupperwindow[1] && !Portfolio.HoldStock)
Thanks,
Dan
Dan Hill
Note: I typed that last part incorrect. There should be a .Close on the _datawindow[1].
Alexandre Catarino
It was a typo, right?
I believe your algorithm is a version of the project I am attaching, please checkout the adaptiations:
private RollingWindow<TradeBar> Bar; private RollingWindow<BollingerBandState> BBWin;In OnData:
if (Bar[0].Close < BBWin[0].UpperBand && Bar[1].Close > BBWin[1].UpperBand && !Portfolio.HoldStock) { SetHoldings(_spy, 1); }Dan Hill
Thanks... I did not see the typo for a few days...lol
Dan Hill
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