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Guys, it's real hard to get decent example code showing how to add indicators to Futures. For example, I really can't find a way to get Average True Range Data (Bar Indicator) to work with a continuous future contract. I've seen how to use a Simple Moving Average (Data Point Indicator).
Can someone please point me in the direction of an example of using Bar Indicators with a continuous futures contract? Or can someone better than me create an example so I have a reference point?
Kind Regards,
Akira
Akira
For anyone seeking similar help, I got some example code to work. I'll attach the backtest here as a reference to help anyone out there having similar problems as I did. In this backtest, th logs will show that ATR and Donchian Data is working.
Scott Schoolmeyer
Thanks. I'm new to the platform. When the contract rolls, I believe it gives an error where it doesn't have the data. Do you have to redo the history for the data in the on_data method for each new contract roll?
Akira
Hey Scott,
The algorithm handles the data for the associated indicators on roll over automatically, based on my tests so far at least. I will share a link to the QuantConnect GitHub that helped me with the code for Futures, hopefully it can add more value to you as I am not the best of programmers.
Link: In the ‘Basic Template’ part of the list you will find different types of Futures Algos which have recently been updated to Pep 8 styling. I hope this helps even more than I can.
Scott Schoolmeyer
Thank you, it may just be a warning
Akira
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