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I am using this code to get data from a TEMA and add it to a rolling window of data.
TripleExponentialMovingAverage _tema; public override void Initialize()
{
//Start and End Date range for the backtest:
SetStartDate(2015, 1, 1);
UniverseSettings.Leverage = 0;
SetEndDate(DateTime.Now.Date.AddDays(-1));
//Cash allocation
SetCash(25000);
SetBrokerageModel(BrokerageName.FxcmBrokerage);
//AddForex("EURUSD", Resolution.Hour, Market.FXCM);
AddSecurity(SecurityType.Forex,"EURUSD", Resolution.Hour);
var hourlyConsolidator = new TradeBarConsolidator(TimeSpan.FromHours(30));
hourlyConsolidator.DataConsolidated += OnDataHourly;
SubscriptionManager.AddConsolidator("EURUSD", hourlyConsolidator);
}
//hourly data handler
private void OnDataHourly(object sender, TradeBar consolidated)
{
_eurusdHourly = consolidated;
var tema = TEMA("EURUSD", 17, Resolution.Hour);
} public class TEMAState
{
public readonly decimal Current;
public TEMAState(TripleExponentialMovingAverage tema)
{
Current = _tema.ComputeNextValue("EURUSD", 17, Resolution.Hour);
}
}I get an error for "Current = _tema.ComputeNextValue("EURUSD", 17, Resolution.Hour);"
"An object reference is required for a non-static field, method, or property, 'BasicTemplateAlgorithm._tema' "
Does anyone have any ideas to get what I want done?
Alexandre Catarino
When we are saving an indicator in a rolling window, we need to create the indicator once and every time we want to add it to the rolling window, we nee to save a reference of it:
// In Initialize: Create the indicator _tema = TEMA("EURUSD", 17); // In OnData // Save the reference var temaState = new TEMAState(_tema); // Add to rolling window _win.Add(temaState)The class that we use to save the reference just copies the property/field from the indicator to a property/field in the class, we do not need to call method:
public class TEMAState { public readonly decimal Value; public TEMAState(TripleExponentialMovingAverage tema) { Value = tema.Current; } }Please checkout the attached project for a full working simple example.
Sean McKenna
Thanks, @AlexandreCatarino, this was very helpful.
Sean McKenna
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