I have these trade rules for a daily bar strategy on SPY:
fast: EMA(C, 12) - EMA(C, 26)
slow: EMA(fast, 9)
histogram: fast - slow
EntryRule: RsiF(histogram, 5) < 10
How can this be implemented using QuantConnect?
QUANTCONNECT COMMUNITY
I have these trade rules for a daily bar strategy on SPY:
fast: EMA(C, 12) - EMA(C, 26)
slow: EMA(fast, 9)
histogram: fast - slow
EntryRule: RsiF(histogram, 5) < 10
How can this be implemented using QuantConnect?
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Mia Alissi
This corrected version addresses the issues with method calls and type assignments. The
ema
andrsi
methods are now correctly used with appropriate parameters, and theIndicatorDataPoint
is initialized with the correct arguments.Sources: Requesting Data - QuantConnect.com, Daily Algorithm, Head & Shoulders TA Pattern Detection, Dual Thrust Trading Algorithm, E T F Constituent Universe R S I Alpha Model Algorithm
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.
David Maucher
Runtime Error: type object 'slice' has no attribute 'time'
 at enter_position
  self.fast_value.update(slice.time, fast_value)
              ^^^^^^^^^^
 in main.py: line 72
Actually, I'm calling the logic from a scheduled event, 2 minutes before market close. So we don't have access to the bar object:
Â
David Maucher
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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