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Hi,
I am trying to get the ATR value before the open for each ETF in the symbols list.
but the line below is not working. Any idea ?
self.atr = self.ATR([i], 14)
class BasicTemplateAlgorithm(QCAlgorithm):
def __init__(self):
self.symbols = ['XLY','XLP','XLE','XLF','XLV','XLI','XLB','XLK','XLU'] # all sector
def Initialize(self):
self.SetCash(100000)
self.SetStartDate(2016,1,1)
self.SetEndDate(2017,1,1)
self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol
# Before the open
self.Schedule.On(self.DateRules.EveryDay(self.spy), \
self.TimeRules.AfterMarketOpen(self.spy, -5), \
Action(self.beforeTheOpen))
for i in range(len(self.symbols)):
symbol = self.AddEquity(self.symbols[i], Resolution.Minute).Symbol
self.symbols[i] = symbol
def beforeTheOpen(self):
for i in self.symbols:
self.atr = self.ATR([i], 14)
self.Log("ATR: {0}".format(self.atr))
def OnData(self, slice):
pass
Thank you.
Chris
Jing Wu
You should use self.atr.Current.Value to get the current updated indicator value
Chris D
I tried but I am still getting this error:
Runtime Error: Python.Runtime.PythonException: TypeError : No method matches given argumentsJing Wu
self.atr = self.ATR([i], 14) should be self.atr = self.ATR(i, 14).
You need to put self.ATR in the initialize() method and use self.atr.Current.Value to get value. You don't need __init__ here, all initialization steps can be realized in Initialize(self). Please search other related threads on the forum for common questions, they are very helpful.
Chris D
Thank you very much Jingw.
Chris D
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