Hi,
Any ideas how to compute the max value for symbol between now-20 minutes and now 2-minutes?
Objective is create a lagging MAX/MIN indicator that tells me what is the max in that period.
Thanks
Erik
QUANTCONNECT COMMUNITY
Hi,
Any ideas how to compute the max value for symbol between now-20 minutes and now 2-minutes?
Objective is create a lagging MAX/MIN indicator that tells me what is the max in that period.
Thanks
Erik
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Erik Bengtson
found it. Thanks. here is the solution
new Delay(lag period).Of(Indicator);
Erik Bengtson
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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