Help with calculating slope of SMA

IMHO -- you should get a RollingWindow (indicator) -- and then take the values out of it that you want and feed them into the SimpleMovingAverage class; this will be efficient and achieve the aim you want.

SMA is a helper but you can directly use "SimpleMovingAverage" class to calculate a SMA on any values you feed into it. 

Thanks but I dont see a rolling window in the documentation.  I appologize in adanvce for my lack of programming knowledge.  Any place I could read up on it?  I did a search and started a practice code for this problem:

current_svxy_SMA225 = self.SMA("SVXY", 225, Resolution.Minute)
        RollingWindow lastMinute = new RollingWindow(1);
            lastMinute.Add(["SVXY"])
        previous_SVXY_SMA225 = lastMinute[1]
        svxy_slope = current_svxy_SMA225 - previous_SVXY_SMA225

ha you got him on this one david..........

also take a look at this new post of a strategy where a slope is used

Gosh you're right! We'll add it to the docs today =)

So I set it up as follows:

in def initialize:

        self.window = RollingWindow[TradeBar](2)  #Do I need 2 of these? one for each ETF?
        
        self.SMA("SVXY", 225, Resolution.Minute).Updated += self.SmaUpdated
        self.smasvxy = RollingWindow[IndicatorDataPoint](225)
        
        self.SMA("SOLX", 250, Resolution.Minute).Updated += self.SmaUpdated
        self.smasolx = RollingWindow[IndicatorDataPoint](250)

def SmaUpdated(self, sender, updated):
        '''Adds updated values to rolling window'''
        self.smasvxy.Add(updated)
        self.smasolx.Add(updated)

def OnData(self, data):

self.window.Add(data["SOXL"])
        self.window.Add(data["SVXY"])
        
        currSmasvxy = self.smasvxy[0]                     # Current SMA had index zero.
        pastSmasvxy = self.smasvxy[self.smaWin.Count-1]   # Oldest SMA has index of window count minus 1.
        
        currSmasoxl = self.smasoxl[0]                     # Current SMA had index zero.
        pastSmasoxl = self.smasoxl[self.smaWin.Count-1]   # Oldest SMA has index of window count minus 1.
        
        slopesvxy = currSmasvxy - pastSmasvxy
        slopesoxl = currSmasoxl - pastSmasoxl

Seems like it works.  At least the build works and when I run a backtest I dont get hung up on it anymore.  I'm still getting hung up though.  It says I Failed to initialize algorithm: Initialize(): Python.Runtime.PythonException: Exception : Please register to receive data for symbol ' ' using the AddSecurity() function.

in my initialize section I have the stocks set up as follows:

self.svxy = self.AddEquity("SVXY", Resolution.Minute).Symbol

Is that correct?

this error messages shows up when you try to work with an asset which you didnt subscribed to....whats that SOXL ?

I don't see how that error makes any sense.  If I make a simple algo just to buy into those stocks and hold them it works and backtests just fine so it doesn't have to do with the ticker symbols I'm using... Any thoughts?

Hi David, you need to subscribe the asset data of "SVXY" and "SOLX" in initialization before you use them in  indicator and trade

hi if you have time take look at some basic parts of quantconnect:

Hey, thanks for your help everyone.  I've reviewed the tutorials prior to posting this thread.  I had them set up as this in the initialize section but was missing a statement in the ondata section.

self.svxy = self.AddEquity("SVXY", Resolution.Minute).Symbol

So far I've got the rollingwindow working for a single stock using minute data but I cant figure out how to just do a simple subtraction of 2 values.  I have the currentSMA for SVXY and the previousSMA for SVXY.  To calculate slope at this point i just need slopesvxy = prevsma - currsma but it doesnt recognize the subtraction.  I tried using ".Value" after and without.  

Hi David, can you Log the pastSma.Value or currSma.Value? It might be easier to check the error if you could attach the complete backtest 

Yeah thanks, I've started this over.  Instead of trying to convert the whole algo at once I'm starting from the basics and from scratch.  I didn't realize how much different this is from quantopian.  So I've got an algo going with just one stock, SVXY, and I have the rolling window at least calculating some value which I'm able to log to track whats going on.  The values are not correct however.  I'm looking to obtain a value for the SMA of the close of the last 225 minute bars and then also what the SMA225minute value is for the last minute time point.  

If I do this correctly and log the current and past SMA.  The current SMA should read a value at 9:31.  At 9:32 the current SMA value should be new and the previous SMA value at 9:32 should be equal to what the current SMA value at 9:31 was.  However, in my log I'm definitely not getting that. 

Hi David, the values are correct. You are comparing the value of first SMA[0] and the last SMA[224]. As you said ' The current SMA should read a value at 9:31.  At 9:32 the current SMA value should be new and the previous SMA value at 9:32 should be equal to what the current SMA value at 9:31 was', you should compare the value of the first SMA[0] with the value of the previous one SMA[1] instead of the oldest SMA.

Doh!  That's awesome thanks!  One more thing should help me get quite a bit further on my own.  How can I just add and subtract values?  Now that I have currSMA and prevSMA.  How can I make a line of code stating:

Slope = currSMA - prevSMA

I tried and the backtests doesn't accept the minus symbol.  Thought you could just do simple math anywhere in the algo

Hi David, you could subtract values like this