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I am trying to calculate williamsR 14 period for 5 minute bars:
consolidator = TradeBarConsolidator(5)
william_indicator = WilliamsPercentR(14)
self.RegisterIndicator(contract.Symbol,william_indicator, consolidator)
self.SubscriptionManager.AddConsolidator(contract.Symbol, consolidator)
This is for E-Mini futures. The code breaks and the error is "TypeError : No method matches given arguments for RegisterIndicator"
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Michael Manus
i also dont know how to use registerindicator but i know that updating the indicator manually works. Jing Wu
so i took the example consolidator algo from here:
and copied your williamspercentr everywhere
check the log tab its printing your values :)
AlphaDreamer
This is a good enough solution for me. I've also checked with indicator values from interactive brokers. They match. Thanks!
AlphaDreamer
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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