QuantConnect now has some built in indicators!!
The latest release of QC brought with it many awesome new features. One in particular that almost everyone wanted were some basic indicators. In this algorithm I show you my take on the classic moving average cross strategy. I show you how easy it is to create and plot indicators using the new infrastructure, as well as the readability of code using indicators.
We can now create an EMA or SMA using code like the following:
// create 5 day EMA of SPY
ExponentialMovingAverage ema = EMA("SPY", 5, Resolution.Daily);
// create 5 hour SMA of SPY
SimpleMovingAverage sma = SMA("SPY", 5, Resolution.Hour);
These indicators receive updates from the QC engine, so by the time the OnData method is called, the indicator has already been updated!
As always, feedback is welcomed!
Jared Broad
Wow that ribbon is incredible!
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.
Ryan Hall
Michael H
Tadas Talaikis
Michael H
Tadas Talaikis
Jared Broad
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.
Michael H
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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