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Trying to use a 20 period ATR on 15m tradebars, keep getting the error:
Runtime Error: This is a forward only indicator: ATR20(BTCUSD_min) Input: 2018-05-30 18:30:00Z Previous: 2018-05-30 18:43:00Z
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Jing Wu
Hi Lukel, you should use the indicator constructor "self._atr= AverageTrueRange("BTCUSD",self.period)". "self.ATR(BTCUSD",self.period,resolution = Resolution.Minute) will update the indicator with minute resolution automatically. "self.RegisterIndicator("BTCUSD", self._atr, consolidator)" will update the indicator with the consolidated bar data. The indicator will be updated twice with the bar data of different resolutions. That's why you get the error message.
LukeI
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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