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Hello,
I added a window rsi indicator:
self.RSI(self.symbol, 14, resolution=resolution).Updated += self.RsiUpdated
self.rsiWin = RollingWindow[RelativeStrengthIndex](3) def RsiUpdated(self, sender, updated):
'''Adds updated values to rolling window'''
self.rsiWin.Add(updated)Now, according to the documentation, this indicator has 3 outputs: RSI, AverageLoss, AverageGain.
However, I'm only able to get the RSI value with:
self.rsiWin[0].ValueIs there a way to get the other two output values? The same problem stands for other indicators with multiple outputs like MACD or Ichimoku.
Thanks
Daniele
Gurumeher Sawhney
In this scenario, self.rsiWin[0] will return the most recent RelativeStrengthIndex object. The RelativeStrengthIndex object has the two properties AverageLoss and Average Gain. The algorithm below is a simplified version of the above problem and AverageLoss can be accessed via the command
self.rsi.AverageLosswith self.rsi being the RSI indicator.
DanieleC87
Hello Gurumeher,
in your example you are using a simple indicator and not a window indicator.
In the case of a window indicator I get an error when the indicator is updated.
DanieleC87
I forgot to say that I try two ways to initialize the window:
self.rsiWin = RollingWindow[RelativeStrengthIndex](3)self.rsiWin = RollingWindow[IndicatorDataPoint](3)In the first case, I would get the entire object but I get the error on the
RsiUpdated function. In the second case, I get an IndicatorDataPoint which gives me only the Value field which contains only the RSI, but I can't get the other values. I attach also this case.Jing Wu
Instead of using "self.RSI("IBM", 14, resolution=Resolution.Daily).Updated += self.RsiUpdated", please update the rolling window in OnData() with the RSI object.
DanieleC87
I'm trying now to print the values of AverageLoss for the window, but I get the same value for every element of the window.
DanieleC87
I'm not able to print all the values in the window.
Jing Wu
Hi Daniele,
I found the same issue with RollingWindow[RelativeStrengthIndex](3) because the indicator object self.rsi will be updated and the instance value will change as well. You should create more than 1 rolling window to save different rsi values.
DanieleC87
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