Great day,
Need some guidance on how to use indicators with multiple resolutions in multiple symbols with defined consolidator?
1. How to declare those indicators properly for each symbol and request them?
//inside initialize
foreach(var symbol in _symbols)
{
_sma = SMA(symbol, ...);
}
//inside tradebars
OnData(TradeBars data)
{
.. bar consolidator, etc. stuff
foreach(var symbol in )symbols)
{
_sma = [for each symbol]?
}
}
2. What I was able to achieve is this, but by some reason it only uses 3 first symbols from lists, don't think it's according to logic, so my understanding ends here :)
Michael H
Tadas Talaikis
Michael H
Michael H
Tadas Talaikis
Data.Add(symbol, new SymbolData(symbol, SecurityType.Forex, _OneMinute, RollingWindowSize));
In this case seems I need to make different classes for each bar resolution type? Not tried it yet.Tadas Talaikis
Michael H
Tadas Talaikis
Tadas Talaikis
Michael H
symbolData.MyCustomIndicator = new MyCustomIndicator();
In OnData()symbolData.MyCustomIndicator.Update( data );
Michael Handschuh
// class member fields - this is our symbol data collection Dictionary Data;
// in Intialize() - we define our indicators by newing them up, note we don't need a consolidator
Data["SPY"].MyCustomDataIndicator = new MyCustomDataIndicator();
// in OnData - we control when Update is called on our indicator passing in whatever data we want
Data["SPY"].MyCustomDataIndicator.Update( data );
When you want full control over the update processing of indicators it's pretty straight forward. You can just create it and use it!Tadas Talaikis
Tadas Talaikis
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