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Hi all, Trying to test a 50 SMA cross at 5 min timeframe. Tried a code for 5 min consolidator, but not sure if I'm passing the right resolution to the SMA call. Attached project, any pointers?
Overall objective is to go long on 50 SMA cross up and short on 50 SMA cross down at 5 min. I'll have to experiment on longer timeframes, but if I get the consolidator code working, that should be possible.
Thanks in advance.
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Tadas Talaikis
//before init SimpleMovingAverage _sma; //inside init _sma = new SimpleMovingAverage(20); //inside consolidted bars: TradeBar bar; if (data.TryGetValue(_symbol, out bar)) { _sma.Update(bar.Time, _anyData); }Sri Vanama
Michael Handschuh
Sri Vanama
Michael Handschuh
// in OnData, returns outside of 9am - 2pm if (Time.Hour <= 9 || Time.Hour > 14) return;Sri Vanama
Tadas Talaikis
Michael Handschuh
var rsi = RSI("SPY", 14, Resolution.Daily); var smoothedRsi = new ExponentialMovingAverage("SPY_EMA_RSI", 7).Of(rsi);So now the smoothedRsi will receive auto updates from the rsi. Now, just for your knowledge Tadas, you can make the same thing work without auto updates. Say ou define the following:// in initialize rsi = new RelativeStrengthIndex("SPY_RSI", 14); smoothedRsi = new ExponentialMovingAverage("SPY_EMA_RSI", 7).Of(rsi); // in OnData rsi.Update(Time, data["SPY"].Close);The smoothedRsi variable will still receive the automatic updates from the rsi variable. So each time an indicator produces new data, he fires an event. Using the 'Of' method allows other indicators to receive their data from other indicators!Tadas Talaikis
Sri Vanama
Victor Tong
Michael Handschuh
Sri Vanama
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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