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How would I update the value for self.macd?
Would I use self.Signal.Current.Value, self.Fast.Current.Value, self.MovingAverageConvergenceDivergence.Current.Value?
Would I have to set-up a MACD history as well and get the values from there?I've done it before using a single stock like so:#Decleared in Initilize self.macd_3 = self.MACD(self.syl, 12, 26, Resolution.Daily) #Macd_3 Bar Data self.macd_3.Updated += self.MacdUpdated self.macd3Win = RollingWindow[IndicatorDataPoint](12) def MacdUpdated(self, sender, updated): '''Adds updated values to rolling window''' self.macd3Win.Add(updated) But since I want to use a universe and cant initilize in the AssetData because it does not take the QCAlgorithm class
Alexandre Catarino
Hi tom vang ,
Sorry about the wait.
In the algorithm you shared, the MACD is updated by SymbolData.update that is called in OnData.
Since it is manually updating the indicators, it doesn't need to create them using the helper method (e.g., self.MACD), but it would be possible by passing the algorithm as a SymbolData parameter:
self.universe[s.Symbol] = AssetData(self, s.Symbol, history) class AssetData(object): def __init__(self, algorithm, symbol, history): self.macd = algorithm.MACD(symbol,3,6,9,MovingAverageType.Exponential)If we want to save the history of the MACD attributes, we can use the following code:
# Indicators+Universe Demonstration class AssetData(object): def __init__(self, symbol, history): self.std = StandardDeviation(30) self.macd = MovingAverageConvergenceDivergence(3,6,9,MovingAverageType.Exponential) self.macd.Updated += self.MacdUpdated self.macd3Win = { 'MACD': RollingWindow[IndicatorDataPoint](12), 'Signal': RollingWindow[IndicatorDataPoint](12), 'Fast': RollingWindow[IndicatorDataPoint](12) } for bar in history.itertuples(): self.update(bar.Index[1], bar.close) def MacdUpdated(self, sender, datapoint): self.macd3Win['MACD'].Add(datapoint) self.macd3Win['Signal'].Add(sender.Signal.Current) self.macd3Win['Fast'].Add(sender.Fast.Current)Tom vang
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