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Hi, I am building a strategy y based on the EMA(8) and I am consolidating data to 5 min data.
The indicator updated every 5 min but I would like to have a real-time update, (like the broker chart for example).
Is that possible to code?
Thanks
Code: self.AddEquity("SPY", Resolution.Minute)
FiveMinuteConsolidator = TradeBarConsolidator(timedelta(minutes = 5))
FiveMinuteConsolidator.DataConsolidated += self.On5minData
self.ema8 = ExponentialMovingAverage(8)
self.RegisterIndicator("SPY", self.ema8, FiveMinuteConsolidator)
self.SubscriptionManager.AddConsolidator("SPY", FiveMinuteConsolidator)
self.SetWarmUp(timedelta(8))
Rahul Chowdhury
Hey Walid,
What do you mean by real-time update?
Do you mean you want to update the indicator with live data? In that case you'll need to run your algorithm on a live deployment.
If you mean you want to update the indicator at every time step until it closes at the 5 minute mark, it is not possible to do that, furthermore, it is not good practice to use indicators in that way.
Best
Rahul
Walid Jlaiel
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