I know you can get the current value of an indicator from indicator.Current.Value, but how do you get the previous value? indicator[-1].Current.Value? indicator[-2].Current.Value? etc?
QUANTCONNECT COMMUNITY
I know you can get the current value of an indicator from indicator.Current.Value, but how do you get the previous value? indicator[-1].Current.Value? indicator[-2].Current.Value? etc?
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.
Rahul Chowdhury
Hi John,
You will have to use a rolling window to store previous indicator data point values. An easy way of doing this is by updating the rolling window when the indicator is updated.
self.sma = SimpleMovingAverage(14) self.smaWindow = RollingWindow[IndicatorDataPoint](2)self.sma.Updated += self.OnSmaUpdated
Then in the updated event handler
def OnSMAUpdated(self, sender, updated): if self.sma.IsReady: self.smaWindow.Add(updated)
Then you can access the previous and current values with
current = smaWindow[0].Value previous = smaWindow[1].Value
You can learn more in the documentation on using indicators and rolling windows.
BestÂ
Rahul
John Radosta
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!