I just want to get the data from N bars before. Basically want to know the high and low of a specific period. For example the first 2 hours.
I schedule a function and then how I can get the max and min value of those 2 hours of trading?
global maxim
for i in range(30):
if (self.Securities["SPY"].High[i] > maxim):
maxim= self.Securities["SPY"].High[i]
That doesn't work. I'm using a scheduled function in order to call this code block. But seems self.Securities["SPY"].High[i] is a float and not a list like I wanted.
Cristian correa
Thank you so much Derek, sorry for not responding before, I was really busy with other things. Great explanation!
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