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Hey Guys!
I am new to Python and just trying to figure out a something. I want to run the backtest on a minute resolution but have the SMA run on a daily resolution. My current SMA I have added:
self.sma = self.SMA("SPY", 5)I tried for a while to change the resolution of the indicator by adding Resolution.Daily i.e.
self.sma = self.SMA("SPY", 5, Resolution.Daily)but this didn't seem to work.
If anyone is able to give some guidance that would be such a huge help. I am just looking to run a daily resolution on the SMA and a minute resolution on the equity.
Thanks for your time
Rahul Chowdhury
Hey Sebastian,
To subscribe to minute resolution data, while also having a daily indicator, we need to
self.AddEquity("SPY", Resolution.Minute)self.sma = self.SMA("SPY", 5, Resolution.Daily)We can verify that our indicator is a daily indicator by checking how often it is updated. This can be accomplished by using the Updated event handler for our indicator.
self.sma.Updated += self.OnSMAIn our event handler let's debug when the time it is updated.
def OnSMA(self, sender, updated): if self.sma.IsReady: self.Debug(f"SMA Updated on {self.Time} with value: {self.sma.Current.Value}")I highly recommend you checkout the bootcamps, they cover many different aspects of using indicators. If you have any other issues or concerns, please don't hesitate to ask! Hope that helped!
Sebastian Bunney
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