Can someone tell me the difference between calculating the Bollinger bands I found in the examples:
1) algorithm.BB() used in alpha model
2) qb.Indicator(BollingerBands(30, 2), currency.Symbol, 360, Resolution.Minute), used in Jupyter Notebook
Thanks.
Derek Melchin
Hi Dat,
BB is a helper method in the QCAlgorithm class for creating a BollingerBands indicator and subscribing it to data updates with each timestep in a backtest.
qb.Indicator creates an indicator, makes a history request, updates the indicator, and saves its values into the returned DataFrame. This method is only available in the research environment.
Best,
Derek Melchin
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Dat En
Thanks Derek! you are awesome
Dat En
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.
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