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Hello
I am trying to access last 5 trade bars (aka rolling window or bars). I have created a custom class with a custom array that stores last 5 bars and I run my logic using these 5 bars in the OnData method but its not working. I have couple of questions:
1. Is there an easier method to look at ochlv data of latest 5 bars?
2. Can we create custom classes (in python) and use them in the main algorithm class ?
Thanks
Upvote
Hi Notta,
I had and seen people have problems while installing LEAN CLI with Python 3.10. I don't recommend.
I used Python 3.6, 3.7, 3.8 and 3.9 without any issues.
Fred
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Michael Bloomfield
In your OnData method, are you adding the TradeBar to the RollingWindow (of TradeBars)?
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Bhargav Mistry
No, I am not using the Rollingwindow, I am creating my custom class object from bars and maintaining an array.
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