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Hi There,
I just wanted to input the data of the highest and lowest exchange rate from the last 24 hours into 2 variables. So i could use them for my trading bot. Is there a way to get the data into a variable?
Thanks in advantage!
Kind regards,
David
Upvote
Hi David,
The number 60*6.5=390 was selected for the period argument of the indicators because the market is open for 6.5 hours in a typical trading day. Using this argument, the indicators contain the min/max over the last 24 hours. If instead we use 60*24=1440, the indicators will contain the min/max over the last 1440/390=3.7 trading days.
The division by zero error occurs in the algorithm above because of this line
Share New Research 
decimal _average = (_maxExchange / _minExchange);Since _minExchan≥ is being constructed on each call to OnData, it is never warmed up. Indicators that are not warm, return a value of 0.
To resolve this, we should move
int _minutesOfTrading = 1440;
_maxExchange = MAX(_ticker, _minutesOfTrading, Resolution.Minute);
_minExchange = MIN(_ticker, _minutesOfTrading, Resolution.Minute);to the Initialize method. We should also add
SetWarmUp(_minutesOfTrading, Resolution.Minute);to Initialize and
if (!_minExchange.IsReady) return;to the top of the OnData method.
See the attached backtest for reference. Also, consider reviewing our documentation on initializing indicators.
Best,
Derek Melchin
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