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Hi, Im new to QuantConnect and coding in general so this might be a simple minded question but...
I'm trying to do a calculation bassed on the GlobeX open and 50% of previous day's daily ATR. I want to use globex open + (ATR * .5) as my profit target globex open as my stop. How can I add orders to these prices?
Also if possible Python is preffered. Thank you so much for any help!!
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Shile Wen
Hi Michael,
I suggest learning how to use indicators from this BootCamp and our documentation on ATR here.
Best,
Shile Wen
Bala Venkataraman
Hello Shile Wen and @Michael -
I understand this discussion has been dormant for a while, but I have similar issues building strategies for Futures. I need a Daily data consolidator for futures, but when I implement that, the data is consolidated from 12:00 AM to midnight. As we all know, Globex hours starts at 5:00PM CST. Can you point me in the right direction?
Also, Forex needs to be from 5:00PM EST/EDT (New York) to 5:00 PM EST/EDT (New York) [a few milliseconds before].
In the attached backtest, I'm simply printing the time the consolidator is called.
The reason this is important because, most of my strategies are built on daily candles since they give a clear picture of the market sentiment than that of a smaller timeframe candle.
Thanks
Varad Kabade
Hi Bala Venkataraman,
Refer to the following thread.
Best,
Varad Kabade
Bala Venkataraman
Varad kabade Thanks - I have started that thread, Thanks to Louis Szeto I have an answer in that.
Bala
Michael L
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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