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average true range (ATR) needs high, low, close. I cannot use warmup method I believe as my universe changes every month and sometime everyday. I could not find any example of using the history to initialize the indicator that needs more then one value. Basically, I need the equivalent of the folowing sample code for ATR. Thanks a lot in advance.
https://www.quantconnect.com/docs/algorithm-reference/indicators#Indicators-Initializing-Indicatorsdef Initialize(self): self.AddEquity("SPY", Resolution.Hour) # define a 10-period daily RSI indicator with shortcut helper method self.rsi = self.RSI("SPY", 10, MovingAverageType.Simple, Resolution.Daily) # initialize the indicator with the daily history close price history = self.History(["SPY"], 10, Resolution.Daily) for time, row in history.loc["SPY"].iterrows(): self.rsi.Update(time, row["close"])
Shile Wen
Hi Manoj,
Please see this thread on how to initialize indicators with historical data that require more than one value.
Best,
Shile Wen
Manoj Agarwala
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