Hello,
I'm interested in putting subindicator properties in a rolling window. I attached an example algo with bollinger bands. Right now it's set to access just the BB current value (to attach a valid backtest). However, If I try to access BB[1].UpperBand.Value it gives an error saying ~
Runtime Error: AttributeError : 'IndicatorDataPoint' object has no attribute 'UpperBand'
at Update in main.py:line 59 :: if sd.Security.Price>sd.BB1Window[1].UpperBand.Value:
AttributeError : 'IndicatorDataPoint' object has no attribute 'UpperBand'
Thanks,
Michael
Shile Wen
Hi Michael,
Because IndicatorDataPoints only store one piece of information, to get the upper/lower band information, we need to create separate RollingWindows that is updated using the upper and lower band's information. I've shown this in the attached backtest.
Best,
Shile Wen
Fireball
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