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I am trying to replicate the ichimoku cloud indicators in my algorithm in order to find the most optimal position to enter and exit a trade. But I dont know how to create these:
- last 9 candles high
- current price lagging 26 candles
any recommendations or hints are greatly appreciated!
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Shile Wen
Hi Philip,
We have a built-in Ichimoku indicator here. If you click on the orange text it will pop open a description of the fields.
Furthermore, to get the max of the past 9 high values, we can use the MAX indicator and specify the field we want to use in the 4th argument, which is Field.High in this case. We can do the same with the Delay indicator with Field.Close, which we will need to register. I've shown this in the attached backtest.
Best,
Shile Wen
Philip Julian
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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