Quick question. I just changed the config.json to MovingAverageCrossAlgorithm. It keeps telling me data not found. Do I have to change anything else? I was assuming it would work like the online one where it would just get the sources automatically.
public override void Initialize() { // set up our analysis span SetStartDate(2013, 10, 07); SetEndDate(2013, 10, 11);
// AddData<Yahoo>(Symbol, Resolution.Minute); // request SPY data with minute resolution AddSecurity(SecurityType.Equity, Symbol, Resolution.Minute);
// create a 15 day exponential moving average fast = EMA(Symbol, 15, Resolution.Daily);
// create a 30 day exponential moving average slow = EMA(Symbol, 30, Resolution.Daily);
int ribbonCount = 8; int ribbonInterval = 15; ribbon = Enumerable.Range(0, ribbonCount).Select(x => SMA(Symbol, (x + 1)*ribbonInterval, Resolution.Daily)).ToArray(); }