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Hi everyone,
I am trying to get a HMA indicator working with the coarse selection function. I got the algorithm working with a single equity but I am now having trouble with these universe filters. I created the indicator class Hull to wrap the few variables. I have a debug statement in the CoarseSelectionFunction but the hull.Current.Value is 0. As you can see in the backtest I am passing the history dataframe down on _init_ so I am a little bit stumped as to why it's not populating the data.
Obviously the algorithm is still half-baked, I am going to wrap the Hull values in a window-dataframe so I can get the growth rate/ momentum of the HMA, but I'm stuck at this point. Any advice or help is much appreciated.
Thanks!
Louis Szeto
Hi Qwant
Note that the self.SetWarmUp(40) method is only applied to the securities added in the .initialize method.
Thus in the dynamic universe, the indicators haven't been fully warmed up yet. The Hull Moving Average window is 30, but only 20 data points are called in History method for warming up. Simply changed the warm-up period to 30 bars will work.
Best
Louis Szeto
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I can't believe I missed this before. Let me give it a whirl.
Thanks a lot, Louis.
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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