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Hey everyone,
I am a day trader who has recently (within the past month) decided to take the plunge into automated trading using Python and QuantConnect to scale my efforts. It's been a huge learning curve to say the least, but I'm learning a ton and am in love with the QuantConnect platform!
My current goal is to fully automate one of my simpler strategies. I have access to every indicator I need except for one: Williams Fractals. Is there a way to access this indicator with the QC API?
If it's helpful, I did see one other post in the community about Williams Fractals, but the code was written in C# which I know very little of. Here's the link to that community post:
https://www.quantconnect.com/forum/discussion/1322/Simple+scalping+with+Williams+Fractals
If it's as simple as copying and pasting his code to access the indicator, I apologize for my ignorance! Any answers are much appreciated. Thanks! :)
Vladimir
Isaac Rochester,
Bill Williams Fractal Indicator is pretty simple and you can get it easily using self.History()
    H = self.History(self.stock, 5, Resolution.Daily)['high']
    L = self.History(self.stock, 5, Resolution.Daily)['low']    Â
    upFractal = (L[-5] > L[-3] < L[-4]) and (L[-2] > L[-3] < L[-1])
    dnFractal = (H[-5] < H[-3] > H[-4]) and (H[-2] < H[-3] > H[-1])
Isaac Rochester
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