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When using an indicator such as…
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self.MOMP(symbol, 90, Resolution.Daily)Is that calculating the change over 90 calendar days or 90 trading days? I'm trying to get the three month change, if it's trading days then 90 would be more than three months.
Thanks!
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Mak K
Hi Justin!
Quantconnect uses trading days for indicators, history calls, etc.
This is calculating the change over 90 trading days, so you are correct, this woud be more than 3 months.
Thanks!
Justin Busa
Thanks, Mak! For anyone else landing on this, here's the solution I came up with using consolidators.
Justin Busa
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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