Hi all
I'm looking for pointers on how to construct 10-day and 50-day SMAs for my algorithm's portfoliovalue. Is tracking portfoliovalues in a RollingWindow the best approach? Or is there a simpler strategy?
I'm not expecting answers with code, although they're most welcome. Just an outline will be most helpful.
Thanks in advance
Cheers
V
Varad Kabade
Hi Varun uppal,
We recommend using the indicator constructor to create the SMA indicators :
and updating them using the EveryDayBeforeMarketClose(self) method:
Best,
Varad Kabade
Varun uppal
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