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I have an algorithm that needs the 21 day Exponential Moving Average of symbol TQQQ on the Open price.
- How do I compute the 21 day Exponential Moving Average of symbol TQQQ on the Open price? Currently I am doing this:
self.ema = self.EMA("TQQQ", 21 * 8, Resolution.Hour)But how do I specify that I want the EMA to be applied only to the Open Price of TQQQ for the last 21 days? Is it correct to multiple by 8 (21 days times 8 hours/trading day) - to get to the 21 day average?
With Yahoo charts you can specify it as such:
Fred Painchaud
Hi Etay,
Use this:
self.ema = self.EMA("TQQQ", 21 * 8, Resolution.Hour, Field.Open)
Fred
Fred Painchaud
Hi again,
Forgot to answer your second question. For day, you can use the daily resolution. As such:
self.ema = self.EMA("TQQQ", 21, Resolution.Day, Field.Open)
Yes, even if you used AddEquity with Hour resolution. If you do, you get hour bars in OnData, but your ema is daily. So yes, you do a multi-timeframe EMA right away…
Fred
Etay Luz
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