Hey everyone,
Having a hard time with the SMA of VIX data. Should be pretty easy but I keep hitting errors. Any help?
Thanks!
class vixsma (QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 2, 15)
self.SetEndDate(2022, 2, 25)
self.vix = self.AddData(CBOE, "VIX").Symbol
self.vixsmatwenty = self.SMA(self.vix, 20)
self.vixsmafifty = self.SMA(self.vix, 50)
self.SetWarmUp(55)
def OnData(self, data):
vix = data.Get(CBOE, self.vix)
current = vix.Close
self.Plot("VIX Data", "VIX", current)
self.Plot("VIX Data", "VIX SMA20", self.vixsmatwenty)
AK M
Yeah VIX can be a little tricky. Without knowing what specific error you're getting I have two suggestions.
First, you might want something like
instead of what you have there.
Second, instead of setting up the SMAs that way, try setting them up like this:
You'll have to manually update them like so:
David Eldringhoff
Thanks, works great, code attached
David Eldringhoff
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