Share New Research 
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
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!