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Hello, I need to calculate indicators using adjusted price of the equity and then trade options for this equity. But it seems impossible to use adjusted price when I am adding options to the universe.
I suppose I could call self.History every time I need adjusted price to update an indicator, but maybe there is a better and more efficient way I don't see?
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Louis Szeto
Hi Yuri
In this case, you'll need to call historical data and iterate it to warm up the indicator since WarmUpIndicator method won't work as you wish. Updating should be a problem as the latest data point of all types are the same (all adjustments are using the last price as reference).
Regardless of data type, you'll still need to reset and re-warm up the indicator after a split/dividend event. For example:
Best
Louis
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.
Yuri Lopukhov
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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