Greetings,
I am trying to code the following indicator (RSI with Bollinger Band) in Quantconnect using python. Using ta-lib this would just be one line of code where we pass the RSI values to ta.bb() and thats it. When researching on QuantConnect, I came across the following documentation resources:
The BollingerBand API function in QuantConnect cannot accept anything other than a symbol as an input it would seem. Also when coding custom indicators, I don't see any example of how to use another indicator's data as input to an indicator , though the documentation says it is possible to use `IndicatorDataPoint`. I get the impression that we can only import wrappers of existing indicators in QuantConnect library of indicators (written in .cs) and make minor modifications to the parameters and call it a custom indicators. In order to build a custom indicator from scratch, one would have to write the code for the custom indicator in C# ?
I kindly request any forum moderator or QuantConnect staff to clarify my above impression and the following points, below:
1.) Is it possible to code an indicator completely from scratch and import it into QuantConnect environment?
2.) Can anyone show an example of coding this RSI indicator with bollinger bands and plotting it?
Best Regards,
Dilip
.ekz.
Look into IndicatorExtensions and extending PythonIndicator.
Search the forums for both these terms.
Louis Szeto
Hi .ekz.
It was a bug that the method didn't read the value of PythonIndicator correctly. Please subscribe to this GH issue for fixing progress.
Best
Louis
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Dilip Rajkumar
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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