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Hi Jesse,

One way to solve this is to create a dictionary that stores the EMA period of each symbol.

period_by_symbol = {

    symbol_1 : 15,

    symbol_2 : 10

}

Then, in the for-loop, we access the EMA period from the dictionary.

self.EMA(data.symbol, period_by_symbol[data.symbol], Resolution.Daily)

Best,
Derek Melchin

Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.

That is extremely useful! I would be remissed if I did not bring this error to your attention:

During the algorithm initialization, the following exception has occurred: Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the key exist in the collection and/or that collection is not empty.

  at Initialize

    self.EMA(data.symbol in main.py: line 86

Line 86 being within the for loop. Any ideas how to get around this Mr Derek? Derek Melchin 

Best, 

And thank you for your timely response,

Jesse

Hi Jesse,

This error is probably from trying to access period_by_symbol with a key that doesn't exist in it. To resolve the error, either add all Symbol objects to the dictionary or set a default value if the Symbol isn't in the dictionary.

period = period_by_symbol[data.symbol] if data.symbol in period_by_symbol else 10

self.EMA(data.symbol, period, Resolution.Daily)

If this doesn't solve the issue, share more of the algorithm so we can reproduce the error.

Best,
Derek Melchin

Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.

Hey Derek Melchin !! 

It worked brother! Here is all the code for my next question:  

# region imports

from AlgorithmImports import *

import pandas as pd

import numpy as np

from datetime import time, datetime, timedelta

# endregion



class MyAlgorithm(QCAlgorithm):

	

    def Initialize(self):

        self.SetStartDate(2022, 8, 1)  # Set Start Date

        self.SetEndDate(2022, 10, 18)

        self.SetCash(10000)  # Set Strategy Cash

        self.SetWarmUp(timedelta(days = 25))



        # TICKER LIST

        self.symbolData = {}

        self.ticker_list = ['AAPL', 'USO']

        for ticker in self.ticker_list:

            symbol = self.AddEquity(ticker, Resolution.Daily)

            symbol.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted)

            symbol = symbol.Symbol

            self.symbolData[symbol] = SymbolData(self, symbol)



        # EMA PERIODS

        self.symbol_1 = 0

        self.symbol_2 = 0

        self.period_by_symbol = {

            self.symbol_1 : 15,

            self.symbol_2 : 10

        }

        self.ema = {}

    

        # ITERATING THROUGH TICKER LIST

        for symbol, data in self.symbolData.items():

            period = self.period_by_symbol[data.symbol] if data.symbol in self.period_by_symbol else 10

            self.ema = self.EMA(data.symbol, period, Resolution.Daily)

    

    def OnData(self, data):

        if self.IsWarmingUp:

            return

        for symbol in self.symbolData.keys():

            symboldata = self.symbolData[symbol]



            self.Log(f'{symbol} and then EMA is {self.ema.Current.Value}')



class SymbolData:

    def __init__(self, algorithm, symbol):

        self.algorithm = algorithm

        self.symbol = symbol

Questions:

1. A backtest shows the same values of EMA for both symbols. Any idea why that is? Any idea how to eradicate this? (P.S I would attach a backtest for you but I ran out of logs by accident today! Lol)
2. How is it even possible to confirm the period of the EMA for the symbols? In other words, how do we know when it is doing its job? Perhaps I must plot the two EMA's and compare prices to ensure the values are correct.

To reiterate the goal:

• period of EMA for AAPL = 15
• period of EMA for USO = 10

Thank you for being humble enough to help out a beginner, 

Best, 

Jesse

Hi Jesse Fleming ,

The backtest shows the same EMA for both symbols because it's the same EMA. self.ema is not being saved by Symbol and the iterations are overriding the reference to the object. Please replace:

self.ema = self.EMA(data.symbol, period, Resolution.Daily)

for

self.ema[data.symbol] = self.EMA(data.symbol, period, Resolution.Daily)

The best approach to ensure indicators are being updated is to plot them. Alternatively, you can use the debugger to inspect their values.

Best regards,
Alex

Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.

I really appreciate your response my brother. So concise and useful and great advice. 

Such a simple fix! Thank you for pointing this out for me