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Hello,
I am new with Quantconnect.
I an trying to create HMA indicator with period of 30 bars back while each bar is 15 minuts. I couldn't find any example that demonstrate this senerio.
I would expect that the value that the indicator produces would be stable for 15 minutes and updated only when this period ends. In addition, I would expect that the indicator will be ready only after 30*15 minutes. In practice, I see that the IsReady become True after 34 samples and is updating every 7-8 minutes - not sure why.
Hope someone will have insights for me.
Thanks,
Amit
Louis Szeto
Hi עמית קהת
We could use a consolidator to consolidate minute bars into 15-minute bars, and then use that to update a manual indicator. Please refer to this docs for details.
Best
Louis
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עמית קהת
Hi Louis Szento,
Thank you very much for the tip. I managed to create the indicator that changes as I expected.
However, when plotting it, it looks like something is wrong.
There is no data between Jan 17, 2020 to Nov 27, 2020 as you can see in the attached backtest.
Any idea why it is happening?
Thanks,
Amit
Derek Melchin
Hi עמית קהת,
There is data between January 17, 2020 and November 27, 2020. The data just isn't represented in the chart because of the chart quotas. In the log file, we see the following message:
The logs of the attached backtest show that there is data between January 17, 2020 and November 27, 2020.
Best,
Derek Melchin
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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.
עמית קהת
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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