QUANTCONNECT COMMUNITY
I'm new here...
Can anyone help me how to insert a 5 minute indicator into a rolling window?
Thank you!
self.spy = self.AddEquity("spy").Symbol
self.sma20= SimpleMovingAverage(20)
self.RegisterIndicator(self.spy, self.sma20, timedelta(minutes=5))
self.sma20_window = RollingWindow[IndicatorDataPoint](2)
how to continue?
Or write something else before?
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Louis Szeto
Hi Shilo
We can do so by a custom consolidated bar handler. You may follow the doc's guide here.
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.
Shilo Hadad
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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