Hello,
I would like to use in my algo, which runs on a “minute” resolution, two RSI indicators, one with“daily” resolution and one with “weekly” resolution (lets call them DRSI14 and WRSI14).
I am pretty confused since in QC there are many ways to create indicators, update them, consolidate them, and warming them up. I believe some of them consolidate data immediately and some of them consolidate data at the end of their resolution. I am not using currently history request and rolling windows for now (but I may have to?)
Anyway, about the update problem: when I look at trading view I see the daily and weekly rsi values update pretty much every few second (you can check now with a forex or crypto pair since its open 24/7, just set your resolution to daily or weekly and look a the rsi value: it will change live, every few seconds).
In my case I don't need second frequency, but I definitely want to have an updated value for the DRSI14 and WRSI14 once every minute has passed, because that is the resolution of my algo.
Could someone suggest the correct way to create and use such indicators?
Sorry for the generic question, I will definitely post a script once I have some pointers and still cant get correct values.
I am a customer BTW.
Yuri Lopukhov
I think I have just responded on a similar question, perhaps this may help you:
https://www.quantconnect.com/forum/discussion/14688/consolidator-indicator-help-needed-in-futures-universe/p1/comment-43320
Paulduring
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