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Hi all,
I try to access ATR of various stocks by self.ATR(symbol, 20, Resolution.Daily).Current.Value. I expect to get the average true range of a stock in the last 20 days.
Using Coinbase as an example, it is in the magnitude of 4-5.
However, my code is giving ma a strange number (0.486)… Not sure what is wrong here. Any pointers will be hugely appreciated. Please see snippets of my code and also the printed message in below for your reference. Many thanks!
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Brian tong
Attaching a backtest for reference
Brian tong
Want to follow up on this one. Any pointers will be hugely appreciated. Many thanks!
Louis Szeto
Hi Brain
There are few things to be addressed:
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.
Brian tong
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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