Discussion Forum
trophy

Long Only, ETF Alpha Streams Competition with $27,500 Prize Pool

Back

Input Parameter for enum

Hi,

   a) Am trying to set up an input Parameter like this

        [Parameter]
        public Resolution TimeFrame = Resolution.Minute;

  This is giving an error during compilation. 

  Please provide the correct syntax for setting up Input Parameter for enums, or is there any workaround to get this to work.

   b) Is it possible for the default values set up in the strategy/indicator code to appear in the 'Algorithm Parameters' section of the dashboard, instead of reentering all the values again.

Regards

 

Vivek

 

Update Backtest



1 Comment
0

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.

One solution is to set up an integer paramenter:

[Parameter]
public int IntResolution = 2;

and make a cast:

# In Initialize
var resolution = (Resolution)IntResolution;
AddSecurity(SecurityType.Equity, Ticker, resolution);

Alternatively, you can subscribe to second resolution and create a consolidator with the desired timeframe:

[Parameter]
public int Minutes = 5;# In Initialize
AddSecurity(SecurityType.Equity, Ticker, Resolution.Second);
var consolidator =
new TradeBarConsolidator(TimeSpan.FromMinutes(Minutes));
consolidator.DataConsolidated += OnDataConsolidated;
SubscriptionManager.AddConsolidator(Ticker, consolidator);

Please checkout the QuantConnect University example
"How Do I Use Consolidators?"

0

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.

Update Backtest



0

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.

Loading...

This discussion is closed

Discussion Tags