Comparison of decimal values from a tradebar by Dan Hill

Dan Hill

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I have coded an example strategy that uses the following concepts:

* rolling window of type tradebar.

* consolidated 15 min bar from 1min data.

* Bolingerband indicator of timeframe consolidated

Error: cannot compare tradebar to decimal with operator >

Is there a required way to compare the decimal components of the tradebar to the decimal price? I tried to pull the components out of the BB to create windows as well but I am missing something.

RollingWindow<TradeBar> _datawindow = new RollingWindow<TradeBar>(Hist);
       RollingWindow<BollingerBandState> _bbwindow = new RollingWindow<BollingerBandState>(Hist);
       RollingWindow<decimal> _bbupperwindow = new RollingWindow<decimal>(Hist);
       RollingWindow<decimal> _bblowerwindow = new RollingWindow<decimal>(Hist);

if ( _datawindow[0].Close < _bbupperwindow[0] && _datawindow[1] > _bbupperwindow[1] && !Portfolio.HoldStock)

Thanks,

Dan

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3 Comments

Dan Hill

, ,

Accepted Answer

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Dan Hill

529 ,

Note: I typed that last part incorrect. There should be a .Close on the _datawindow[1].

Alexandre Catarino

It was a typo, right?

I believe your algorithm is a version of the project I am attaching, please checkout the adaptiations:

private RollingWindow<TradeBar> Bar;

private RollingWindow<BollingerBandState> BBWin;

In OnData:

if (Bar[0].Close < BBWin[0].UpperBand && 

    Bar[1].Close > BBWin[1].UpperBand && 

    !Portfolio.HoldStock) 

{

    SetHoldings(_spy, 1);

}

Dan Hill

529 ,

Thanks... I did not see the typo for a few days...lol

Dan Hill

, , edit

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