Hi Have a question about consolidating indicators. Seams like the indicator value self.rsi.Current.Value is updated more often than the consolidated time frame of 30min. Why? self.rsi = self.RSI(self.btcusd, 14, Resolution.Minute) self.RegisterIndicator(self.btcusd, self.rsi, timedelta(minutes=30))
Mia Alissi
To address the issue you're encountering with the RSI indicator updating more frequently than the expected 30-minute consolidation period, it's important to understand how indicators and consolidators work together in QuantConnect.
When you register an indicator with a consolidator using
self.RegisterIndicator
, the indicator is supposed to update based on the data consolidated by the consolidator. However, if you're observing the indicator updating more frequently than your consolidator's timeframe, it might be due to how the indicator is being updated or a misunderstanding of the consolidation process.In the extracts provided, there's a discussion about using consolidators and indicators, but there isn't a direct example matching your exact scenario with RSI and a 30-minute consolidation period. However, I can guide you based on the information available and general practices in QuantConnect.
First, ensure you're creating the consolidator correctly and registering the indicator with it. Here's a general approach to creating a consolidator and registering an indicator, adapted to your scenario:
This code snippet demonstrates how to set up a 30-minute consolidator and register an RSI indicator with it. The key is to ensure that the consolidator is correctly created and that the indicator is registered with this consolidator, not directly with the symbol's data.
If you're still facing issues, it might be helpful to review the documentation on indicators and consolidators or seek specific advice by sharing your complete code snippet on the QuantConnect forum for more targeted assistance. The forum is a great resource where the community and the QuantConnect team can help troubleshoot specific issues.
For more detailed information on working with indicators and consolidators, you can refer to the QuantConnect documentation:
Remember, the key to successfully using consolidators and indicators together is ensuring they are correctly set up and registered with each other.
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Vnls123
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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