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PSAR History Tracking

I have been tracking the history of several indicators the same way, but when I attempt to track my PSAR indicator, I get the following error.

Any ideas?  Thanks,

Error:

Error    CS0311    The type 'QuantConnect.Data.Market.IBaseDataBar' cannot be used as type parameter 'T' in the generic type or method 'HistoryTrackerImpl.Track<T>(IndicatorBase<T>, int)'. There is no implicit reference conversion from 'QuantConnect.Data.Market.IBaseDataBar' to 'QuantConnect.Data.BaseData'.    QuantConnect.Algorithm.CSharp    D:\Scott\OneDrive\Documents\Visual Studio 2015\Projects\Lean-master\Algorithm.CSharp\MacdEmaPsarAlgorithm.cs    119    Active
 

Declaration:

// define rollingwindows for indicator history
public RollingWindow<IndicatorDataPoint> _MacdHistory;
public RollingWindow<IndicatorDataPoint> _EmaHistory;
public RollingWindow<IndicatorDataPoint> _PsarHistory;

Initialization (NOTE: line 119 is the last line below [_PsarHistory =...] ):

// create a MACD and track it's history, you can access
// the current value of the MACD using MacdHistory[0],
// the previous value using MacdHistory[1], ect...
_MacdHistory = HistoryTrackerImpl.Track(MACD(_symbol, 12, 26, 9, MovingAverageType.Exponential, Resolution.Minute), 3);

// create an EMA and track it's history, you can access
// the current value of the EMA using EmaHistory[0],
// the previous value using EmaHistory[1], ect...
_EmaHistory = HistoryTrackerImpl.Track(EMA(_symbol, 18, Resolution.Minute), 3);

// create an PSAR and track it's history, you can access
// the current value of the PSAR using PsarHistory[0],
// the previous value using PsarHistory[1], ect...
_PsarHistory = HistoryTrackerImpl.Track(PSAR(_symbol, afStart: 0.002m, afIncrement: 0.002m, afMax: 0.20m), 3);
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Any suggestions for tracking PSAR history?

thanks,

Scott

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Scott Higgins, we cannot reproduce this issue with only those code snippets.
I have writtern a algorithm where I save the PSAR history and plot two consecutive PSAR values together:

Plot("PSAR", "0", _psarWindow[0].Value);
Plot("PSAR", "1", _psarWindow[1].Value);

 

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Hello Alexandre,

I was using MichaelH's  

https://www.quantconnect.com/forum/discussion/881/easy-indicator-history/p1

I see you are using the rolling window and manually updating it.  I will switch to manually updating rolling windows if MichaelH's class is not going to work for some indicators.  FYI - I am also seeing this issue with the CCI indicator.

thanks,

Scott

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Micheal's solution was designed for indicators of type IndicatorBase<IndicatorDataPoint>. These only need one value (open, high, low, close, etc) in their computation.
PSAR is a BarIndicator (IndicatorBase<IBaseDataBar>): it needs OHLC information.

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.


Alexandre,

Thank you for the clarification!

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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.


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