Share New Research 
I'm unsure how to backtest my C# strategy that has a main strategy file with subset .cs indicator files. Any direction would be appreciated.
QUANTCONNECT COMMUNITY
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.
QuantConnect™ 2024. All Rights Reserved
Alexandre Catarino
If we don't want to create different namespaces, it is enough to create a a new file where the indicator class is in the the algorithm namespace, for instance, namespace QuantConnect:
// Main.cs namespace QuantConnect { public class BasicTemplateAlgorithm : QCAlgorithm { public override void Initialize { var customIndicator = new CustomIndicator(); } public override void OnData(Slice slice) { // NOP } } }// CustomIndicator.cs namespace QuantConnect { public class CustomIndicator: TradeBarIndicator { // IsReady, ComputeNextValue, etc } }An extra information:
We can have a class in several files, using partial class. For example, let's have Initialize and OnData in different files:
// Initialize.cs namespace QuantConnect { public partial class BasicTemplateAlgorithm : QCAlgorithm { public override void Initialize { var customIndicator = new CustomIndicator(); } } }// OnData.cs namespace QuantConnect { public partial class BasicTemplateAlgorithm : QCAlgorithm { public override void OnData(Slice slice) { // NOP } } }Adam Couch
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!