Hello,
I was hoping someone may be able to assist me. I have been playing with the MACD and Rolling Window examples and have been having a hard time getting a rolling window of MACD values (Current and Signal) to access later.
I've attached the working python code below, could someone please give me some direction on switching the SMA 5 day average to the MACD values?
Cheers
JayJayD
Hey Rob,
I'm not familiar with Python Lean but i'll give it a shot!
A RollingWindow can store anything, you must give them the Generic (the type of object they will store).
You use:
self.MacdWin = RollingWindow[IndicatorDataPoint,](5)
The eqauivalent in C# is:
var rollinWindw = new RollingWindow<IndicatorDataPoint>(5);
There you’re saying: keep me the last 5 IndicatorDataPoint object I'll feed into you
But if you use:
var rollinWindw = new RollingWindow<List<decimal>>(5);
You are asking to keep the last five List of numbers.
Once the RollingWindow is defined like that you can keep the last 5 observations of a MACD imply by:
rollinWindw.Add(new List<decimal> { macd, macd.Fast, macd.Slow, macd.Signal, });
Hope it helps!
Rob Quantconnect M
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