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Williams % R indicator

Hi,

I'm having trouble to find what is wrong in this code.

I just want to get the Williams % R indicator at the close of each day.

Thanks.

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The History method returns either a list of object or a pandas dataframe. It depends on the argument type. To get the data frame, you need to use a list of symbols:

hist = self.History([self.spy], lookback, Resolution.Daily)

with that change, I could run your algorithm successfully.

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Thank you Alexandre, but in order to make it work correctly I also had to change:

- highest_high = max(hist['high'][-lookback-1:])

- change the schedule time to be the next day before the open (because for some reason, the close price is not available after the close).

Here is the code with the change mentioned above but I wasn't able to plot the indicator on the chart.

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I have removed the comment from the last line and been able to plot it.
By the way, why do you not use the QC built-in indicators and avoid History calls?

def Initialize(self):

lookback = 14
self.highest_high = self.MAX("SPY", lookback, Resolution.Daily, Field.High)
self.lowest_low = self.MIN("SPY", lookback, Resolution.Daily, Field.Low)
self.wilr = self.WILR("SPY", lookback, Resolution.Daily)

self.SetWarmup(timedelta(lookback*2))

In fact, you don't need highest_high and lowest_low, but I included them for the sake of exemplification.

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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.


Thank you Alexandre for all the responses you made on my various post. Much appreciated ;-)

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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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