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How to Warm Up Technical Indicators

Hi All,

I’m trying to set a warm up period for my various technical indicators but since I have too many I’m not able to warm them up all together in my Initialize method.  I tried doing it in each case statement with the Update() method but I’m not sure if this is the way to do.  Would anyone be able to point me in the right direction?

case TechicalIndicators.SimpleMovingAverage:
                    var fast = SMA(pair, period: 50);
                    var slow = SMA(pair, period: 200);
                    technicalIndicator = new CrossingMovingAverages(fast, slow, direction);
                    SimpleMovingAverage.Update(TimeSpan.FromDays(30));
                    break;

Thanks,

Rohit

Update Backtest








hi, you could use the iswarmup bool.

docu says: " Algorithms can use the bool IsWarmingUp property to determine if the warm up period has completed. "

try warming up all indicators (within consolidators) like it would run live but not issuing orders because of using the iswarmingup bool value..............

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/WarmupAlgorithm.py

i think it should work....

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You can lookup the data using the History, compute the SMA and then feed the SMA.update setting the time and value.

I gave up trying to warmup the algo due to this limitation

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Update Backtest





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