Compare Current Price to EMA Indicator by Malachi Bazar

Malachi Bazar INVESTOR

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Hello All,

I am having trouble with, what I would think, a very simple problem. I am trying to compare the current price of the TQQQ with the current value of the 50 day Exponential Moving Average (EMA50) of the TQQQ.

class BasicTemplateAlgorithm(QCAlgorithm):



    def Initialize(self):

        # Set the cash we'd like to use for our backtest

        # This is ignored in live trading 

        self.SetCash(100000)

        

        

        

        # Start and end dates for the backtest.

        # These are ignored in live trading.

        self.SetStartDate(2015,1,1)

        self.SetEndDate(2017,12,31)



        # Assets predetermined

        self.tqqq = self.AddEquity("TQQQ", Resolution.Daily).Symbol

        # Indicators

        self.emaSmaller = self.EMA("TQQQ", 50, Resolution.Daily)





    def OnData(self, slice):

        if not self.Portfolio.Invested:

            self.Debug("Working after PortfolioInvested")

            

            if float(self.Securities["TQQQ"].Price) > self.emaSmaller:

                self.Debug("Working after first comparison")

                self.SetHoldings(self.tqqq, 1)

When I compare self.Securities["TQQQ"].Price and self.emaSmaller, I get this error:

Runtime Error: Python.Runtime.PythonException: TypeError : Cannot get managed object

  at (wrapper dynamic-method) System.Object:CallSite.Target (System.Runtime.CompilerServices.Closure, System.Runtime.CompilerServices.CallSite, object, QuantConnect.Data.Slice)

  at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnData (QuantConnect.Data.Slice slice) [0x000c6] in <91afafcb96134cb1934e681486862439>:0 

  at QuantConnect.Lean.Engine.AlgorithmManager.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Lean.Engine.DataFeeds.IDataFeed feed, QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler transactions, QuantConnect.Lean.Engine.Results.IResultHandler results, QuantConnect.Lean.Engine.RealTime.IRealTimeHandler realtime, QuantConnect.Lean.Engine.Server.ILeanManager leanManager, QuantConnect.Lean.Engine.Alpha.IAlphaHandler alphas, System.Threading.CancellationToken token) [0x01260] in <7573aaf6e6a74f29b31f8e11628c060e>:0 	 (Open Stacktrace)

How do I fix this problem.

Thanks,

Malachi

Update Backtest

Malachi Bazar

Accepted Answer

Update Backtest

Notebook

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CloudTrader

491 ,

Hi Malachi,

To fix this, you should compare the two values as following:

if self.Securities["TQQQ"].Price > self.emaSmaller.Current.Value:

No need to convert self.Securities["TQQQ"].Price to float since self.Securities["TQQQ"].Price and self.emaSmaller.Current.Value are decimal types.

Malachi Bazar

989 ,

Worked perfectly!

Alexander M. Garcia

40 ,

Can you also translate that into C#? I am trying to do the same thing but comparing current market price to the current value of PSAR.

Douglas Stridsberg

5.1k ,

Alexander - it's largely identical in C#:

if ( Securities["TQQQ"].Price > emaSmaller.Current.Value ) {



}

Again - the key is to access <indicator>.Current.Value to get the current value.

Jared Broad

Also, we implicitly cast indicators to decimals so you can actually directly compare them in C#:

if ( Securities["TQQQ"].Price > emaSmaller ) {



}

Malachi Bazar INVESTOR

Update Backtest

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