WilliamsPercentR for 5 minute bars


I am trying to calculate williamsR 14 period for 5 minute bars:

consolidator = TradeBarConsolidator(5)

william_indicator = WilliamsPercentR(14)

self.RegisterIndicator(contract.Symbol,william_indicator, consolidator)

self.SubscriptionManager.AddConsolidator(contract.Symbol, consolidator)

This is for E-Mini futures. The code breaks and the error is "TypeError : No method matches given arguments for RegisterIndicator"

Update Backtest

i also dont know how to use registerindicator but i know that updating the indicator manually works. Jing Wu 

so i took the example consolidator algo from here:

and copied your williamspercentr everywhere

check the log tab its printing your values :)


This is a good enough solution for me. I've also checked with indicator values from interactive brokers. They match. Thanks!


Update Backtest


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