I'm trying to build a timer to update the settings on an indicator. I've read various forums posts that talk about a Update() function but I haven't been able to figure it out. Here is some simple sample code of what I'm trying to build. Any help?


class MyAlgorithm(QCAlgorithm): def Initialize(self): resolutionSetting = Resolution.Minute macdFast = 5 macdSlow = 15 macdPeriod = 5 self.__macd = self.MACD('SPY', macdFast, macdSlow, macdPeriod, MovingAverageType.Exponential, resolutionSetting) # Set a timer for every 10 mins self.Schedule.On(self.DateRules.EveryDay(), \ self.TimeRules.Every(timedelta(minutes=10)), \ Action(self.UpdateIndicators)) def UpdateIndicators(self): # Update the MACD fast, slow, period settings here somehow? # self.__macd.Update(NewMacdFast, NewMacdSlow, NewMacdPeriod) maybe?