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)), \

def UpdateIndicators(self):

# Update the MACD fast, slow, period settings here somehow?
# self.__macd.Update(NewMacdFast, NewMacdSlow, NewMacdPeriod) maybe?