Back

How to access previous periods Indicators

So it seems I can access the current value of an indicator using 

self.fiveDaySMA.Current.Value

How do I access the previous periods?

Update Backtest








here is a very good example of consolidators, rolling window and multiple assets inside a class witch you should start with. output of the rolling window:

2014-12-01 00:10:00 : Gurdeep S1.24561
2014-12-01 00:10:00 : Gurdeep S118.850
2014-12-01 00:10:00 : Gurdeep S0.797465
2014-12-01 00:10:00 : Gurdeep S0.78254
2014-12-01 00:10:00 : Gurdeep S1.142655
2014-12-01 00:10:00 : Gurdeep S0.845545
2014-12-01 00:10:00 : Gurdeep S1.20349
2014-12-01 00:20:00 : Gurdeep S1.245255
2014-12-01 00:20:00 : Gurdeep S118.837
0


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Loading...

This discussion is closed