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Simple test problem

For two symbols, i am trying to  print the slope and the macd each day. The first symbol works the second has the same values as the first. Either i am missing something very simple or i miss the whole concept. Any help greatly appreciated

 

Thanks

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i took the ETF global  rotation sample and that has a good example of what i was tring to do with mutli-symbols and multiple indicators

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i will take a look on that.

did you try to update your indicator with update... and forget this register indicator mehtod.

but still slope has different values every time.......

its changing day after day.... ??

2018-05-16 00:00:00 : 1Buy AAPL - OHLC[186.81, 187.07, 185.10, 186.44, 13039160] 1mo: 18.035 3mo: 13.42 macd: 4.68461 slp: 1.743
2018-05-16 00:00:00 : 1Buy SPY - OHLC[271.56, 271.61, 270.03, 271.03, 48659949] 1mo: 10.26 3mo: -0.6 macd: 1.35204 slp: 0.603
2018-05-16 00:00:00 : 1Buy SLB - OHLC[71.72, 71.75, 70.90, 71.59, 2057707] 1mo: 6.82 3mo: -1.51 macd: 1.0444 slp: 0.321
2018-05-16 00:00:00 : 1Buy IBM - OHLC[143.74, 143.99, 142.93, 143.77, 2287198] 1mo: -6.08 3mo: -17.89 macd: -2.28457 slp: -0.122
2018-05-17 00:00:00 : =======
2018-05-17 00:00:00 : 1Buy AAPL - OHLC[186.05, 188.46, 186.00, 188.19, 9931189] 1mo: 16.6 3mo: 13.23 macd: 4.76857 slp: 1.157
2018-05-17 00:00:00 : 1Buy SPY - OHLC[271.11, 272.76, 271.10, 272.21, 28534622] 1mo: 8.38 3mo: -1.18 macd: 1.5051 slp: 0.901
2018-05-17 00:00:00 : 1Buy SLB - OHLC[71.60, 73.21, 71.60, 73.14, 3633492] 1mo: 8.3 3mo: -0.43 macd: 1.20165 slp: 0.447
2018-05-17 00:00:00 : 1Buy IBM - OHLC[143.60, 145.03, 143.23, 144.62, 1564014] 1mo: -9.49 3mo: -17.83 macd: -2.09727 slp: 0.221
2018-05-18 00:00:00 : =======
2018-05-18 00:00:00 : 1Buy AAPL - OHLC[187.91, 188.90, 186.36, 186.99, 8838838] 1mo: 14.21 3mo: 12.65 macd: 4.68428 slp: 1.01
2018-05-18 00:00:00 : 1Buy SPY - OHLC[271.94, 273.23, 271.13, 272.02, 33467519] 1mo: 6.37 3mo: -1.91 macd: 1.59271 slp: 0.941
2018-05-18 00:00:00 : 1Buy SLB - OHLC[73.53, 75.43, 73.48, 74.44, 5776980] 1mo: 8.71 3mo: -0.35 macd: 1.41485 slp: 0.672
2018-05-18 00:00:00 : 1Buy IBM - OHLC[144.91, 145.19, 143.77, 144.50, 1668133] 1mo: -9.59 3mo: -18.91 macd: -1.9362 slp: 0.254

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Michael,

 

Thanks for looking at this.  In my simple test when i run the algo i get whatever the macd and slope is for the first symbol i get the same values for the next symbol. In the next algo i copied  the ETF rotation algo code creating a symbol data class to hold the indicator vlaues by symbol and that worked perfect.  I missed the need to have a class to hold the values for each symbol. 

 

Frank

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Michael,

Can you point me to a C# example of

1) use coarse selection to filter the universe

2) after universe is selected get to historical data using rolling windows

I can not find any examples of this but someone has to be filtering symbols and then needed to look back at previous dates to make a trading decision. I see "SPY" and rolling windows, i see symbols list and rolling windows but no Coarse selection and rolling windows example

Any help greatly appreicated

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sorry but there is not ultimate example algo.

you would need to put it together from the sample algos QC provides:

 

library

https://github.com/QuantConnect/Lean/tree/master/Algorithm.CSharphttps://github.com/QuantConnect/Lean/tree/master/Algorithm.Framework

coarse algos:

https://github.com/QuantConnect/Lean/search?l=C%23&q=coarse++path%3A%22Algorithm.Csharp%22&type=

 

https://github.com/QuantConnect/Lean/search?l=C%23&q=coarse++path%3A%22Algorithm.Framework%22&type=
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