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[New Feature] SimpleMovingAverage and ExponentialMovingAverage

QuantConnect now has some built in indicators!!

The latest release of QC brought with it many awesome new features. One in particular that almost everyone wanted were some basic indicators. In this algorithm I show you my take on the classic moving average cross strategy. I show you how easy it is to create and plot indicators using the new infrastructure, as well as the readability of code using indicators.

We can now create an EMA or SMA using code like the following:

// create 5 day EMA of SPY
ExponentialMovingAverage ema = EMA("SPY", 5, Resolution.Daily);

// create 5 hour SMA of SPY
SimpleMovingAverage sma = SMA("SPY", 5, Resolution.Hour);


These indicators receive updates from the QC engine, so by the time the OnData method is called, the indicator has already been updated!

As always, feedback is welcomed!
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Wow that ribbon is incredible!
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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.


This is really awesome :)
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Thanks! There's more in the pipeline too!!
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Would be great to have a list of available indicators somewhere (can't find anything on Git) and how to feed any other data besides prices into them :)
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QC will be moving to open source soon, and with it will come better documentation and such. I think the current plan is to get everything live come Monday.
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Let's see, as I have spent two days trying to get anything old to work.
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Hey Tadas! Sorry you've had issues! We haven't changed anything major in the last week -- do you mind if I look at your code? Please let me know the project and I'll figure it out (jared@quantconnect.com)

I'll deploy the new beta live today; which does have a lot of very good changes :)
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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.


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.


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