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Multiple Resolutions for the same Indicator with helper method.

Hi ,

Is it possible to registor 2 different resolution for the same indicator @ Initialize with helper method, like below given example.      

self.atrH =self.ATR("BCOUSD", 24, MovingAverageType.Simple,Resolution.Hour)
self.atrD= self.ATR("BCOUSD", 5, MovingAverageType.Simple,Resolution.Daily)

Regards

Update Backtest







Yes, it is possible to register 2 different resolutions of the same indicator. The implementation above is correct; self.ATR() constructs a new indicator and is then saved to a variable for future reference.

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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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