Hello,

I am having troubles making the RateOfChange object work correctly in my classic algorithm. I have tried creating a 'new RateOfChange' object, as well as using ROC(...). Both seem to be return 0's at all times, so I'm not sure if I'm using them incorrectly? I am calling these functions in the OnData method, but it seems like the date of these RateOfChange objects is always showing 01-01-0001? I'll include a complete snippet of my algorithm here.
 

namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Basic template algorithm simply initializes the date range and cash. This is a skeleton /// framework you can use for designing an algorithm. /// </summary> public class BasicTemplateAlgorithm : QCAlgorithm { private const int LOOKBACK = 252; private const Resolution RESOLUTION = Resolution.Daily; private Symbol[] _symbols; /// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2018, 1, 1); //Set Start Date SetEndDate(2018, 8, 1); //Set End Date SetCash(20000); //Set Strategy Cash // The ordering of these symbols matter for portfolio construction. // The last symbol should be the 'cash'/bonds fall back. _symbols = new[] { QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA), QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA), QuantConnect.Symbol.Create("MA", SecurityType.Equity, Market.USA) }; foreach(var symbol in _symbols) { AddEquity(symbol, RESOLUTION); } } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public override void OnData(Slice data) { var stockRoc = _symbols.Select(s => new RateOfChange(s, LOOKBACK)).ToArray(); Debug(stockRoc[0].Current.Value + "," + stockRoc[1].Current.Value + "," + stockRoc[2].Current.Value); } } }




 

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