Back

Question about consolidator indicator

I expect that the "IsReady" attribute only becomes True after consolidator handler is triggered 10 times (i.e. the period of the indicator), however as shown in the backtest, the indicator becomes ready immediately. Which part of the code is wrong?

Thanks!

Update Backtest








Hi Thomas, self.BB and self.EMA() are used for the existing resolutions like minute, hour and daily. They are automatically updated in LEAN. To apply the consolidated bar to the indicator, you should use the indicator constructor BollingerBands() and ExponentialMovingAverage() and update the indicator with self.RegisterIndicator().

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.


I see. Thanks Jing.

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