QUANTCONNECT COMMUNITY
Hello, would anyone know how to add to the code so that if the command to buy (if the previous price is below the lower band and the current price >= lower band) goes through, it would then liquidate if the price = middle band?
I made an attempt but it is wrong.
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.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Jing Wu
Hi Alex, we have this example using Bollinger Band indicator.
You can use the rolling window to save the previous price.
def Initialize(self): self.window = RollingWindow[TradeBar](2) def OnData(self, data): self.window.Add(data[symbol]) if self.window.IsReady: currBar = self.window[0] previousBar = self.window[1] currentClose = self.window[0].Close previousClose = self.window[1].CloseFor details, please refer to this example
Alex Haseldine
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!