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Dynamic parameter for Indicator

Hi guys,

Is the indicator support dynamic parameter which may change after initialization? 

For example, 

public override void Initialize() {
var period = 14;
RSI = new RelativeStrengthIndex(period);
...
}
public void OnData(Slice data) {
...
period += 20;
RSI = new RelativeStrengthIndex(period); //where the period will be 34.
...

}

Many thanks.

Update Backtest







As far as I know, you cannot change the period after initialisation as it's an immutable property. You would have to create a new instance of RelativeStrengthIndex() if you needed a different period.

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Hi Douglas,

Thanks for the reply.

What I want to do with the indicator is to use a dynamic value as a parameter. Is there any approach that I can implement it in lean?

For example, 


public void OnData(Slice data) {
...
RSI = new RelativeStrengthIndex(SimpleMovingAverage.Current.Value);
...

}

Appreciate any help possible.

0

You could save past SMA values in a rolling window and recreate it each

time you need it.
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Hi Jared, 

Thanks for the reply. I will look into it and I will post back here once I get more info as it might be an issue to recreate the indicator and the corresponding rolling window for every single data point.

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.


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