Hello,

1) Donchian Channel Indicator gets ready before the input period (I guess it is 3 period less than the input). It calculates the highest high according to this intrinsic period. Log file:

https://www.quantconnect.com/backtest/56893/1940861/4dfcad20762ba4e8c22f52f67b1120b8-log.txt

2) How do I initialize it with historical data? I work on AlgorithmFramework structure and warm-up period didn't work. I tried something like the following from the example, but the I couldn't figure out what the format of the historical input has to be.

history = algorithm.History(addedSymbols, self.period, self.resolution) ticker = SymbolCache.GetTicker(symbol) # ??? self.donchian.Update(history.loc[ticker].Index, history.loc[ticker]) # ???

Best,

Atacan

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