Hi there,
I am trying to update my williamsPercentR indicator from a quoteBar. I keep getting the error shown below.
williams is defined as WilliamsPercentR(5), and prev_williams is simply a list.
Any idea how I can solve this issue? Seems like I need to input an IBaseDataBar. How can I retrieve this from my quotebar?
Thanks in advance!
Jing Wu
WilliamsPercentR is a bar indicator. The calculation of the indicator needs the bar Open/High/Low/Close instead of a single price. You can not update the indicator with only the close price.
For forex, the solution is to construct a quote bar. Please check the documentation
https://www.quantconnect.com/lean/documentation/topic24273.html
symbol = self.AddForex("EURUSD", Resolution.Hour).Symbol history = self.History([symbol], 10, Resolution.Hour) for tuple in history.loc[str(symbol)].itertuples(): bar = QuoteBar(tuple.Index-timedelta(hours=1), symbol, Bar(tuple.bidclose, tuple.bidhigh, tuple.bidlow, tuple.bidopen), 0, Bar(tuple.askclose, tuple.askhigh, tuple.asklow, tuple.askopen), 0, timedelta(hours=1)) your_indicator.Update(bar)
Kaustubh Jagtap
Thanks Jing Wu, your solution works like a charm!
Kaustubh Jagtap
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