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Indicator does not support Update(...) Error

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!

Update Backtest







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)
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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.


Thanks Jing Wu, your solution works like a charm!

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Update Backtest





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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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