Trading Time Execution

Hi there,

I understand that in the initialise section, having  self.AddForex("EURUSD", Resolution.Daily) will call the currency price on every day period. 

I would like to know if it is possible to make the forex trading happen on every 6 hours

Thanks alot! 

Update Backtest

The conventional resolutions are tick, second, minute, hour and daily. For other time frames like 6-hour resolution, you can use the data consolidator.

# request the hourly data
self.AddForex("EURUSD", Resolution.Hour, Market.Oanda) 
# create the 6-hours data consolidator
consolidator = QuoteBarConsolidator(timedelta(hours=6))
self.SubscriptionManager.AddConsolidator("EURUSD", consolidator)
consolidator.DataConsolidated += self.sixHourConsolidatedHandler
In sixHourConsolidatedHandler, you'll get the consolidated bar datadef sixHourConsolidatedHandler(self, sender, consolidated):
# get the bar price of six-hour resolution
close = consolidated.Close
open = consolidated.Open
high = consolidated.High
low = consolidated.Low





Update Backtest


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