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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. 
https://www.quantconnect.com/docs/algorithm-reference/consolidating-data
 

# 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

 

     


 

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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.


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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