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!
Jing Wu
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)Â # 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
Zheng Jie Sung
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