Share New Research 
I was following the instructions on getting the values from an indicator while using our consolidaor but I'm getting different results from what I believe to be equivalent programming code instructions. I'm using the CMO indicator as an example.
In the attached backtest, I have the following code
# access the 30 minute bar from the DataConsolidated events
thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteBarHandle
self.cmo = self.CMO(self.symbol, period)
and in the event handler
self.cmo.Update(bar.EndTime, bar.Close)
this provides me with a profit of 0.58%
but when I changed the code to
self.cmo.Update(bar.EndTime, bar.Close)
self.RegisterIndicator(self.symbol, self.cmo, thirtyMinuteConsolidator)
and remove the statemtn for manually updating in the consolidated, then I get him -2% loss.
I have seen both ways in the documentation and also in examples. Are these not equivalent? Thank you for any inputs
I cannot attach the second back test in this message for comparison. I hope that of the code can be changed by just cloning the algorithm making the modifications.
KG LLP
This is the second back test which is providing me with -2% loss because of the code modifications described in the first message.
Emilio Freire
Hi KG LLP,
I looked at your backtests.
So in the first backtest you're not registering the indicator for which you want 30-minute consolidated data. Even though you're then calling the Update method on the indicator within your ThirtyMinuteBarHandler, my guess is that you're just updating it with minute data instead (the data frequency you're subscribed to) every 30 minutes. I think because the indicator is not registered, it doesn't understand it needs to consolidate any data.
I believe the examples you mention from the documentation refer to cases in which the indicator is manually updated using the Update method, but no consolidated data is required (data subscription is Daily and the indicator is also updated with daily data).
Second backtest uses the correct approach in my opinion.
I hope it helps and let's wait for other comments to confirm!
Emilio
KG LLP
Thank you for your response and for taking the time to look at the backtests. When you mention that in the first back test, we may be updating the CMO with the 1 minute data, I wonder how is that possible?
self.cmo.Update(bar.EndTime, bar.Close)
The bar.EndTime and bar.Close are the parameters that pertain to the 30 minute bar. At least the value of bar.EndTime is being correctly printed out.
Jack Simonson
Hi KG,
We've looked at the backtests that you posted and it looks like the issue stems from when you define the CMO indicator. Calling self.cmo = self.CMO(self.symbol, self.vidya_period) will create a CMO indicator but will create a consolidator under the hood and won't allow you to update it as you want to in the thirtyMinuteConsolidator(). Instead, take a look at the code snippet below and the documentation on indicators for a quick review on how to use consolidators and indicators together.
## In Initialize() ## Declare the n-period indicator self.cmo = ChandeMomentumOscillator(self.vidya_period) ## Register your indicator and invoke the thirtyMinuteConsolidator self.RegisterIndicator(self.symbol, self.cmo, thirtyMinuteConsolidator)KG LLP
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