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Consolidating PSAR Data for Forex

Hello,

Does anyone have either an example of or tips for consolidating minute resolution psar data into 15 minute bars. It would be very helpful.

 

Thanks

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To be clear, I am looking to do this using python and Forex data from the EURUSD.

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The documentation here is a good example in Python of how to create custom period indicators.

The PSAR data can be calculated using PSAR object provided by QuantConnect. Here is the source code for the PSAR object in C# in order to understand the parameter requirements:

var psar = PSAR(Symbol symbol, decimal afStart = 0.02, decimal afIncrement = 0.02, decimal afMax = 0.2, Resolution resolution = null, Func`2[Data.IBaseData,Data.Market.IBaseDataBar] selector = null)

It is important to note that instead of the TradeBarConsolidator will need to be replaced with the QuoteBarConsolidator.

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Thank you very much, I was able to resolve my issue using this.

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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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