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Trouble With Custom Indicator

I attempted to write my first custom Indicator. It calculates the average Momentum for a given time-frame. Or, it would if the darn thing worked. Instead, it crashes Lean before it ever initializes.

In the attached Backtest, uncomment the line following, "UNCOMMENT THIS LINE AND IT WILL BREAK." in Main.cs. I would have submitted it as such, but I couldn't even get the Backtest to get past Queuing with the line in there.

Update Backtest







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Hi, My.

To create a custom indicator, first create a class with an update method. I've attached a backtest where I demonstrate how to create an indicator that calculates the average value of price change (momentum) over a defined period. Notice that the indicator value prints out to the attached log file.

For further information on how to create a custom indicator, check out this community post and also the documentation section on indicators.

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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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