I am trying to use Parabolic SAR on the e-mini SPX. I have seen the example here when using it on forex: 

I'm using the Futures Template and this is what my code looks like right now: 

class BasicTemplateFuturesAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 1, 27) self.SetEndDate(2019, 1, 28) self.SetCash(1000000) #Set timezone self.SetTimeZone(TimeZones.NewYork) #Brokerage model and account type: self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin) # Subscribe and set our expiry filter for the futures chain futureES = self.AddFuture(Futures.Indices.SP500EMini) futureES.SetFilter(timedelta(0), timedelta(182)) futureGC = self.AddFuture(Futures.Metals.Gold) futureGC.SetFilter(timedelta(0), timedelta(182)) benchmark = self.AddEquity("SPY"); self.SetBenchmark(benchmark.Symbol); # sar info self.psar = self.PSAR(self.Futures.Indices.SP500EMini, 0.02, 0.02, 0.2, Resolution.Daily)

The line used in the Forex example is:

self.psar = self.PSAR(self.forex.Symbol, 0.02, 0.02, 0.2, Resolution.Daily)

I've tried a lot of different combinations like this: 

self.psar = self.PSAR(self.futures.Symbol, 0.02, 0.02, 2, Resolution.Daily) self.psar = self.PSAR(futureES, 0.02, 0.02, 2, Resolution.Daily) psar = PSAR(futureES, 0.02, 0.02, 2, Resolution.Daily)

I just keep getting errors either that my object doesn't have the attribute or something along those lines.

 

Does anyone know how to use the parabolic sar indicator on futures contracts?

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