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Accessing last values on Indacators

Hey! 

How can i access previous values on an indicator object?

 

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the indcators object is a dictionary, so you can access [-1] (current value), [-2] and so on

 

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Correction, shoudl use rolling windowses:

https://www.quantconnect.com/docs/algorithm-reference/rolling-window#Rolling-Window-Rolling-Window

 

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Hi Armin.

Thanks for sharing. Using Rolling Windows is an efficient way to access previous indicator values.

I've attached a backtest where I use a Rolling Window in the Algorithm Framework to store Exponential Moving Average Indicator values. The Algorithm emits an "Up" insight when the price of SPY is above the current indicator value, retrieved from a Rolling Window.

Check out this documentation section on the Algorithm Framework for further information on how to construct Alpha Models.

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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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