I am trying to create composite indicators and I have seen various iterations of c# code going back to 2015 in the forum but I am having trouble translating these to current code using python. Here is a sample of code but it produces the error
During the algorithm initialization, the following exception has occurred: AttributeError : 'ExponentialMovingAverage' object has no attribute 'Of' at Initialize in main.py:line 21
AttributeError : 'ExponentialMovingAverage' object has no attribute 'Of'
class BasicCIeAlgorithm(QCAlgorithm):
'''Trying to understand the composite indicator in python'''
def Initialize(self):
self.SetStartDate(2010, 1, 1) #Set Start Date
self.SetEndDate(2011, 1, 1) #Set End Date
self.SetCash(1000) #Set Strategy Cash
self.SetWarmUp(40)
self.warmingUp = True
self.symbols = ["SPY"]
for symbol in self.symbols:
self.AddEquity(symbol, Resolution.Daily)
STD14 = self.STD(symbol, 14, Resolution.Daily)
EMA3_SD14 = ExponentialMovingAverage(3).Of(STD14)
def OnData(self, data):
pass
Also I stumpled on the Of() and Over() methods by searching for composite indicator exaples but is there a place/way that I can find reference to all the current methods?
Thanks,
Jim