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MovingAverage selector

Could someone help me? I want to use selector in self.EMA(symbol, period, resolution, selector).

I am using BasicTemplateCryptoAlgorithm.py and I dont know how to use selector. I have tried data.Close Data.Close self.data.Close self.Data.Close only close. In Api I dont find exact information or I dont understand it.There is written:

DataType 
QuantConnect.MarketDataTypeMarket Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

 

Thanks

 

# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Orders import *

import decimal as d

### <summary>
### The demonstration algorithm shows some of the most common order methods when working with Crypto assets.
### </summary>
### <meta name="tag" content="using data" />
### <meta name="tag" content="using quantconnect" />
### <meta name="tag" content="trading and orders" />
class BasicTemplateCryptoAlgorithm(QCAlgorithm):

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetStartDate(2018, 4, 4) #Set Start Date
self.SetEndDate(2018, 4, 4) #Set End Date

# Although typically real brokerages as GDAX only support a single account currency,
# here we add both USD and EUR to demonstrate how to handle non-USD account currencies.
# Set Strategy Cash (USD)
self.SetCash(10000)

# Set Strategy Cash (EUR)
# EUR/USD conversion rate will be updated dynamically
self.SetCash("EUR", 10000)

# Add some coins as initial holdings
# When connected to a real brokerage, the amount specified in SetCash
# will be replaced with the amount in your actual account.
self.SetCash("BTC", 1)
self.SetCash("ETH", 5)

self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)

# You can uncomment the following lines when live trading with GDAX,
# to ensure limit orders will only be posted to the order book and never executed as a taker (incurring fees).
# Please note this statement has no effect in backtesting or paper trading.
# self.DefaultOrderProperties = GDAXOrderProperties()
# self.DefaultOrderProperties.PostOnly = True

# Find more symbols here: http://quantconnect.com/data
self.AddCrypto("BTCUSD", Resolution.Minute)
self.AddCrypto("ETHUSD", Resolution.Minute)
self.AddCrypto("BTCEUR", Resolution.Minute)
symbol = self.AddCrypto("LTCUSD", Resolution.Minute).Symbol

# create two moving averages
self.fast = self.EMA(symbol, 30, Resolution.Minute)
self.slow = self.EMA(symbol, 60, Resolution.Minute)

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:
data: Slice object keyed by symbol containing the stock data
'''

# Note: all limit orders in this algorithm will be paying taker fees,
# they shouldn't, but they do (for now) because of this issue:
# https://github.com/QuantConnect/Lean/issues/1852

if self.Time.hour == 1 and self.Time.minute == 0:
# Sell all ETH holdings with a limit order at 1% above the current price
limitPrice = round(self.Securities["ETHUSD"].Price * d.Decimal(1.01), 2)
quantity = self.Portfolio.CashBook["ETH"].Amount
self.LimitOrder("ETHUSD", -quantity, limitPrice)

elif self.Time.hour == 2 and self.Time.minute == 0:
# Submit a buy limit order for BTC at 5% below the current price
usdTotal = self.Portfolio.CashBook["USD"].Amount
limitPrice = round(self.Securities["BTCUSD"].Price * d.Decimal(0.95), 2)
# use only half of our total USD
quantity = usdTotal * d.Decimal(0.5) / limitPrice
self.LimitOrder("BTCUSD", quantity, limitPrice)

elif self.Time.hour == 2 and self.Time.minute == 1:
# Get current USD available, subtracting amount reserved for buy open orders
usdTotal = self.Portfolio.CashBook["USD"].Amount
usdReserved = sum(x.Quantity * x.LimitPrice for x
in [x for x in self.Transactions.GetOpenOrders()
if x.Direction == OrderDirection.Buy
and x.Type == OrderType.Limit
and (x.Symbol.Value == "BTCUSD" or x.Symbol.Value == "ETHUSD")])
usdAvailable = usdTotal - usdReserved
self.Debug("usdAvailable: {}".format(usdAvailable))

# Submit a marketable buy limit order for ETH at 1% above the current price
limitPrice = round(self.Securities["ETHUSD"].Price * d.Decimal(1.01), 2)

# use all of our available USD
quantity = usdAvailable / limitPrice

# this order will be rejected (for now) because of this issue:
# https://github.com/QuantConnect/Lean/issues/1852
self.LimitOrder("ETHUSD", quantity, limitPrice)

# use only half of our available USD
quantity = usdAvailable * d.Decimal(0.5) / limitPrice
self.LimitOrder("ETHUSD", quantity, limitPrice)

elif self.Time.hour == 11 and self.Time.minute == 0:
# Liquidate our BTC holdings (including the initial holding)
self.SetHoldings("BTCUSD", 0)

elif self.Time.hour == 12 and self.Time.minute == 0:
# Submit a market buy order for 1 BTC using EUR
self.Buy("BTCEUR", 1)

# Submit a sell limit order at 10% above market price
limitPrice = round(self.Securities["BTCEUR"].Price * d.Decimal(1.1), 2)
self.LimitOrder("BTCEUR", -1, limitPrice)

elif self.Time.hour == 13 and self.Time.minute == 0:
# Cancel the limit order if not filled
self.Transactions.CancelOpenOrders("BTCEUR")

elif self.Time.hour > 13:
# To include any initial holdings, we read the LTC amount from the cashbook
# instead of using Portfolio["LTCUSD"].Quantity

if self.fast > self.slow:
if self.Portfolio.CashBook["LTC"].Amount == 0:
self.Buy("LTCUSD", 10)
else:
if self.Portfolio.CashBook["LTC"].Amount > 0:
# The following two statements currently behave differently if we have initial holdings:
# https://github.com/QuantConnect/Lean/issues/1860

self.Liquidate("LTCUSD")
# self.SetHoldings("LTCUSD", 0)

def OnOrderEvent(self, orderEvent):
self.Debug("{} {}".format(self.Time, orderEvent.ToString()))

def OnEndOfAlgorithm(self):
self.Log("{} - TotalPortfolioValue: {}".format(self.Time, self.Portfolio.TotalPortfolioValue))
self.Log("{} - CashBook: {}".format(self.Time, self.Portfolio.CashBook))

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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.


I have found in the solution in the Documentation. 

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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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