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Help me please

Hey guys,

Some could telling me why am I getting this error?

 Runtime Error: AttributeError : 'IndicatorDataPoint' object has no attribute 'UpperBand'
  at BolbandUpdated_30 in main.py:line 67
AttributeError : 'IndicatorDataPoint' object has no attribute 'UpperBand' (Open Stacktrace)

Thank you

I did not attached any backtest because it does not found backtest in this project but I'm sure I have back tested this algorithm

 

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import TradeBar
import decimal as dclass RollingWindowAlgorithm(QCAlgorithm):    def Initialize(self):        self.SetStartDate(2018, 6, 1)  #Set Start Date
        self.SetEndDate(2019, 3, 22)    #Set End Date
        self.SetCash(100000)             #Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.FxcmBrokerage)
      
        self.SetTimeZone("Europe/Rome")
       
        self.SetWarmUp(100)
       
        self.symbols = ["EURUSD","EURAUD","GBPUSD","AUDUSD"]
        self.forex = self.AddForex(self.symbols[0], Resolution.Minute, Market.FXCM)
       
      
        consolidator_30 = QuoteBarConsolidator(30)
        consolidator_30.DataConsolidated += self.On30Data
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_30)
        self.window_30 = RollingWindow[QuoteBar](2)        consolidator_60 = QuoteBarConsolidator(60)
        consolidator_60.DataConsolidated += self.On60Data
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_60)
        self.window_60 = RollingWindow[QuoteBar](2)       
        #consolidator_240 = QuoteBarConsolidator(240)
        #self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_240)
        #b240 = self.RegisterIndicator(self.symbols[0], self.Bolband, consolidator_240)
       
      
        self.Bolband_30 = self.BB(self.symbols[0], 20, 2, MovingAverageType.Simple, Resolution.Minute)
        self.Bolband_30.Updated += self.BolbandUpdated_30
        self.RegisterIndicator(self.symbols[0], self.Bolband_30, consolidator_30)
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_30)
        self.BolbandWindow_30 =  RollingWindow[IndicatorDataPoint](3)
       
        self.Bolband_60 = self.BB(self.symbols[0], 20, 2, MovingAverageType.Simple, Resolution.Minute)
        self.Bolband_60.Updated += self.BolbandUpdated_60
        self.RegisterIndicator(self.symbols[0], self.Bolband_60, consolidator_60)
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_60)
        self.BolbandWindow_60 =  RollingWindow[IndicatorDataPoint](3)
       
       
        #self.AddEquity("SPY", Resolution.Minute)
        #consolidator = TradeBarConsolidator(30)
        #self._sma = SimpleMovingAverage(10)
        #self.RegisterIndicator("SPY", self._sma, consolidator)
        #self.SubscriptionManager.AddConsolidator("SPY", consolidator)
       
    def BolbandUpdated_30(self, sender, updated):
       
        self.BolbandWindow_30.Add(updated)
        UpperBand_30 = self.BolbandWindow_30[0].UpperBand.Current.Value
        LowerBand_30 = self.BolbandWindow_30[0].LowerBand.Current.Value
   
    def BolbandUpdated_60(self, sender, updated):
       
        self.BolbandWindow_60.Add(updated)
        UpperBand_60 = self.BolbandWindow_60[0].UpperBand.Current.Value
        LowerBand_60 = self.BolbandWindow_60[0].LowerBand.Current.Value
       
    def On30Data(self, sender, bar):
       
        self.window_30.Add(bar)
        close_price_30 = self.window_30[0].Close
   
    def On60Data(self, sender, updated):
       
        self.window_60.Add(bar)
        close_price_60 = self.window_60[0].Close
           
       
           def OnData(self, data):
       
        #fxOpen = data['EURUSD'].Open        
        #fxClose = data['EURUSD'].Close 
       
        #self.window.Add(data["EURUSD"])
       
        if not (self.window_30.IsReady and self.window_60.IsReady):
            return
       
        #holdings = self.Portfolio["EURUSD"].Quantity
       
       
        #previousPrice = self.window[1].Close
       
        #stop_price_ = self.Securities['EURUSD'].Price * 0.50
        #stop_price = self.Securities['EURUSD'].Price * 1.20
       
               
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
       
        if order.Status == OrderStatus.Filled:
            if order.Type == OrderType.Limit or order.Type == OrderType.StopMarket:
                self.Transactions.CancelOpenOrders(order.Symbol)
               
        if order.Status == OrderStatus.Canceled:
            self.Log(str(orderEvent))

Update Backtest







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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'm not sure triple posting your question is going to lead to more answers.

I suspect Upper/Lower windows are not passed through when an indicator is consolidated. I'd probably try to make a rolling window for each (Upper, Middle & Lower) - that's guaranteed to work but may not be the most elegant solution.

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Hi Patrik.

I provided you with an example on how to use consolidator in combination with a rolling window in this post.

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Update Backtest





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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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