Hello,
The ROCP indicator seems to give incorrect data for short periods (e.g 25). For longer periods (e.g. 50) it seems to do fine. I've included what I am doing below. Am I doing something wrong?
Thanks so much.
class GetROC(QCAlgorithm):
def Initialize(self):
self.sym = 'DERM'
sym = self.sym
self.SetStartDate(2019, 1, 1) # Set Start Date
self.SetEndDate(2019, 4, 17) # Set Start Date
self.SetCash(20000) # Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Daily
self.AddEquity(sym, Resolution.Daily)
self.mysymROC = self.ROCP(sym, 25, Resolution.Daily)
self.RegisterIndicator(sym, self.mysymROC)
def OnData(self, data):
sym = self.sym
if self.mysymROC.IsReady:
if data.ContainsKey(sym):
if data[sym] is not None:
self.Debug("ROC: " + str(self.mysymROC.Current.Value))