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Hey guys, I'm trying to expand the RollingWindowAlgorithm.py example to be able to use MACD. I'm having difficulty trying to pull the different values for Fast and Slow as they don't seem to be accessed the same way as they are outside of the window. Is there another way these need to be setup or called to be able to use those types of indicators?
I've commented out the lines that set these up so that I could attached the backtest but every time I play around with trying to call the values in different ways they all seem to produce the following error:
Runtime Error: AttributeError : 'IndicatorDataPoint' object has no attribute 'Fast'
Thanks for the help!
Link Liang
Hi Brad,
There are actually many ways to implement your strategy. From your commented line I believe you are on the right track, but just had some type errors. Here is my attempt of implementation:
1. First set up two rolling windows to store the value of macd.fast and macd.slow. Notice that the type of value is float.
self._macd["Fast"] = RollingWindow[float](5) self._macd["Slow"] = RollingWindow[float](5)2. In the indicator updated event handler, update the two rolling windows.
self._macd["Fast"].Add(self.macd.Fast.Current.Value) self._macd["Slow"].Add(self.macd.Slow.Current.Value)3. Access the stored value. For example, the current fast value would be:
currMACDfast = self._macd["Fast"][0]And don't forget to put a IsReady check before accessing rolling window:
if not (self._macd["Fast"].IsReady and self._macd["Slow"].IsReady): returnBrad Hearne
Awesome! That's exactly what I was looking for. Thank you for the help!!!
Brad Hearne
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