Hello everyone,
I am actually finding it difficult to like compare the Kijun value with a quote bar (OHLC) value. It seems Ichimoku components are other type than float.
class Crossing(QCAlgorithm):
'''Basic template algorithm simply initializes the date range and cash'''
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.SetTimeZone("Africa/Douala")
self.SetStartDate(2018,4, 1) #Set Start Date
self.SetEndDate(2019,6, 3) #Set End Date
self.SetCash(1000) #Set Strategy Cash
self.ProfitTarget = None
self.StopLoss = None
# Find more symbols here: http://quantconnect.com/data
self.AddForex("EURUSD", Resolution.Daily)
self.window = RollingWindow[QuoteBar](2)
self.ichi = self.ICHIMOKU("EURUSD", 9, 26, 26, 52, 26, 26, Resolution.Daily)
self.ichi.Updated += self.ichiUpdated
self.ichiWin = RollingWindow[IndicatorDataPoint](2)
def ichiUpdated(self, sender, updated):
'''Adds updated values to rolling window'''
self.ichiWin.Add(updated)
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
'''
if data.ContainsKey("EURUSD"):
self.window.Add(data["EURUSD"])
# Wait for windows to be ready.
if not (self.window.IsReady and self.ichi.IsReady): return
currBar = self.window[0]
prev1 = self.window[1]
self.Debug(self.ichi.Kijun > prev1.Open)
self.Debug(self.ichi.Kijun > prev1.Open)
is generating
Runtime Error: TypeError : Cannot get managed object
at OnData in main.py:line 63
TypeError : Cannot get managed object (Open Stacktrace)
Thanks for your help.