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ExtendedMarketHours is true and setwarmup resolution is minutely bars

Hi QC, does this mean that indicators such as exponential moving average will be warmed up with previous day post market and today pre market data for market open? I couldn't find a clear answer on this in forums or docs. Thanks.

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I guess the follow up question: in the back test, do indicators continue to update using post and pre market? Thanks.

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Hi Bgrm1,

Indicators are warmed up or updated once new data bar/tick arrives. Therefore if there are data entries out of market hours, indicators get warmed up or updated.

Hope it helps!

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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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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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