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Hello,
I am a Forex trader and a professional software engineer.
Although I have barebones statistical and financial knowledge I have found quantconnect to be a great resource to learn.
I am practicing by writing my own algorithm, there is lots wrong with it but I'll learn by debugging it. For now, I am trying to compare the current price of a currency to a previous close. Trying to find the syntax I found these two variables:
data[self.symbol].Price
self.Securities['EURUSD'].Close
But what does the latter refer to, the previous close price the last time onData was called?
(Also, the docs don't mention this but when is onData called, or when and why is data received?)
Thank you
Alethea Lin
Hi Mitch,
There is no difference between the two commands. The data[symbol].Price is passed to you through the event handler and self.Securities[symbol].Close is automatically set. To compare the current price to the previous close, you will have to store the previous close in a variable or Rolling Window. OnData is called whenever a new bar data become available according to your desired data resolution.
Hope this helps!
Mitch Hankins
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