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Log Data

I am having trouble logging data or understanding if the calculations I am making are even producing data points. Does anyone know if the AverageVolume is actually working? Also, does anyone know how to create an average volume over a certain period?

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Hi Nocholas,

I looked at your strategy — the idea of using self.History to pull historical volume data and taking average should work fine.

But, as the strategy defines `TwentyDayATR` at every OnData call, it will always be not ready. So, OnData would always return after these lines of code.

TwentyDayATR = self.ATR("KEYS", 20, MovingAverageType.Simple, Resolution.Daily)
if not TwentyDayATR.IsReady:
    return

Indicators that are created using helper methods, like self.ATR in this case, should be defined only once (preferably in Initialize). Please check out this documentation section for more details of using indicators.

Best,

Xin

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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.


Update Backtest





0

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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