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According to the documentation here:
https://www.quantconnect.com/docs/algorithm-reference/universes#Universes-Coarse-Universe-SelectionI should be able to use an indicator (I'm trying to get the RSI for the forex universe) in the __init__ function of a class outside of the main class entry point. This didn't seem possible to me and it seems it isn't possible. When I try to call RSI in this outside class it is undefined. Can anyone enlighten me on what the documentation is showing with regard to how you create this "SelectionData" class?
Alethea Lin
Hi Chris,
The example 2 on the page you referred to is a good demonstration of using the SelectionData class. The abbreviated indicator methods (EMA, RSI) are helper methods within the QCAlgorithm. To use them outside of the QCAlgorithm class, you will need to pass the algorithm as a parameter to the outside class to access the helper methods.
However, a better way is to use the foundational classes, and you can find all the indicators here. For example, instead of calling EMA, you would call ExponentialMovingAverage in the SelectionData class as shown in example 2. Similarly, you would call RelativeStrengthIndex instead of RSI. Using the constructors this way will define the indicator and allow you to remove the consolidators used for automatic updates when the security is removed from the universe.
Hope this helps!
Chris Levels
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