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CCI forex history update error

Initialization of the following snippet caused an error since CCI defaults to TradeBar. What to do?

        

private CommodityChannelIndex _cci;
:
:
public override void Initialize()
{
:
:
_cci = CCI(TSymbol,CCIPeriod,MovingAverageType.Simple, Resolution.Hour);
:
:

var history1 = History<QuoteBar>(TSymbol, CCIPeriod, Resolution.Hour);
foreach (var bar in history1)
{
_cci.Update(bar.EndTime, bar.Close);

}

:
:
}


        error: During the algorithm initialization, the following exception has occurred: 
        CommodityChannelIndex does not support Update(DateTime, decimal) method overload. Use Update(IBaseDataBar) instead.

 

Update Backtest







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Hi Michael,

I believe we discussed this in private support, but all you need to do is pass it the QuoteBar, which is just the variable bar in the code provided above. CCI defaults to using the appropriate bar for the security type, which in the case for Forex is a QuoteBar.

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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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