Initialization of the following snippet caused an error since CCI defaults to TradeBar. What to do?
private CommodityChannelIndex _cci;
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public override void Initialize()
{
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_cci = CCI(TSymbol,CCIPeriod,MovingAverageType.Simple, Resolution.Hour);
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var history1 = History<QuoteBar>(TSymbol, CCIPeriod, Resolution.Hour);
foreach (var bar in history1)
{
_cci.Update(bar.EndTime, bar.Close);
}
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}
error: During the algorithm initialization, the following exception has occurred:
CommodityChannelIndex does not support Update(DateTime, decimal) method overload. Use Update(IBaseDataBar) instead.