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Complex Indicators on 15 minute Time frame

I've thrown together an example algorithm that shows how to define indicators on any time frame using a consolidator. I also show how you can combine multiple indicators into more complex things like ratios and even indicators of indicators.

Let me know what you guys think!
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Thank you for your response. It has shed light on the issue while raising other questions. Not wanting to give you work to do but what would be really helpful is another sample algorithm - EMA crossover. One that traded the 'SPY' on a 30 min window. Coded in such a way that the time period is coded in DRY fashion and therefore can be easily adjusted in a single place. Also coded in such a way that the EMA indicators are also operating within time period specified. And within the algo was the usual considerations for bouncing and management of portfolio in the other examples (ie. percentage capital risked per trade). Such an algo would tie all the ideas from the other sample algos on the site together in a cohesive usable fashion and could then be used a solid template for expansion. That would potentially eliminate the need for numerous follow on questions.
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Have a read through this other forum thread. Also, try reading through the numerous example algorithms in the QCUniversity and in the github.

As always, if you get stuck, post to the forums by attaching a project with a backtest and I can help you out usually within a few hours.
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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.


I'm having trouble consolidating Exponential Moving Average crossovers along with 15-minute time frames. The examples provided seem to indicate that EMA can not be used on a 15-minute time frame. Wondering if there was ever a posting as suggested by Jonathan Andre (just above), indicating the following: " Not wanting to give you work to do but what would be really helpful is another sample algorithm - EMA crossover. One that traded the 'SPY' on a 30 min window. Coded in such a way that the time period is coded in DRY fashion and therefore can be easily adjusted in a single place. Also coded in such a way that the EMA indicators are also operating within time period specified. And within the algo was the usual considerations for bouncing and management of portfolio in the other examples (ie. percentage capital risked per trade). Such an algo would tie all the ideas from the other sample algos on the site together in a cohesive usable fashion and could then be used a solid template for expansion. That would potentially eliminate the need for numerous follow on questions."
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The algorithms I attached previously set up 15 minute indicators using the consolidator system.

Could you attach an algorithm and I can help figure out what's going on.
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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.


@MichaelH Hi, I'm a rookie here, how do I modified your code to make a decision whenever the indicator takes place including after hour?  Thx

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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.


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