Back

Previous values of custom "indicators"

I used to fast write new indicators inside OnData and getting their single values for each bar. So, maybe there is some good way to access those decimal values without using cycles?
Update Backtest








Hey @Tadas, it sounds like you could benefit from the RollingWindow type. This type allows you to continue adding data to it and it will maintain the most recent n entries of data while using chronological indexing (items[0] is most recent, items[n-1] is least recent in window).
private RollingWindow Window = new RollingWindow(10);
// in OnData
if (myIndicator.Update(Time, bar.Close))
{
Window.Add(bar.Close);
}
1

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.


Michael, thank you, fairly easy. My previous attempt included string, it's why not worked.
0

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.


Loading...

This discussion is closed