QuantConnect Community

Rob,

No pro here, but wanted to look around at others code some and you were first! It appears `def WasJustUpdated(self, current):` isn't doing what you want.

Your schedule is set to run at 8:05AM

This schedule run time is approximately passed to `SymbolData.WasJustUpdated`, but SymbolData is using an Hourly window with current params.

So at 8:05AM minus 1Hour window, you get 7:05, and the most recent complete bar "began" at 7:00 due to the hourly window.

I adjusted `SymbolData.WasJustUpdated` to use the bar's `EndTime` and replaced the equality check with a >= since 8:05 - 60 minutes will never be equal to an hourly bars start (or end) time.

    def WasJustUpdated(self, current):
        return self.Bars.Count > 0 and self.Bars[0].EndTime >= current - self.BarPeriod

Also reduced logging and backtest windows to save some bytes :) The only relevant change was the item discussed above.

Hi Riley ,

Thank you very much for your support

Rob

First of all, thank you Riley Raschke!

Hi Rob Pec ,

The algorithm is creating indicators using the helper methods and subscribing to a consolidator. Therefore, the indicators are updated with two resolutions. Instead of using the helper methods, it should use the constructors:

see the docs, under Indicators section, for more details.

Also, the algorithm is updating the indicators subscribed to different consolidators with the same callback method and RegisterIndicator. So, for example, symbolData.RSI is being updated by 5 different consolidators:
1 - 1-hour consolidator from self.RSI
2 - Update method in OnDataConsolidated with is triggered by 3 consolidators: 
3 - 1-hour consolidator with RegisterIndicator.

In order to update the indicators, we just need to use RegisterIndicator which accepts a timedelta (TimeSpan in C#) object and will create the consolidator under-the-hoods.

Finally, I would advise creating the indicator, with the constructor, in the SymbolData class to avoid the None.