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Getting previous indicator values

Getting current indicator values is fairly simple:

def Initialize(self):
# request the hourly equity data
self.AddEquity("SPY", Resolution.Hour)
# define a 10-period daily RSI indicator with shortcut helper method
self.rsi = self.RSI("SPY", 10, MovingAverageType.Simple, Resolution.Daily)

def OnData(self, data):
# check if this algorithm is still warming up
if self.rsi.IsReady:
# get the current RSI value
rsi_value = self.rsi.Current.Value

But how can I get previous values of an indicator? 

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You can use a rolling window:

https://www.quantconnect.com/docs/algorithm-reference/rolling-window

Or you can store the last n values in a list to access the last n-values of your indicator in the "Ondata".

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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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