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Hi,
I have used Indicators like: RSI and PE ratio in my python code, like below: inside Initialize function.
How do I get access to PE ratio inside OnData function. I want to trade based upon PE as a factor along with a few other factors like: RSI and MACD.
It will be helpful if I get any example code.
I have looked at Universe coarse and fine filters, but I am not looking for filtering on PE, I have a set of pre-determined stocks, let's say.
thanks in anticipation.
self.rsi = self.RSI(self.my_stock, 10, MovingAverageType.Simple, Resolution.Daily)
self.macd = self.MACD(self.my_stock, 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily)
Rahul Chowdhury
Hey Suman,
To access fine fundamental data like PE ratios for your securities, you need to implement fine universe selection. One way to use fine universe selection to get fundamental data for a specific set of symbols is to filter your universe by your symbols and then in fine fundamental save the fundamental data for each symbol in a dictionary.
Here's an example.
Suman c
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