Hi,
I'm working on an option strategy (minute resolution) which looks for daily William Percentage R indicator,. I need to trigger order when there is particular 5 points move like -20 to -25. As indicator resolution is daily, many days, movement is like -20 to -65.
Is there a way to capture daily indicator value anywhere in middle of day, so that I can trigger order when it moves from -20 to -25
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You would probably need to run your indicator on an intraday timeframe like hour in order to catch this.
self.WILR(symbol, 60, Resolution.Hour)
Then you will have to write something like
if -20 <= self.wilr.current.value <= -25:
buy stonks
Try playing with this -- I was coding it up on Sunday as a fun project.
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.
Apollos Hill , Thanks for the suggestion. you mean 60 perioid hourly indicator value will be equal to 10 period Daily indicator value?
Jared Broad, Thanks for sharing your project, I'm exploring that..
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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