Hi everyone,
im new to QuantConnet starting from the basic.
im looking to calculate a difference between the momentum indicator of one asset against the other. but i cannot return properly the values from the list.
Thanks in advance
def __init__(self):
#Empty list self.mom = [ ]
self.mom = []
def OnSecuritiesChanged(self, algorithm, changes):
#15-minute momentum indicator for each symbol
for security in changes.AddedSecurities:
symbol = security.Symbol
self.mom.append({"symbol":symbol, "indicator":algorithm.MOMP(symbol, 30, Resolution.Minute)})
def Update(self, algorithm, data):
spread = self.mom[0].xxxxx - self.mom[1].xxxxx
Rahul Chowdhury
Hey MattNar,
Welcome to QuantConnect!
When we subtract two indicators, we need to subtract their values, which can be accessed with indicator.Current.Value. To access an indicator from your list, you need to first give an index to access the key-value-pairs and then use the "indicator" key to retrieve the indicator.
def Update(self, algorithm, data): spread = self.mom[0]["indicator"].Current.Value - self.mom[1]["indicator"].Current.Value
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