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Previous Indicator Values

I know you can get the current value of an indicator from indicator.Current.Value, but how do you get the previous value? indicator[-1].Current.Value? indicator[-2].Current.Value? etc?

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Hi John,

You will have to use a rolling window to store previous indicator data point values. An easy way of doing this is by updating the rolling window when the indicator is updated.

self.sma = SimpleMovingAverage(14)
self.smaWindow = RollingWindow[IndicatorDataPoint](2)self.sma.Updated += self.OnSmaUpdated

Then in the updated event handler

def OnSMAUpdated(self, sender, updated):
if self.sma.IsReady:
self.smaWindow.Add(updated)

Then you can access the previous and current values with

current = smaWindow[0].Value
previous = smaWindow[1].Value

You can learn more in the documentation on using indicators and rolling windows.

Best 
Rahul

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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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0

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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