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Hello, I am a newb to this platform, and am working on building my first algorithm. How can I find the difference between the current value of the stock and the value thirty seconds before?
Thanks,
Will S.
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Hi Will,
We can create a momentum indicator in Initialize to track the change of a stock's price over the previous 30 seconds with
lookback = 30
self.mom = self.MOM(self.sym, lookback, Resolution.Second)
self.SetWarmUp(lookback, Resolution.Second)We can then access the trailing absolute change in OnData with
self.mom.Current.ValueYou can find a full list of indicators in the indicator reference table. See the attached backtest for a full example algorithm on this indicator.
Best,
Derek
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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.
Great, thanks for the help!
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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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