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MultipleSymbolConsolidationAlgorithm + Access to previous Bar data. + c#

https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/MultipleSymbolConsolidationAlgorithm.cs

Hello !
It is a great pleasure to come back here after several months of absence: D Hoping that everyone is fine!

Can someone help me modify the code example above, I would like to have access to the data of closing, opening, higher, and lower of the previous candles.

Many Thanks !

 

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Hi Gmamuze,

Line 182 of the algorithm shows that it already has a RollingWindow setup for each symbol's trailing candles. To access data in the RollingWindow, we just need to call

Bars[0] // Most recent candle
Bars[1] // Previous candle

on an instance of the SymbolData class.

For more information on accessing RollingWindows, refer to our documentation.

Best,
Derek Melchin

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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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