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Intraday VWAP not defined

Hi, the doc says  "var vwap = VWAP(Symbol symbol)" to use intraday vwap. But I get an error :

32 | 23:21:57: During the algorithm initialization, the following exception has occurred: NameError : name 'VWAP' is not defined
at Initialize in main.py:line 25
:: self.vwap = VWAP("SPXL")
NameError : name 'VWAP' is not defined

 "from QuantConnect.Indicators import VWAP" cant fixed this.

I dont see any thread talking about intraday vwap. (theres VWAP but not Intraday VWAP)

Thx in advance.

 

 

Update Backtest







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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.


Hi Tai Man Chan,

To setup an intraday VWAP indicator for SPXL, we can use the following notation

spxl = self.AddEquity("SPXL", Resolution.Minute).Symbol
self.vwap = self.VWAP(spxl, 10)

Note the addition of `self` before `VWAP`. See the attached backtest for a full example.

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.


Hi, Thx for helping me out

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Update Backtest





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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