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Hi, I'm new here, so I have a pretty trivial question. How do I find out the closing price of the previous day when I'm working in code with minute data? At the same time, how do I find out the current price on the market?
I simply want to compare the "current market price" with the closing price of the previous day every trading day. How do I achieve this? Thank you.
I can program in MQL4. There I would solve this problem simply:
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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.
Ernest Shaggleford
1.8k
,
Hi Tomas, to get the closing price of the previous day, one method is to use a Daily bar consolidator.
The current price is available from the OnData Slice parameter for the current universe that the algo is subscribed to, such as either equity, options, futures, etc.
I'd suggest reviewing the documention, examples and bootcamp tutorials to get up to speed.
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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