Custom charting

Hi Dat,

To create custom charts, we would use the self.Plot method inside the algorithm, but outside the algorithm, such as in the Alpha Model, we would need to call algorithm.Plot. I’ve attached a backtest demonstrating how to develop the plots for the three items mentioned.

Best,
Shile Wen

Shile, you're a legend thank you now I understand...

The doc below is slightly different but both seems to work. The algorithm reference usees data.Bars. What's the difference there? 

self.Plot('Close', 'SPY', data[self.spy].Close)
self.Plot('Trade Plot', 'Price', data.Bars["SPY"].Close)

My understanding is data.Bars gives the trade bar and data.QuoteBars gives the quote bar. Tried to use quote bar below but didn't work. Any hints please?

from MyRsiAlphaModel import MyRsiAlphaModel
class ParticleQuantumCompensator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 3, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddAlpha(MyRsiAlphaModel())
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
        
        self.ibm = self.AddEquity('IBM', Resolution.Daily).Symbol

    def OnData(self, data):
        if self.ibm in data:
            self.Plot('Close', 'IBM', data.QuoteBars["IBM"].Close)
           
        
    def OnOrderEvent(self, orderEvent):
        if orderEvent.Direction == OrderDirection.Buy:
            self.Plot('Price', 'Buy', orderEvent.FillPrice)
        elif orderEvent.Direction == OrderDirection.Sell:
            self.Plot('Price', 'Sell', orderEvent.FillPrice)

Hi Dat,

This is because there is no QuoteBar data for Daily Resolution (QuoteBar data is only available for Minute/Second/Tick Resolutions). If using QuoteBars, data.QuoteBars["IBM"].Close is the mean between data.QuoteBars["IBM"].Ask.Close and data.QuoteBars["IBM"].Bid.Close. I’ve shown how to access all three of these values in the attached backtest. However, if using Daily data, I suggest using data.Bars because of the reason mentioned earlier. To see more on handling data, see our docs here.

Best,
Shile Wen