Hi, just new to QC and had some questions.

When I set the daily resolution for my indicators, I got different indicator value with minute/daily security resolutions. following is my code:

class MyAlgor(QCAlgorithm): def Initialize(self): # configurable params self.baseFX = 'EUR' self.quoteFX = 'GBP' self.atrPeriod = 14 self.fastPeriod = 50 # set brokerage model / account type / cash self.SetBrokerageModel(BrokerageName.OandaBrokerage) self.SetCash(10000) # start and end dates for the backtest self.SetTimeZone("UTC") self.SetStartDate(2020, 7, 1) self.SetEndDate(2020, 7, 2) # add currency pair self.fx = self.baseFX + self.quoteFX self.AddForex(self.fx, Resolution.Daily, market=Market.Oanda) self.fxClose = None # schedule event 60 mins after market open self.Schedule.On( self.DateRules.EveryDay(self.fx), self.TimeRules.AfterMarketOpen(self.fx, 60), self.EveryDayAfterMarketOpen ) # add indicators and warmup period self.atr = self.ATR( self.fx, self.atrPeriod, resolution=Resolution.Daily ) self.fastEMA = self.EMA( self.fx, self.fastPeriod, resolution=Resolution.Daily ) self.SetWarmUp( max( self.atrPeriod, self.fastPeriod, ), resolution=Resolution.Daily ) def OnData(self, data): pass def EveryDayAfterMarketOpen(self): if self.IsWarmingUp: return atr = self.atr.Current.Value fastEMA = self.fastEMA.Current.Value self.Debug(f"{self.Time} atr {self.atr.Current.Value:,.4f}") self.Debug(f"{self.Time} fast ema {self.fastEMA.Current.Value:,.4f}")

when adding security with daily resolution, I got the following values

2020-07-01 05:00:00 atr 0.0060
2020-07-01 05:00:00 fast ema 0.8958

then I changed the security resolution to minute

self.AddForex(self.fx, Resolution.Minute, market=Market.Oanda)

2020-07-02 05:00:00 atr 0.0000
2020-07-02 05:00:00 fast ema 0.9017

just wondering that why I got quite different results even I did not change the resolution of any indicators?

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