Hi,
I would like to use the change value of the current day in my Indicator.
My custom Data class derives from TradeBar and I added the Change decimal property.
So lets say I would like to use it in an indicator instead of the default Value(Close price).
How can I do it? I get Errors when Casting it.
Here you can see the Fun<IBaseData, decimal> selector
public SimpleMovingAverage SMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
{
var name = CreateIndicatorName(symbol, $"SMA({period})", resolution);
var simpleMovingAverage = new SimpleMovingAverage(name, period);
RegisterIndicator(symbol, simpleMovingAverage, resolution, selector);
if (EnableAutomaticIndicatorWarmUp)
{
WarmUpIndicator(symbol, simpleMovingAverage, resolution);
}
return simpleMovingAverage;
}
I have this class (with some reader and more stuff which I don't mention here)
public class LocalData : TradeBar
{
public decimal Change;
}
I did something like this in the algorithm which didn't work
sma = SMA(Ticker, 10, Resolution.Daily, selector: TestMethod);
decimal GetEntry(IBaseData data)
{
return ((LocalData)data).Change;
}
Can someone tell me how I can do this correctly please?
Shile Wen
Hi Amir,
Please attach a backtest for what you would like to do.
For now, you could try the following: create a SimpleMovingAverage object instead of an SMA object and manually update our SimpleMovingAverage object with the change value in OnData. Please see the Manual Update section in Custom Period Indicators on how to do this.
Best,
Shile Wen
R G Quant
You can use the selector argument in the indicator helper method itself or in the RegisterIndicator function. In your case:Â
Amir Awak
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