Hi,
In onData you can search for the symbol with the data[symbol].
But I created my own LocalData set how do I slice it there?
I saw that there is something like TradeBars but how or where do I tell OnData to use my custom TradeBars if that would be the way to go?
Also when I would manage to have like my "LocalDataSet[symbol]" how can I add all the indicators nicely foreach of the data I am pulling?
public override void Initialize()
{
SetStartDate(2015, 1, 2);
SetEndDate(DateTime.Now.Date.AddDays(-1));
SetCash(100000);
AddData<LocalData>(_brentCrudeOil, Resolution.Daily);
AddData<LocalData>(_vix, Resolution.Daily);
sma = SMA(_brentCrudeOil, 10, Resolution.Daily);
ema = EMA(_brentCrudeOil, 50, Resolution.Daily);
}
public void OnData(LocalData data)
{
if (!sma.IsReady || !ema.IsReady)
{
return;
}
}
Shile Wen
Hi Amir,
One way to solve the indexing problem is instead of having the same class in these lines:
AddData<LocalData>(_brentCrudeOil, Resolution.Daily);
AddData<LocalData>(_vix, Resolution.Daily);
I would suggest giving them separate classes, e.g.:
AddData<BrentData>(_brentCrudeOil, Resolution.Daily);
AddData<VixData>(_vix, Resolution.Daily);
Then, we can have one OnData methods for each source:
OnData(BrentData data){...}
OnData(VixData data){...}
However, if this doesn’t work, please attach your code, or preferably, a backtest.If the custom data inherits from TradeBar (e.g. class CustomBar : TradeBar { ... }) then we can use the custom trade bars if we define the function OnData(CustomBar) { ... }.
Best,
Shile Wen
Amir Awak
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