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Hey just a question about indicators;
When I add a security(e.g. SPY) as, let's say, Resolution.Daily, I assumed that when I add a corresponding indicator for that security, the default Resolution would also be Daily(assuming I leave that parameter blank when adding the Indicator.)
e.g. I assumed that:
self.RSI("SPY", 14)
would technically default to:
self.RSI("SPY", 14, Resolution.Daily)
But when I decided to include the Resolution parameter when adding the indicator(so that it is now self.RSI("SPY", 14, Resolution.Daily)), the backtest results are now different; I seem to be obviously missing something, I was hoping someone could help me out with this.
Shile Wen
If the security is added with Daily resolution, then
self.RSI("SPY", 14, MovingAverageType.Wilders, Resolution.Daily)and
self.RSI("SPY", 14)is the same, because the default resolution is the subscriptions resolution and the default moving average is Wilders.
We have an open issue in GitHub because of the ambiguity:
Optional Parameter in Indicator Helpers Sets Wrong Values in Python #4491
Best,
Shile Wen
Vncne
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