Hello all,
I have checked out the sample code for creating tradebars with custom sizes e.g. 5 mins, 4 hours etc. However I have not been able to figure out how to use these custom sized tradebars with Quantconnect's built in MACD and SMA rolling indicators.
Basically I want the equivalent of:
_sma200 = SMA(_symbol, 200, Resolution.FiveMinute);
_MACD = MACD(_symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.FourHour);
And I want to be able to process these indicators in my main algorithm loop. The main loop would update once per minute but it's okay if the indicators themselves only get updated as often as their tradebar widths permit.
Can anyone offer a solution for this?
Thank you