As an example, I'd like to get the average of the RSI over the last last 14 bars. I've tried using SMA but it seems to only work using the equities price. Is there a function that can return the average of an indicator variable over x# of periods?
Thank you
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Hi Thomas,
We can use the IndicatorExtensions.SMA method and pass in our RSI object. Alternatively, we can also initialize a SimpleMovingAverage(period) and register updates on the RSI indicator to update the SimpleMovingAverage. I’ve shown how to do both in the attached backtest.
Best,
Shile Wen
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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