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So I cloned the "RSI with Martingale Position Sizing" algorithm from the university, stripped out all of the martingale logic to test a custom indicator. I was attempting to modify the custom RSI indicator and add a SMA crossover signal to it. Unfortunately I'm not well versed in C#
Does Anyone have any idea why I keep getting this error when I try and run a backtest? Here is the Stacktrace:
at System.Decimal.op_Addition (Decimal d1, Decimal d2) [0x00000] in :0
at QuantConnect.RelativeStrengthIndexCustom.UpdateDirectionalSMA (QuantConnect.FixedSizedQueue`1& queue, System.Decimal& sum, Decimal sample) [0x00000] in :0
at QuantConnect.RelativeStrengthIndexCustom.AddSample (QuantConnect.Data.Market.TradeBar bar) [0x00000] in :0
at QuantConnect.Constitution.OnData (QuantConnect.Data.Market.TradeBars data) [0x00000] in :0
at (wrapper remoting-invoke-with-check) QuantConnect.Constitution:OnData (QuantConnect.Data.Market.TradeBars)
at (wrapper dynamic-method) QuantConnect.Constitution:invoke (object,object[])
at QuantConnect.Lean.Engine.AlgorithmManager.Run (QuantConnect.Packets.AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ICommandQueueHandler commands, CancellationToken token) [0x00000] in Lean.Engine.AlgorithmManager.Run (QuantConnect.Packets.AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ICommandQueueHandler commands, CancellationToken token) [0x00000] in :0
LukeI
Michael Handschuh
LukeI
Michael Handschuh
var rsi = RSI("SPY", 14); var smaOfRsi = new SimpleMovingAverage(10).Of(rsi);The 'Of' method here wires up the indicators such that the output from the 'rsi' is pumped into the SimpleMovingAverage, the result being an SMA of RSI :)LukeI
LukeI
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