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Is it possible with quant connect scripting to calculate signal based on inter and intra day data to determine a position?
EG Decide on long/short position of daily EOD data and combine it with 1hr/15min data for best entry point.
As far as I could work out each script serves a single timeframe only, please correct me thought :)
Many thanks
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JP B
TradeBarConsolidator consolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(30)); consolidator.DataConsolidated += ThirtyMinHandler; SubscriptionManager.AddConsolidator(_ticker, consolidator);and then create the following function to catch the data when it reaches the consolidation period:public void ThirtyMinHandler(object sender, TradeBar data) { // handle the data each 30 minutes here }For more info, check out this answer here.David Redpath
David Redpath
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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