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Polymath. Business owner.

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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Ab started the discussion Right way to initialize custom indicators when using universe selection

Hi,

3 years ago

Ab started the discussion STD().Of(TR())

I'm trying to calculate the Mean and StDev of the TrueRange.  I was using something like:

3 years ago

Ab left a comment in the discussion STD().Of(TR())

I figured it out.

3 years ago

Ab left a comment in the discussion STD().Of(TR())

I stripped down the code and reproduced the issue.  Pasted below is the code and the logs that...

3 years ago

Ab left a comment in the discussion STD().Of(TR())

Anyone have insights here's?  I get reasonable values for StDev when I calculate it myself. But...

3 years ago

Ab started the discussion Right way to initialize custom indicators when using universe selection

Hi,

3 years ago

Ab started the discussion STD().Of(TR())

I'm trying to calculate the Mean and StDev of the TrueRange.  I was using something like:

3 years ago

Ab left a comment in the discussion STD().Of(TR())

I figured it out.

3 years ago

Ab left a comment in the discussion STD().Of(TR())

I stripped down the code and reproduced the issue.  Pasted below is the code and the logs that...

3 years ago

Ab left a comment in the discussion STD().Of(TR())

Anyone have insights here's?  I get reasonable values for StDev when I calculate it myself. But...

3 years ago

Ab left a comment in the discussion Right way to initialize custom indicators when using universe selection

Figured it out!  :)

3 years ago

Ab left a comment in the discussion Right way to initialize custom indicators when using universe selection

Its throwing at IndicatorsForEachSymbol.Add(s, CreateIndicatorGroup(s)), yelling at me that "An...

3 years ago

Ab left a comment in the discussion Right way to initialize custom indicators when using universe selection

Thanks for your idea.  I incorporated that into my code but unfortunately it does not address the...

3 years ago