Gurumeher left a comment on How to define a security to use based on date/time...

Hi Sanjay, the self.Time property can be useful for this algorithm. The self.Time property is the po...

2 weeks ago

Gurumeher left a comment on Stock universe filter with moving average

Hey Marc, take a look at the docs here. Filtering the universe by a technical indicator is possible ...

5 weeks ago

Gurumeher left a comment on Bollinger Band problem

Hey Patrik, the problem was in the initialization of the BollingerBands object. The parameter k was ...

2 months ago

Gurumeher left a comment on Consolidators and Scheduled Events

Hi Nitesh, try taking a look at the OnDataConsolidated event handler. Once the bar is created, the e...

2 months ago

Gurumeher left a comment on RSI Strategy Query

Hi Yao, I was able to draft up a quick algorithm. You can see in the backtest below I implemented mo...

2 months ago