drilonhametaj
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| Username: | drilonhametaj |
| Name: | drilonhametaj |
| Member since: | 22 Dec 2022 |
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@Bring in other time series to a bot: 22 Dec 2022, 19:27
Hi, i had the same problem but i found a solution using
MarketData.GetBars(TimeFrame.Daily)Then you can use this bars as Source for your indicators, i will put here an example for using it:
protected override void OnStart()
{
// Put your initialization logic here
timeFrameDaily = MarketData.GetBars(TimeFrame.Daily);
timeFrameWeekly = MarketData.GetBars(TimeFrame.Weekly);
timeFrameMonthly = MarketData.GetBars(TimeFrame.Monthly);
}
protected override void OnTick()
{
// Put your core logic here
emaDaily = Indicators.ExponentialMovingAverage(timeFrameDaily.ClosePrices, fastPeriod);
emaWeekly= Indicators.ExponentialMovingAverage(timeFrameWeekly.ClosePrices, midPeriod);
emaMonthly = Indicators.ExponentialMovingAverage(timeFrameMonthly.ClosePrices, slowPeriod);In this example i use 3 EMA with different timeframe, in backtesting this will kill the performance, need a lot of time for backtesting
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