Merge pull request #2517 from Ruuudy1/feature-alternative-equities-static-universe

Add manual indicator alternative for equities-static-universe

Author: DerekMelchin

project-templates/csharp/equities-static-universe/Main.cs

@@ -68,12 +68,17 @@ public override void Initialize()
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         SetCash(100000);
+        // AutomaticIndicatorWarmUp only supports automatic indicators, not manual indicators.
         Settings.AutomaticIndicatorWarmUp = true;
         var tickers = new string[] {"SPY", "QQQ", "IWM"};
         foreach (var ticker in tickers)
         {
             dynamic equity = AddEquity(ticker);
             equity.Macd = MACD(equity, 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily);
+            // Alternatively, use a manual indicator.
+            // equity.Macd = new MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential);
+            // WarmUpIndicator<IndicatorDataPoint>(equity.Symbol, equity.Macd, Resolution.Daily);
+            // RegisterIndicator(equity.Symbol, equity.Macd, Resolution.Daily);
             PlotIndicator(ticker, equity.Macd);
         }
         Schedule.On(DateRules.EveryDay("SPY"), TimeRules.AfterMarketOpen("SPY", 1), Rebalance);
@@ -96,4 +101,4 @@ private void Rebalance()
             }
         }
     }
-}
+}

project-templates/python/equities-static-universe/main.py

@@ -9,10 +9,15 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
+        # automatic_indicator_warm_up only supports automatic indicators, not manual indicators.
         self.settings.automatic_indicator_warm_up = True
         for ticker in ["SPY", "QQQ", "IWM"]:
             equity = self.add_equity(ticker)
             equity.macd = self.macd(equity, 12, 26, 9, MovingAverageType.EXPONENTIAL, Resolution.DAILY)
+            # Alternatively, use a manual indicator.
+            # equity.macd = MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.EXPONENTIAL)
+            # self.warm_up_indicator(equity, equity.macd, Resolution.DAILY)
+            # self.register_indicator(equity, equity.macd, Resolution.DAILY)
             self.plot_indicator(ticker, equity.macd)
         self.schedule.on(self.date_rules.every_day('SPY'), self.time_rules.after_market_open('SPY', 1), self._rebalance)