Merge pull request #2520 from Ruuudy1/feature-alternative-equity-atr-volatility-stop

Add manual indicator alternative for equity-atr-volatility-stop

Author: DerekMelchin

project-templates/csharp/equity-atr-volatility-stop/Main.cs

@@ -72,10 +72,15 @@ public override void Initialize()
         SetStartDate(2022, 1, 1);
         SetEndDate(2024, 12, 31);
         SetCash(100000);
+        // AutomaticIndicatorWarmUp only supports automatic indicators, not manual indicators.
         Settings.AutomaticIndicatorWarmUp = true;
 
         _spy = AddEquity("SPY", Resolution.Minute);
         _atr = ATR(_spy.Symbol, 14);
+        // Alternatively, use a manual indicator.
+        // _atr = new AverageTrueRange(14);
+        // WarmUpIndicator(_spy.Symbol, _atr);
+        // RegisterIndicator(_spy.Symbol, _atr);
         _trailingHigh = 0m;
         _waitingToReenter = false;
 

project-templates/python/equity-atr-volatility-stop/main.py

@@ -7,10 +7,15 @@ def initialize(self) -> None:
         self.set_start_date(2022, 1, 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
 
         self._spy = self.add_equity("SPY", Resolution.MINUTE)
         self._atr = self.atr(self._spy.symbol, 14)
+        # Alternatively, use a manual indicator.
+        # self._atr = AverageTrueRange(14)
+        # self.warm_up_indicator(self._spy, self._atr)
+        # self.register_indicator(self._spy, self._atr)
         self._trailing_high: float = 0.0
         self._waiting_to_reenter = False