Hello every expert :-)
Sorry for the mistake,
The code attached is showing the SMA 10& SMA 30 for USEquityprice.close, but I found out every SMA 10/30 values are delayed by 1 day.
e.g. on 4/19, the SMA 10 is showing the value which is actually calculated from 4/18, even though I schedule the function is running at the market close spot.
I check the SMA 10 in tradingview as well, the SMA 10(AEY) on 4/19 should be 1.820, SMA 10(AEY) on 4/18 should be 1.824,SMA 10(AEY) on 4/17 should be 1.831
here is the backtest log:
2017-04-18 15:59 PRINT sma_10 sma_30
Equity(21 [AAME]) 3.876926 3.834567
Equity(117 [AEY]) 1.832000 1.879833
Equity(157 [AEG]) 4.946000 5.337833
Equity(225 [AHPI]) 1.988600 1.963414
Equity(392 [AMS]) 4.582400 4.243300
2017-04-19 15:59 PRINT sma_10 sma_30
Equity(21 [AAME]) 3.86386 3.838785
Equity(117 [AEY]) 1.82400 1.877500
Equity(157 [AEG]) 4.91550 5.309667
Equity(225 [AHPI]) 1.98460 1.965069
Equity(392 [AMS]) 4.56500 4.254967
I think this is because the algo assumes to run 1 min before the market close, so I can't get the current SMA value.
Does anyone can help me to get the current SMA value