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Author SHA1 Message Date
Martin-Molinero 2e1a5925fd Update EmaCrossFuturesFrontMonthAlgorithm.py 2020-06-05 10:55:39 -03:00
AlexCatarino 7f1e764211 Addresses Peer-Review 
- Adds comment explaining `OnlyApplyFilterAtMarketOpen` usage;
- Fix custom plot bug.
- Use `WarmUpIndicator`.
 2020-06-05 01:39:35 +01:00
AlexCatarino f008e90202 Adds EmaCrossFuturesFrontMonthAlgorithm 
This example shows how to create an EMA cross algorithm for a futures' front contract. Once the contract is added, the indicators are registered to a new consolidator and warmed up with historical data. When a contract is removed, the consolidator is removed and the indicators are reseted. We don't need to liquidate it, because it's liquidated automatically since it has expired.
 2020-06-04 00:21:49 +01:00