Hi, Quantopian company, I am brand new to Quantopian. I want to know if this is a right formula in Quantopian? Thanks!
high_price = history(bar_count=25, frequency='1d',field='high')
low_price = history(bar_count=25, frequency='1d',field='low')
close_price =history(bar_count=25, frequency='1d',field='close_price')
K = talib.EMA((close_price - low_price)/(high_price - low_price), timeperiod = 4)
P = ((K - talib.MIN(K,21))/(talib.MAX(K,21)-talib.MIN(K,21))
Hello Qifeng,
For whatever reason, I couldn't get your code above to work. However, this runs, and it appears to be equivalent:
import talib
def initialize(context):
context.stocks = [sid(8554),sid(33652)]
def handle_data(context, data):
high_price = history(bar_count=25, frequency='1d',field='high')
low_price = history(bar_count=25, frequency='1d',field='low')
close_price =history(bar_count=25, frequency='1d',field='close_price')
r = (close_price - low_price)/(high_price - low_price)
P = {}
for s in data:
K = talib.EMA(r[s],timeperiod = 4)
P[s] = (K - talib.MIN(K,21))/(talib.MAX(K,21)-talib.MIN(K,21))
print P[s]
Grant
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