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Calculating moving averages

Hello I was doing some research on moving averages for an algorithm to function around daily micro transactions. I was wondering if there was a way we could calculate moving averages with time parameters less than a day (i.e hourly). So far I've seen that on the pipeline API docs that you can calculate simple moving averages with inputs of time in days. If anyone has any information regarding my goal please share.

1 response

The short answer is yes. You can get OHLCV minute bars, via the history() API described on the help page. Then use Pandas (or whatever) to compute your moving averages. TA-LIB is also available; see the help page.