Hi there, I'm trying to convert some AmiBroker logic, making use of CustomFactors. I see that a CustomFactor returns one value per stock, per day.
Is it possible to reference past results of a CustomFactor in the PipeLine ? (e.g. Simple Moving average of the output, over 10 days).
Note: the 10 days would be independent of the CustomFactor's window length.
In the example notebook, how could I run calculations referring to the past {x} days of someValue variable?
I'm a bit stumped, maybe I'm looking at this the wrong way (new to Python / Numpy / Quantopian) ? Thanks in advance!
Chris