Hey folks -
I'm trying to convert Williams %R into an SMA to detect a crossover between the indicator and its own moving average. Code attached.
I'm getting this error...
Runtime exception: KeyError: <bound method WILLR.handle_data of Zipline BatchTransform: WILLR> Any help appreciated.
Chris
It looks like you're using an older method of using TA-lib that isn't very robust.
Instead, use the "import talib" method. Follow the examples in the help.
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Thanks, Dan. Updated it and tested it on Stochastic Fast.
Interestingly enough, Stoch works better as a simple trend indicator than as a signal of an overbought, oversold pivot...
I noticed that if you run this algo in minute mode, the results aren't so great...beta and sharpe are not good. Have you tried adding another indicator to the algo to alleviate the beta portion and increase sharpe?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
