I am trying going through the tutorials right now very slowly so I can learn exactly how everything processes. However, I am at the point where it shows you how to make simple moving averages of everything in the pipeline. I am trying to make a ema using the talib function but it won't work. I keep getting a securityviolation error on the line when i try to make the ema.
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.filters import QTradableStocksUS
from quantopian.pipeline.factors import SimpleMovingAverage
import talib
def make_pipeline():
mean_close_10 = SimpleMovingAverage(
inputs=[USEquityPricing.close],
window_length=10
)
mean_close_30 = SimpleMovingAverage(
inputs=[USEquityPricing.close],
window_length=30
)
percent_difference = (mean_close_10 - mean_close_30) / mean_close_30
return Pipeline(
columns={
'percent_difference': percent_difference
}
) mean_crossover_filter = mean_close_10 < mean_close_30
em8 = talib.ema(usequitypricing.close, 8)
my_pipe = make_pipeline()
result = run_pipeline(my_pipe, '2015-05-05','2015-05-05')
result.head()
