Hi,
Can anyone help me setup a custom factor that checks if the gold price is above it's 10 day moving average?
I tried to read the relevant help lesson here: https://www.quantopian.com/tutorials/pipeline#lesson10 and I understand that one can pull gold prices from Quandle like this: https://www.quantopian.com/data/quandl/bundesbank_bbk01_wt5511 - - -
But somehow I can't seem to be able to practically connect these into a working factor.
Can anyone please help?
Gold Custom Factor
Attached is an algorithm with some ideas. Take a look. You will need to use a simple custom factor.
It has two versions. Version 1 uses 2 factors, one for current price and one for average price. A filter is constructed by comparing the two. Version 2 simply does that comparison within a single custom factor. Both return the same value.
One problem I see is that the quandl data notebook that is referenced on the data page doesn't use the latest method for retrieving single column data sets. Take a look at this post on that change https://www.quantopian.com/posts/upcoming-changes-to-quandl-datasets-in-pipeline-vix-vxv-etc-dot
Hope that helps a bit.
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.