Hello Andrew,

This may get you a little closer.

P.

Thanks Peter, I took some shortcuts when I copied my code. Still interested in the numpy bit though if anyone has any ideas?

Andrew, the 'sid' argument in the line below from your example is undefined, you were probably just running into an error. daily_close = np.array(daily_prices[sid].values.tolist())

I think this is along the lines of what you are looking to do, it only took a few lines of code too, which is always nice.

David

Thanks David for you response.

Unfortunately, I need the X axis to be the date otherwise we are just making a comparision between similar items (i.e. price data and sma30).

I've changed the code (and corrected the bugs) and have this now:

import numpy as np  
import talib as ta

def initialize(context):  
    context.stock = [sid(24)]  
def handle_data(context, data):  
    daily_prices = history(bar_count=252, frequency='1d', field='price')

    daily_close = np.array(daily_prices[sid(24)].values.tolist()) 

    daily_sma30 = ta.SMA(daily_close, timeperiod=30)  
    datetimeSeries = daily_prices[sid(24)].index  
    m, b = np.polyfit( datetimeSeries[-30:], daily_sma30[-30:], 1 )  
    record(sma30=daily_sma30[-1], m=m, b=b)  

and I'm getting this error now:

16 Error Runtime exception: TypeError: ufunc add cannot use operands with types dtype('<M8[ns]') and dtype('float64')

I think I need to convert the timedate series into a normal array. How do I do that please?

Thanks again!

Andrew,

This converts the date into an integer, so that if the start day is a Friday then the first x point is 0, and the next trading day is Monday so the second x point is 3, Tuesday 4, and so on.

Is this what you were thinking?

Alternatively you can just use

range(0,N)  

instead of x.

EDIT: apparently there is a way of using a numpy time type (converting straight from pandas) but I couldn't work it out

Thanks James, looks promising.

I don't understand all that you have done (I'm quite new to python) but that's what learning is about so will have a look at it.

If someone knows of a simpler way of doing it too, I'd be interested in that also.

Thanks again James.