How to get the high point of a stock over a longer time period?

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How to get the high point of a stock over a longer time period?

posted Jul 25, 2019

I would like to get the highest price a stock (e.g. TQQQ) reached, over a longer time period (say a month or 6 months), and then make a purchase decision based on what that number is relative to the current stock price.
What is the easiest way to do that?
Thanks.

2 responses

Take a look at this post https://www.quantopian.com/posts/52-week-high for an idea of how to get an historical high price. One can modify the factor a bit to suit your needs. For example, the factor in the post finds the highest 'close' price. Maybe what is desired is the highest 'high' price? Additionally, the factor finds the high over the past 252 days (~ one year). This can be modified by setting the window length parameter. I also prefer using the numpy 'nanmax' method. Something like this.

class High(CustomFactor):  
    window_length = 126    # ~6 months  
    inputs = [USEquityPricing.high]  
    def compute(self, today, asset_ids, out, high_prices):  
        out[:] = np.nanmax(high_prices, axis=0)

high_6_mo = High()  
latest_price = USEquityPricing.close.latest

last_close_to_high_ratio = latest_price / high_6_mo

Hope that helps.

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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.

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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.