Hello Jeff,

Give this a go:

def initialize(context):  
    context.stocks =  [sid(19662),  # XLY Consumer Discrectionary SPDR Fund  
                       sid(19656),  # XLF Financial SPDR Fund  
                       sid(19658),  # XLK Technology SPDR Fund  
                       sid(19655),  # XLE Energy SPDR Fund  
                       sid(19661),  # XLV Health Care SPRD Fund  
                       sid(19657),  # XLI Industrial SPDR Fund  
                       sid(19659),  # XLP Consumer Staples SPDR Fund  
                       sid(19654),  # XLB Materials SPDR Fund  
                       sid(19660)]  # XLU Utilities SPRD Fund

def handle_data(context, data):  
    prices = history(390,'1m','low')  
    lows = prices.min()  
    lows_idx = prices.idxmin()  
    print lows  
    print lows_idx  

Grant

This is nothing to do with the trend ! I just found out that Grant is currently second place on Quantopian Open. :) Best of Luck ! I hope you win .....

Thank you very much, that works. What if I want the 2 or 3 least values, how would the above example be modified or would a different technique advisable?

Actually, I think I figured out that I can exclude the previous low and look again:

price_history2 = price_history[price_history.index != price_history.idxmin()]  
low2 = price_history2.min()  
lowidx2 = price_history2.idxmin()

Not sure if it's the best way, but I think it works.
Thanks again for your help!

Jeff,

Looks like it'll work. You could also consider a sorting technique that would allow you to grab the N lowest values. For multiple securities, this would require some head-scratching, since you also need the datetime stamps, but I think it could be worked out.

Grant