Hi all. Here is my implementation of MACD algo. I have used RSI source code from examples (https://www.quantopian.com/help#sample-talib) as the template. My question is - how can I use hour periods in my algo? I mean, this algo must calculate 12 hour and 26 hour MA of prices. Can somebody help me change the source code in this way?
And, also please review my source code for mistakes/bugs
Nobody can help to improve this algo? Yes, I know that return rate is very low, but if implement it in hour period and use some other tactics, the return will be much highly...
Grant is working on getting data into 15 minute 'bins' here which may give you some ideas.
P,
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