Hi I managed to get a list of all rsi and Kama values of my stock list but I can seem to be able to accomplish the same with MFI. Any tip from a python guru here?
rsi = prices.apply(t.RSI, timeperiod=context.rsi_window_size).iloc[-1]
#OK
kama = prices.apply(t.MA, matype=6,timeperiod=5).iloc[-1]
#OK
mfi = prices.apply(t.MFI, high=highs, volume=volumes, low=lows, close=prices, timeperiod=14).iloc[-1]
#error best, Peter
Is this what you're looking for?
import talib
def initialize(context):
context.stock = symbol('AAPL')
def handle_data(context, data):
highs = history(30, '1d', 'high')
lows = history(30, '1d', 'low')[symbol('AAPL')]
closes = history(30, '1d', 'close_price')[symbol('AAPL')]
volumes = history(30, '1d', 'volume')[symbol('AAPL')]
print highs.apply(talib.MFI, low=lows, close=closes, volume=volumes, timeperiod=14) Tx Ed,
but this will not work for a whole stock universe, so I want to get the MFI for all stocks in my universe, if that makes sense
Peter
You could give this a try:
highs = history(21, '1d', 'high')
lows = history(21, '1d', 'low')
closes = history(21, '1d', 'close_price')
volumes = history(21, '1d', 'volume')
MFI = pd.DataFrame(index=closes.index,columns=closes.columns)
for stock in list(closes.columns.values):
MFI[stock] = talib.MFI(highs[stock],lows[stock],closes[stock],volumes[stock]) 
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