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MT4->Quantopian : iClose iMA iWPR iATR
Femto Trader
posted Jan 23, 2015

Hello,

I'm trying to move some MT4 code to Quantopian

a = iClose(NULL, PERIOD_M15, 1);  
b = iMA(NULL, PERIOD_M15, SMMAPeriod, 0, MODE_SMMA, PRICE_CLOSE, 1);  
c = iWPR(NULL, PERIOD_M15, WPRPeriod, 1);  
d = iATR(NULL, PERIOD_H1, ATRPeriod, 1);  
e = iMA(NULL, PERIOD_H1, EMAPeriod, 0, MODE_EMA, PRICE_CLOSE, 1);

http://docs.mql4.com/series/iclose
http://docs.mql4.com/indicators/ima
http://docs.mql4.com/indicators/iwpr
http://docs.mql4.com/indicators/iatr

I wonder what Quantopian / Zipline functions I should use.

Any help is welcome

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