Look at this code, should be helpful. Its a 5min quick example, it doesnt execute any orders. It does some of these stuff you want, but add no order logic based on them.

def initialize(context):  
    # A stock  
    context.stock = symbol('GOOG_L')  
    # A history list.  
    # Note: To limit this to say just the last 10, use dequeue with a size! Rest is automatic.  
    context.mavg_history = []  
    # Just a cache of the data from yesteryday.  
    context.yesterday = None

# Will be called on every trade event for the securities you specify.  
def handle_data(context, data):  
    # Update yesterday market. Fine in both minute, live and daily.  
    context.yesterday = data  
    today = data[context.stock].mavg(10)  
    upDays = []  
    downDays = []  
    for mavg in context.mavg_history[:10]: # For limit to 10.  
        # mavg is the day. Logic here for looping.  
        if today < mavg:  
            # Store day in downDays.  
            downDays.append(mavg)  
        else:  
            # Store day in upDays  
            upDays.append(mavg)  
    # Use context.mavg_history[-1] to get yesterdays mavg(10), -2 for two days etc.  
    """  
    try:  
        yesterday = context.mavg_history[-1]  
    except:  
        yesterday = None # No data.  
    """  
# Store yesterdays history.  
def before_trading_start(context):  
    # We need a yesterday open market before we start tracking.  
    if not context.yesterday:  
        return  
    mavg = context.yesterday[context.stock].mavg(10)  
    # Add to the list.  
    context.mavg_history.append(mavg)  

Randy,
In regards to your first question, when putting something into python (a variable, list, dataframe, whatever), the name cannot start with a number. So python won't accept 10_mavg=data[context.security].mavg(10). mavg_10=data[context.security].mavg(10) ought to work though.
Also, when you use the data[context.security].mavg(10) function, all it does is find the average of the past nine days prices and the current price. So it only holds one value at a time, not a list of values like the history() function.
To get yesterday’s 10 day moving average, I would use

price_hist = history(11, '1d', 'price')  
yesterdays_mavg_10 = price_hist[context.security][:-1].mean()  

I’m more than willing to explain why this works if you like. Knowing how to properly use the history function is crucial. Until then, good luck!

Calvin

Calivin Hobbes, I am aware of the exception with starting with numbers I have an underscore before the 10. Its not ideal and Im sure I'll change it in the future.

Thanks to both of you in getting back to me so fast! I am excited to get going and will check out your info!

@CALIVIN HOBBES

Thank you that worked!

From what I can gather, your took the last 11 day (closing) price and .mean them together, why was it 11? to remove today from the average?

But I do need to know how to use historical data, anything you could share would be appreciated. I really would like to do a day count and rank days. on daily volume OHLC parameters.

He used 11 because history() with '1d' frequency returns the last X-1 bars plus the current minute price. So history(11, '1d', 'price') will return the last 10 days price data plus the last minute's price. He then removed the last minute datapoint by indexing into the dataframe using "[:-1]" and took the mean() to get the average of the values.

Here's more documentation on the function: https://www.quantopian.com/help#ide-history
And a concrete example: https://www.quantopian.com/help#sample-history

Randy,
This will be a good start. If you're not sure what something does, print it. I drafted this up kinda quick so if you have any questions (or I messed something up) just ask. Have fun