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Question regarding slope calculation output
Daniel Williams
posted
Seeking Help numpy/pandas

Hey everyone,

Wanted to see if someone would look at my coding and log output, here. I am playing around with the slope calculation of an SMA50...

In the output, notice that, if you compare any minute's current and previous slope data, the next minute's previous slope does not match the slope from the previous minute's current slope.

To illustrate my point, it should look something like this:

10/10/16 10:30AM PRINT Current slope = .0034567 Previous slope = .0002345
10/10/16 10:31AM PRINT Current slope = .0054321 Previous slope = .0034567

However, if you look at the log, this is not the case. I see that the calculation is off, roughly, +/-.0002 to +/-.0003.

Any ideas as to why? Am I calling my values properly? Something else?

Thanks for any input...

Danny

2 responses
Dan Dunn

It's not totally clear to me what you're trying to do in your code. If I get it, I think there are two coding errors that weren't what you intended.

  • you need to compare apples to apples. One of your computations had 50 data points, another one had 49. Fixed line 10.
  • you needed to actually carry data from one bar to the next, so I added context.previous_bar_sma50
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Daniel Williams

Thank you, Dan.

I wasn't slicing my array properly. That fixed my issue.

Danny

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.