Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Robinhood Trading: EMAs, SMAs and beyond

Hi all -- extremely new to quantopian (and robinhood) but loving what I've found/learned already. I'm interested in messing with some moving averages and regressions but can't find a good starting point or examples of how to use them. I'm slugging through documentation (https://www.quantopian.com/research/Tutorials%20and%20Documentation) but any help/guidance is greatly appreciated! -MM

  1. exponential moving average
  2. linear regression
  3. simple moving average: (found this one) sma = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=10)
    pipe.add(sma, 'sma')

  4. hlc3, ap, esa (I'm assuming I have to port this to zipline from below?)

storage.ap = storage.get('ap', 0)  
if storage.ap == 0:  
    ap = 0  
else:  
    ap = np.array(storage.ap)  
if storage.ap == 0:  
    C = 200  
    ap_one  = [float(   data.btc_usd[-(x + 1)].high +  
                        data.btc_usd[-(x + 1)].low +  
                        data.btc_usd[-(x + 1)].close  
                        ) / 3 for x in range(C,0,-1)][-C:]  
    ap_one = np.array(ap_one)  

    if ap == 0:  
        ap = ap_one  
    else:  
        ap = np.hstack((ap, ap_one))  

hlc3 = float(   data.btc_usd.high +  
                data.btc_usd.low +  
                data.btc_usd.close) / 3  
ap  = np.hstack((ap, hlc3))  
esa = talib.MA(ap, timeperiod=n1, matype=1)  
ap = ap.tolist()  
storage.ap = ap[-1001:]  

return esa

most important, some simple pine strategy executions:

strategy.entry("long", strategy.long, when = crossover(fire, water) and (fire <= bottom))
strategy.exit("exit", "long", when = ((fire >= water)) and (fire >= top))