What would be the best way to shift the periods used to calculate the moving average back by x periods? I'm trying to get what the moving average for the previous say essentially to find out which direction its moving in.
Thanks!
All right, my quick hack will be like this:
1, use the @batch_transform function to return the current pointwise value of the mavg.
Say today, the batch_transform looks back for 10 days and average the close prices, returning a value of 455 for the apple.
2, store it in a list
something.append(this value)
3, retrieve a few periods back if you want, for today's evaluation.
myValue = something[ - 3 ]
Did I get your point correctly?
Jiaming Kong,
I have tried taking a stab at it and attached is a backtest for my solution. The the problem I am trying to solve is retrieving what yestersday's value for the call data[sid(X)].mavg(5) yeilds so I can compare it to the value that that same call yeilds when I make it today. That way I can say to some degree which way the mavg is trending. Does that make sense?
I was looking at the information that the API reference provides on the @batch_transform decorator and could not tell if it is what wanted.
To use some code to hopefully describe what I ultimately want to achieve would be:
if mavg_tMinus11_to_tMinus1 < data[sid(X)].mavg(10):
# the 10 mavg is trending up
else:
# the 10 mavg is trending down Thanks!
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