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TDSequential and other Tom DeMark indicators

Hi all,

has anybody approached Tom Demark studies on technical analysis?

I am starting to read something about it, especially TDSequential, which implementation can be quickly described
here but I cannot sort out an efficient, 'pythonic' way to write the system.
Any ideas?

Thanks

2 responses

@Maurizio,

Since the conditions for entry/exit depend on trailing bars, you will want to use a batch_transform, which gives you a trailing window of data to work with. Here is an introductory example of working with batch_transforms: https://www.quantopian.com/posts/this-weeks-concept-trading-on-max-and-min

Also, you can see the api documentation on batch_transform: https://www.quantopian.com/help#ide-batch-transforms

I'd suggest trying to implement just one small part of the indicator first, and use logging to prove that you're code is working. If you run into trouble, you can post code in the forums using the button on the toolbar. We'll help you get past any tricky bits!

thanks,
fawce

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Best resource on Demark (IMO) is the Jason Perl book!!