You can import the talib library to use the indicators, here's an example showing the syntax: https://www.quantopian.com/help#sample-talib

Thank you.

Does Quantopian provide the Technical Analysis indicator: Ichimoku Cloud? Don't see it in talib.
Thanks

if daily data is enough for you, you can use the pipeline to get Ichimoku Cloud

tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span = IchimokuKinkoHyo(inputs=[USEquityPricing.high, USEquityPricing.low, USEquityPricing.close], mask=my_universe)

pipe.add(tenkan_sen, "tenkan_sen")  
pipe.add(kijun_sen, "kijun_sen")  
pipe.add(senkou_span_a, "senkou_span_a")  
[...and so on...]

I would also like to use Ichimoku, I am new to algorithmic trading but usually trade manually.
I don't fully understand how to "use the pipeline to get Ichimoku Cloud"

Below is something that I have found but not sure how to use it, it might be different to what Luca means.

```import pandas as pd from pandas_datareader import data, wb

d=data.DataReader("F", 'yahoo', start, end)
high_prices = d['High']
close_prices = d['Close']
low_prices = d['Low']
dates = d.index
eighteen_period_high = pd.rolling_max(d['High'], window= 9 )
nine_period_low = pd.rolling_min(d['Low'], window= 9 )
d['tenkan_sen'] = (eighteen_period_high + eighteen_period_low) /2

Tenkan-sen (Conversion Line): (9-period high + 9-period low)/2))

period9_high = pd.rolling_max(high_prices, window=9)
period9_low = pd.rolling_min(low_prices, window=9)
tenkan_sen = (period9_high + period9_low) / 2

Kijun-sen (Base Line): (26-period high + 26-period low)/2))

period26_high = pd.rolling_max(high_prices, window=26)
period26_low = pd.rolling_min(low_prices, window=26)
kijun_sen = (period26_high + period26_low) / 2

Senkou Span A (Leading Span A): (Conversion Line + Base Line)/2))

senkou_span_a = ((tenkan_sen + kijun_sen) / 2).shift(52)

Senkou Span B (Leading Span B): (52-period high + 52-period low)/2))

period52_high = pd.rolling_max(high_prices, window=52)
period52_low = pd.rolling_min(low_prices, window=52)
senkou_span_b = ((period52_high + period52_low) / 2).shift(52)

The most current closing price plotted 22 time periods behind (optional)

chikou_span = close_prices.shift(-52) # 22 according to investopedia
```

I want to combine it with RSI, Volume, and trade according to specific situations where they are all aligned bullish or bearish.

I would also like to control the Ichimoku numbers 9,26, 52 and be able to change them according to my theory.
I have been learning on Quantopian for a few months now and playing around with algorithms but I would like to build something specifically to my requirements. I have been through all of Sentdex's tutorials etc too.

Thanks for Dhiren's code. I am new to algorithmic trading, too. It's a good practice for me to calculate the Ichimoku Cloud.

Hi Heyu,

It would also be useful to plot the Tenkam sen and Kijun sen and then be able to use these cross overs in trading.

I have tried to plot the following but it did not seem to work.
data['tenkan_sen'] = tenkan_sen
data['kijun_sen'] = kijun_sen