Are there any trailing trigger algorithms out there? I am having trouble because I want to constantly compare the previous price to the current on a minute-by-minute basis. Any suggestions?
If you're just looking to compare to the last minute, I think you could do something simple like the code below. If you're looking for a longer trailing window that updates every minute, that we don't have a quick tool for yet. I think we should though - I'll look more into it.
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Hello Yoni,
I modified Dan's algorithm to capture trailing price data in a numpy array. It's kinda rough, but if you look at the output log, you'll see that one can persist trailing price values. Just depends on what you need to do...I'd been interested in writing a function to return a trailing window of prices. Let me know what would work for you and I can give it a try.
Grant
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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.