If the moving average works with a '1d' chart type, then there is no reason it shouldn't work against minute data. You just need to set your chart type to '1m' in the IDE.

I am not sure if understood right, but when I use the mvag(20) as signal to buy or sell when it reaches certain level, the algo is buying every minute for sometimes few consecutive hours. So this cant be ok

Hi Pythi,

As stated in our documentation, the mvag(int) function can only be used for daily data. However, it is possible to calculate the moving average for minutely data.

To do this for the last 20 minutes, you could make the call:

history(20, '1m', 'price').mean()

This will give you a Series with the moving average for each of the stocks in your universe.

Let me know if this helps!

Hi Jamie,

yes, def helped me.

It works now like intended.

Thanks

@jamie. Where in the code are you putting that?
history(20, '1m', 'price').mean()

I also have the same problem. I am trying to use MovingAverage over minute timeframe but generally MA works only over Daily timeframes. Can someone explain me how and where to put history () . My idea is to use MA crossover for let's say sid(24) but in a minute series ?

So I know that I need to import Pandas library? And than to use history function ? Can you tell me if I am thinking in the right way

import pandas as pd

def initialize(context):  
    context.market = sid(24)

def handle_data(context, data):  
    minute_mavg = history(20, '1m', 'price').mean()  
    MA1 = data[context.market].mavg(5)  
    MA2 = data[context.market].mavg(18)  
    current_price = data[context.market].price  
    positions = context.portfolio.positions[sid(24)].amount  
    cash = context.portfolio.cash  
    if (MA1 > MA2) and positions == 0:  
        shares = int(cash/current_price*.6)  
        order(context.market, shares)  
    elif (MA1<MA2) and positions != 0:  
         order(context.market, -positions)  

@Anton, i understand correctly you are trying to trigger trades on a minute data, but have the trigger operate on the daily data. If so then check the documentation for a schedule function

Hello Darell,

It looks like a schedule function cannot help me to run the moving average at a minute graph.
I am still searching for solution. Would be very happy if someone knows how this could be done.

:)