Using data from the previous bar?

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Using data from the previous bar?

posted

Hi all,

Wondering if it's possible to use price data for a security from a previous day, so as to identify intersection points. For instance, if I wanted to make a trade when yesterday's SMA was above the closing price but today's SMA is below the closing price (thereby identifying a crossover point), how would I do that? Or, as another maybe simpler example if I wanted to do something when yesterday's MACD was below zero but today's MACD is above zero, how would that work?

Sorry if this question has already been answered, but I looked through the forum and some posts and didn't find much. Thanks in advance for any help! This community rocks!

1 response

Hello Jacob,

I have a few lines of code but they don't work as I have not yet been able to find a cross. Maybe someone can see what is wrong. I've used the TA-LIb technical indicator library for the SMA, a dictionary of price+SMA to keep track of multiple securities, and a deque to store yesterday's and today's results.

P.

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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.