I am complete newbie in Python and I reviewed the documentation, but I was wondering if someone can help me out? I reviewed some other posts in the forums as well, but I am still stuck. I'm trying to trigger trading once various RSI levels are reached in the attached python code across a universe of equities, but I don't know how to get the loop to work and/or for the code to store the data so it can trigger the trades based on the RSI for the right equity. My current code only takes the RSI of AAPL and not the right RSI for the assigned symbol I believe. Thanks for any help!
Gurumeher Sawhney
Thank for attaching the algorithm. After looking through the code, I have confirmed the algorithm does not use the right RSI for the assigned symbol:
2018-01-09 00:00:00 85.43980614637137717643498911 2018-01-09 00:00:00 85.43980614637137717643498911 2018-01-09 00:00:00 85.43980614637137717643498911 2018-01-10 00:00:00 86.41249310672776865922991676 2018-01-10 00:00:00 86.41249310672776865922991676 2018-01-10 00:00:00 86.41249310672776865922991676
In order to keep track of the data for each symbol, trying using the SymbolData class like the one used the example here. A potential implementation could be:
class SymbolData: '''Contains data specific to a symbol required by this model''' def __init__(self, security): self.Security = security self.Symbol = security.Symbol self.RSI = None
This object can be indexed by its ticker in a dictionary like this:
self.symbolDataBySymbol = {}
By doing so, you will be able to properly maintain the RSI objects created for each ticker.
Henry
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