Hello guys, I want to know how can create a custom factor on LEAN, the next example is extracted from my Quantopian code:


from quantopian.pipeline import CustomFilter import numpy as np from quantopian.pipeline.data import USEquityPricing class fibopoint(CustomFilter): inputs = [USEquityPricing.low, USEquityPricing.high, USEquityPricing.close] window_length = 21 def compute(self, today, assets, out, low, high, close): dayshigh20 = np.max(high, axis=0) dayslow20 = np.min(low, axis=0) mid_price = (high[-1]+low[-1])/2 fiboprice2 = dayshigh20 - (.50*(dayshigh20-dayslow20)) cond = (np.argmax(dayshigh20, axis=0) - np.argmin(dayslow20, axis=0))>0 fibocondition_2 =mid_price >= fiboprice2 result1 = fibocondition_2 & cond & (high[-1]<= (dayshigh20 - (.10*(dayshigh20-dayslow20)))) out[:] = result1

Thanks a lot!