Topics created by mobile.antelope

@mobile-antelope Sorry for delay. You should first define exactly (in math terms) what you want to scan, and then write the corresponding python code. We can help with the python code, but you should specify exactly what would you like to scan.

Hello.

Try to use ROC (Rate Of Change).

https://www.investopedia.com/terms/p/pricerateofchange.asp#:~:text=The Price Rate of Change (ROC) is a momentum-,certain number of periods ago.

... import qnt.ta as qnta ... def single_pass_strategy(data, wma_period=20, roc_period=10): wma = qnta.lwma(data.sel(field='close'), wma_period) sroc = qnta.roc(wma, roc_period) # it measures the angle (tg) weights = xr.where(sroc > 0, 1, 0) return weights ...

Regards.