on Algorithmic Trading
Python & Historical Tick Data
Dr. Yves J. Hilpisch | The Python Quants GmbH
Online, 24. October 2017
Workshop
Dr. Yves J. Hilpisch | The Python Quants GmbH | @dyjh
House of Finance, Goethe University, 23. June 2018
(short link to this Gist: http://bit.ly/ffm_workshop)
def add_alma(df): | |
alma = pd.DataFrame(columns=["ALMA"]) | |
close = df["close"] | |
size = len(close) | |
def ALMA(data, sigma=6, offset=0.90, size=40): | |
""" | |
Arnaud Legoux Moving Average | |
:param data: data array |