Add volatility day

This commit is contained in:
Jérôme Delacotte
2025-07-19 13:21:57 +02:00
parent 088958952e
commit 121eda7837

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@@ -667,6 +667,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
informative['max60'] = talib.MAX(informative['close'], timeperiod=60)
informative['min12'] = talib.MIN(informative['close'], timeperiod=12)
informative['min60'] = talib.MIN(informative['close'], timeperiod=60)
informative['volatility'] = talib.STDDEV(informative['close'], timeperiod=14) / informative['close']
self.calculeDerivees(informative, 'volatility')
# informative['rsi'] = talib.RSI(informative['close']) #, timeperiod=7)
# self.calculeDerivees(informative, 'rsi')