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