Using an indicator not in talib or bt indicators
I wanted to know if I can create an indicator that will help spot peaks and troughs in the data. For this I want to use argrelextrema or find peaks methods of scipy.
Should I create a new indicator or have the result of any of these methods added in the pandas data feed that I will add to strategy?
run-out last edited by
@vypy1 Either of those solutions are fine depending on your needs. If you have pandas already constructed, that's probably easiest and best for performance.
@run-out Thanks for your response.