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Datafeed as indicator



  • Apologies if this has already been asked, I couldn't find anything similar.

    I am pre-processing the data for my second datafeed, and also using the original unprocessed data as a primary datafeed.

    I am trying to create a strat similar to a SMA crossover strat, using my preprocessed data instead of a rolling mean. In terms of pseudocode it is similar to this -

    when preprocessed data > original data data then self.order = self.buy() ...

    Is it possible to use my secondary datafeed as an indicator, or should I create a dummy indicator to pass values through?


  • administrators

    @rm said in Datafeed as indicator:

    preprocessed data > original data

    That's a standard comparison and will generate a lines object. Same as if you did:

    • data.close - data.high

    It doesn't matter if the operation is boolean or arithmentic.