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?
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.