Hi there,

I wanted to convert some python code I had to quantconnect style of code. 

Currently I do the following

# period n1 = 8 # get the hlc3 price for average ap = hlc3 # get the ema based on the hlc3 esa = ema(ap, n1) # generate ema based on the absolute value of the average price - the ema on period n1 d = ema(abs(ap - esa), n1) # return some calculated value with some tolerance ci = (ap - esa) / (0.015 * d) # generate ema based on above tci = ema(ci, n2) wt1 = tci # generate sma from tci wt2 = sma(wt1,4)

Would you recommend just getting data history and constructing it myself using python libraries?