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Hi all,
I've been trying to play around with the scipi agrelextrema function to find high and lows of a price series. The function seems to be working but I'm not very familiar with how to plot the chart properly. Currently its returning the high and low markers at incorrect positions on the chart itself. Can anyone help? The code can be found in the research notebook of the attached backtest.
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Alexandre Catarino
Hi Nicholas Fitzgerald ,
The pandas.DataFrame generated by a Historical data request is a multi-index DataFrame (docs), so we need to drop the first level (where the Symbol is found) to achieve the desired behavior:
history = qb.History(qb.Securities.Keys, 360, Resolution.Daily).droplevel(0)
Nicholas Fitzgerald
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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