I am new to BlueShift. Planning to use Alpaca broker integration. Alpaca provides Polygon market data for live trading. Need technical indicators. Does the Polygon provided historical market data flow into the BlueShift 'data' variable at run time?
Hi Rama, yes the blueshift data variable will talk to to Polygon at run time and make data availalbe to the strategy in the standard format (current and history methods). Note Polygon will be available only if you have an Alpaca live account. The paper trading data is not from Polygon. For technical indicators, check out the built-in indicators available (which you can import from blueshift_library.technicals.indicators module on blueshift). If you need more, it is very easy to build your own using the TA-lib technical library.
Hello,
I would like to understand better the Polygon/Alpaca/Blueshift integration.
As I am still developing, backtesting in blueshift and paper trading in alpaca with blueshift Live, I would like to add polygon to my arsenal.
What I didn't understand was the: "Note Polygon will be available only if you have an Alpaca live account. The paper trading data is not from Polygon." part.
Does that mean that I wont be able to run a blueshift Live algorithm in alpaca paper using the data from my polygon account?
Thanks!
This answer is a bit old. Since Feb end this year, Alpaca has stopped free Polygon feed for their live account holders. At present, on bluesihft you should be able to use Polygon for both paper and live trading. During the execution launch process, you need to supply your polygon key (or, alternative alpaca keys if you want alpaca data feed). If you face any issues, please send a mail to blueshift-support@quantinsti.com.