I like how easy Blueshift tries to make strategy construction using visual blocks but I encounter a limitation, e.g. under trading rules if I want to specify an action, say go_long based on yesterday's price change for a ticker, I couldn't find such a parameter related to price in the visual blocks.
Can anyone help? Thanks!
Roger, did you try with the lagged returns and price features? You find them under Define Alpha -> Price. You can specify lag explictly, lag=1 should be yesterday. Does this allow you to create the rule you are looking for?
sorry under "define alpha->price" there's no "lag" setting
there're only "price close" and "return over"… + frequency. where is this "lag" setting you mentioned?
thanks!
If you check 3rd block under that menu, you will see an option for lagged periods.
ah yes!