Could you please update the codes in the Trading alpha course. Because it looks old

Quant Trading Strategies & Ideas
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Could you please update the codes in the Trading alpha course. Because it looks old.
2

Hi,



The team at Quantra always tries to keep the code updated so it is disheartening to learn that a user feels the code is outdated. Nevertheless, can you help tell me exactly which part of the course code do you feel is old, in terms of notebook unit?



Thanks.



 

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signals = {}


Looping through all TA-Lib functions

for attr in dir(talib):



    # Extraction of chart-pattern functions

    if attr[:3] == 'CDL':



        # Calculation of signals for each chart pattern

        res = getattr(talib, attr)(spy.Open, spy.High, spy.Low, spy.Close)



        # Appending each signal vector to the signals dict

        signals[attr] = res

 

this code is not working
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talib package not working
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Although the name of the talib package has been changed, it is still used as talib
While it should be in as in import
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Im using that course atm and Im very displeased with the content and feedback from issues faced while learning. ATM im having some issues with grid search, the method of choice/used in alot of the courses offered by quantra. Its a brute force method to solve issues in the quant space. Its used mostly to optimize but I found alot of new more powerful methods that this company seems to stay clear of and when I ask about these methods Im hardly pointed in the right direction. Id love to chat more privately feel free to reach out to me or rather leave a way to contact you if that's ok with you. 

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Candlestick Pattern

sig1 = 0.01*pd.DataFrame({A: talib.CDLENGULFING(

    stock_data.Open[A], stock_data.High[A], stock_data.Low[A], stock_data.Close[A]) for A in stock_data.Close.columns})

 

CDLENGULFING not working
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Hi,



I tried out the relevant code in the portal and it seems to be working. In order to understand the issue, can you help by mentioning whether you are running the notebook in the Quantra portal, or on your local system?



If it is the local system, there might be some issue with TA-lib library installation. We have found that the TA_lib version 0.4.19 works well with the strategy code. If you would like (and if you haven't already), you can set up a Python virtual environment with the same libraries which are present on the Quantra portal. The instructions are mentioned in the following blog.



But if this didn't solve your issue, can you let me know the error you get when you run the relevant code? That would help us a lot.



Thanks.

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Hello Jane,



We regret to hear that you have not been satisfied with the content of Trading Alphas. We kindly request that you please email your feedback to quantra@quantinsti.com, as this will help us better understand and address your concerns.

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thank you TA-lib library installation