Hello
I tried to modify the standard RSI strategy, but I have many difficoults to change indicators (instead of RSI), I am used to trade on MT4 where I can hundreds of indicators, here I see only Bollinger and RSI.
Then, I use FXCM API, but I cannot backtest for example some crosses or indices or other kind of CFD (Instruments not found error).
Who can help me?
The blueshift platform supports the TA-lib library, so not just RSI and Bollinger Band, you can use any indicator supported by TA-lib. See here for a full list of indicators. Some of them are wrapped by blueshift library for ease of use (see the list here). For these, you can use the following to import the indicator function
For others, you can directly import from the TA-lib library. Below an example for parabolic SAR. Please note, functions directly imported will require numpy array as input, rather than Pandas dataframe. Seefrom blueshift_library.technicals.indicators import rsi, ema
import talib as ta
Here px is the price data (dataframe with high and low columns at least) fetched from a call to platform data interface, i.e. data.history. This way you can implement any indicator supported by TA. I suggest you brush up your Python, including Numpy and Pandas library in case you are not very familiar with them.def SAR(px, acceleration=0, maximum=0):
real = SAR(px.high.values, px.low.values, acceleration=acceleration, maximum=maximum)
return real[-1]