Technical indicators

kevin.girard
kevin.girard Newcomer
edited March 21 in DSS

Hi, is there a way to directly pull technical indicators for non-expired contracts for a RIC list/ RIC chain for EoD data? Ideally I would like to pull for example RSI/CCI/moving average values directly everyday to view which contracts are oversold/ overbought on a daily basis as a pose to pulling ohlc prices and calculating these through python.

What would be the most efficient way to do this?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @kevin.girard

    Thank you for reaching out to us.

    Please check the Data Dictionary - LSEG Tick History Custom Reporting or LSEG DataScope Select Data Content Guide for availble fields in report templates.

    Otherwise, please contac the product support team direclty via MyAccount.

  • jason.ramchandani01
    jason.ramchandani01 admin

    @kevin.girard I have written an article on how you can use Python to generate Technical Analysis trading signals - you can find the Jupyter notebook in the Codebook App here: "__Examples__/08. Trading/Automating_TA_Backtesting.ipynb" or on our github repo here. This is the easiest way I think - it also contains strategy creation and backtesting.

    I hope this can help.

  • kevin.girard
    kevin.girard Newcomer

    Hi Jason, very useful thanks. Do you know why the ta.rsi values with length 14 are different from the ones in the reuters Chart? I have attached sample code, and the df print out. If one looks on a reuters chart for the RIC LCOc1 the RSI values there are very different

    for example:

    Initialize session (Replace with your credentials if needed)

    rd.open_session()

    df = rd.get_history(["LCOc1"],interval="daily",fields=["SETTLE"]).tail(20)

    df["RSI"] = ta.rsi(df["SETTLE"], length=14)

    print(df)

    df.png

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