0

How can I get the highest high for a specific time span, e.g. from 08:00 - 10:00 am using a pyalogtrade or ta-lib indicator.

Of course I could write two if statements to check the time on the current bar, but I thought there must be a more elegant way to do it.

Fari
  • 86
  • 4

1 Answers1

0

You could use technical.highlow.High: http://gbeced.github.io/pyalgotrade/docs/v0.17/html/technical.html#pyalgotrade.technical.highlow.High

Gabriel
  • 492
  • 3
  • 4
  • I thought of that, but this has potential problems, like missing data.I have to resample my data to a particular time frame and use higlow.High. – Fari May 26 '16 at 08:37