, "outputs": [], @@ -90,8 +90,8 @@ "execution_count": 2, "metadata": { "ExecuteTime": { - "end_time": "2021-02-23T04:35:10.684834Z", - "start_time": "2021-02-23T04:35:10.144768Z" + "end_time": "2021-09-10T17:28:28.756859Z", + "start_time": "2021-0...
+ " # Poner valores nan para las columnas de la señal larga\n", + " f[\"signal_long\"] = np.nan\n", + " f[\"yersteday_rsi\"] = f[\"rsi\"].shift(1)\n", + " # Necesitamos definir la señal de apertura en largo (RSI ayer<55 y RSI hoy>55)\n", ...
diff --git a/02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book/01_parse_itch_order_flow_messages.ipynb b/02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book/01_parse_itch_order_flow_messages.ipynb index c68c47ba7..147eb25ed 100644 --- a/02_mark...