Any help would be greatly appreciated...
I am playing around with some code, and have a window length of 95.
In that trailing window, I would like to identify if in the first 20 days, the rate of change (ROC or ROCP in TA-Lib?) of the closing price, is not negative or downward sloping.
How do I call this using ROC?
import zipline.transforms.ta as ztt
(and then later to call the function)
RateOfChange = ztt.talib.ROC( ???????not sure what the parameters are).
What are those parameters?