I have been wondering about how to use OHLC4 (open + high + low + close) / 4 data into the builtin Bollinger Band factor, which uses the USEquityPricing.close by default. A community guy has given me a hint that a custom_factor should be used for the purpose but I for some reason I am having an issue.
Ps. I am avoiding the get_pricing function and would like to feed the code with the USEquityPricing pipeline data to easily apply it on the Q1500US universe.
Any help would be extremely appreciated.