Back to Community
TDSequential and other Tom DeMark indicators

Hi all,

has anybody approached Tom Demark studies on technical analysis?

I am starting to read something about it, especially TDSequential, which implementation can be quickly described
here but I cannot sort out an efficient, 'pythonic' way to write the system.
Any ideas?


2 responses


Since the conditions for entry/exit depend on trailing bars, you will want to use a batch_transform, which gives you a trailing window of data to work with. Here is an introductory example of working with batch_transforms:

Also, you can see the api documentation on batch_transform:

I'd suggest trying to implement just one small part of the indicator first, and use logging to prove that you're code is working. If you run into trouble, you can post code in the forums using the button on the toolbar. We'll help you get past any tricky bits!



The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Best resource on Demark (IMO) is the Jason Perl book!!