can the argument of Trading Rules function to be embeded function?

[bamamtxm]

I am new to this system and just read through the tutorial. I would like to explore whether it's able to pass a function with embeded function as argument to create the trading rule? It would be something like below,

The original example is:

trading_rules:
  ewmac2_8:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
     other_args: 
         Lfast: 2
         Lslow: 8

Instead of getting the volatility from rawdata, I would like to use a function to calculate vol (the volatility function under 'other_args' below), so we can change the parameters.

trading_rules:
  ewmac2_8:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
     other_args: 
         Lfast: 2
         Lslow: 8
         Volatility: function !systems.provided.rules.ewmac.volatility
             Vfast: 20
             Vslow: 60

I wonder whether this would work and how can we create a trading rule in this case? Many thanks for help

[robcarver17]

I feel the complexity this introduces is not worth it, given there are several options to achieve this

• create a custom rawdata which includes an additional method to calculate volatility which the second data argument could then point to.
• create a custom ewmac function that calculates the volatility from scratch in a funky way

The former would make more sense if you wanted to cache the calculated value for future use.