@lindeng1 I've not heard of something like this, perhaps others have?

@hexabraum i fixed it by deleting the for loop in the log function.

I found a way to check if data is available for a given date.

data = self.getdatabyname(ticker) current_date = self.data.datetime.datetime().date() if date == bt.num2date(data.datetime[0]).date(): print(f'data is available for {ticker}')

Interesting. In your script you apply the indicator to the self.data0 ie 5 min data feed, but indicator itself works with the self.data1 which is daily bars. I would assume that self.addminperiod is also applied to minutes data feed, so you need lot to get 5 bars of daily data feed.

Try this (didn' run it by myself):

indicator: class dummyIndicator(bt.Indicator,): lines = ('dayHigh',) params = (('period', 5),) def __init__(self): self.addminperiod(self.p.period) def next(self): self.dayHigh[0] = self.data.high[-self.p.period] call in the strategy: self.dayHigh = dummyIndicator(self.data1)