3. Indicators - Indexing at __init__()
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Indicators - Indexing at __init__()

  • T

    Hello All,
    Can someone help shed some light on a little issue I have? I think I am missing a platform fundamental / concept

    Below is a simple example code that demonstrates my issue.

    Basically I am trying to create a data feed that is calculated at init and compares the current value of a data feed with the previous value before deciding what to assign to another data.

    I seem to be able to get away with it when looking at data.close but not with a data feed created during init self.data.hlc3

    class TestInd(bt.Indicator):

    lines = ('sig',)

    def __init__(self):
        self.addminperiod(55)
        
        self.data.hlc3 = (self.data.high + self.data.low + self.data.close) / 3
        # This works
        self.data.vd = bt.If(self.data.close[0] >= self.data.close[-1], self.data.volume, -self.data.volume)
        # This does not
        self.data.sd = bt.If(self.data.hlc3[0] >= self.data.hlc3[-1], self.data.volume, -self.data.volume)

        self.lines.sig = bt.indicators.EMA(self.data.vd, period=34) - bt.indicators.EMA(self.data.vd, period=55)

    If someone could jog my memory and remind me what I am doing wrong, that would be great.

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    B
     1 Reply
  • B
    administrators

    @thatblokedave said in Indicators - Indexing at __init__():

    self.data.vd = bt.If(self.data.close[0] >= self.data.close[-1], self.data.volume, -self.data.volume)

    Wrong indexing. During __init__ you use (0).

    See Docs - Platform Concepts - Stage1 and Stage 2

    1
    T
     1 Reply
  • T

    @backtrader Thanks! I knew I was forgetting something. Will give it a go.

    0