Indicators - Indexing at __init__()

ThatBlokeDave

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.

backtrader

@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

ThatBlokeDave

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