why my indicator do not work properly
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class my_macd(bt.Indicator):
lines = ('my_macd',)
def init(self, ma_s, ma_l):
self.sma_s = bt.indicators.SimpleMovingAverage(self.datas[0], period=ma_s)
self.sma_l = bt.indicators.SimpleMovingAverage(self.datas[0], period=ma_l)
def next(self):
self.l.my_macd[0] = round(self.sma_s[0] - self.sma_l[0], 2)class my_pivot(bt.Indicator):
lines = ('my_pivot',)
def init(self, hol, source, period):
self.source = source
self.period = period
self.hol = hol
self.addminperiod(100)
def next(self):
if self.hol == "high":
print('len:', len(self))
print('hol:', self.hol)
print('period:', self.period)
print('source length:', len(self.source.get(size=2 * self.period + 1)))
print('source value:', self.source[-self.period])
if self.source[-self.period] == max(self.source.get(size=2 * self.period + 1)):
self.l.my_pivot[0] = self.source[-self.period]
else:
self.l.my_pivot[0] = 0.0
if self.hol == "low":
if self.source[-self.period] == min(self.source.get(size=2 * self.period + 1)):
self.l.my_pivot[0] = self.source[-self.period]
else:
self.l.my_pivot[0] = 0.0self.dataclose = self.datas[0].close
self.macd = my_macd(ma_s=self.params.maperiod_s, ma_l=self.params.maperiod_l)
self.macd_pivot = my_pivot(hol="high", source=self.macd, period=self.params.macdpivotlen)
self.close_pivot = my_pivot(hol="low", source=self.dataclose, period=self.params.closepivotlen)len: 1426
hol: high
period: 5
source length: 11
source value: -0.11
len: 1427
hol: high
period: 5
source length: 11
source value: -0.11
len: 1428
hol: high
period: 5
source length: 11
source value: -0.11
len: 1429
hol: high
period: 5
source length: 11
source value: -0.11
len: 1430
hol: high
period: 5
source length: 11
source value: -0.11
len: 1431
hol: high
period: 5
source length: 11
source value: -0.11
len: 1432
hol: high
period: 5
source length: 11
source value: -0.11
len: 1433
hol: high
period: 5
source length: 11
source value: -0.11
2019-10-28, Close, 27.32 macd_pivot 0.00 close_pivot 0.00 macd -1.29
2019-10-29, Close, 26.22 macd_pivot 0.00 close_pivot 0.00 macd -1.85
2019-10-30, Close, 25.11 macd_pivot 0.00 close_pivot 0.00 macd -2.41
2019-10-31, Close, 24.42 macd_pivot 0.00 close_pivot 0.00 macd -2.37
2019-11-01, Close, 24.56 macd_pivot 0.00 close_pivot 0.00 macd -2.12
2019-11-04, Close, 24.62 macd_pivot 0.00 close_pivot 0.00 macd -2.00
2019-11-05, Close, 24.44 macd_pivot 0.00 close_pivot 0.00 macd -1.60
2019-11-06, Close, 23.97 macd_pivot 0.00 close_pivot 0.00 macd -1.13
2019-11-07, Close, 24.03 macd_pivot 0.00 close_pivot 0.00 macd -0.84
2019-11-08, Close, 23.87 macd_pivot 0.00 close_pivot 0.00 macd -0.67
2019-11-11, Close, 23.00 macd_pivot 0.00 close_pivot 0.00 macd -0.56
2019-11-12, Close, 23.26 macd_pivot 0.00 close_pivot 0.00 macd -0.50
2019-11-13, Close, 22.87 macd_pivot 0.00 close_pivot 0.00 macd -0.50
2019-11-14, Close, 23.38 macd_pivot 0.00 close_pivot 0.00 macd -0.52
2019-11-15, Close, 23.75 macd_pivot 0.00 close_pivot 0.00 macd -0.47
2019-11-18, Close, 23.91 macd_pivot 0.00 close_pivot 0.00 macd -0.21
2019-11-19, Close, 24.46 macd_pivot 0.00 close_pivot 0.00 macd 0.02
2019-11-20, Close, 23.93 macd_pivot 0.00 close_pivot 0.00 macd 0.24
2019-11-21, Close, 23.76 macd_pivot 0.00 close_pivot 0.00 macd 0.34
2019-11-22, Close, 23.08 macd_pivot 0.00 close_pivot 0.00 macd 0.29
2019-11-25, Close, 22.15 macd_pivot 0.00 close_pivot 0.00 macd 0.02
2019-11-26, Close, 21.70 macd_pivot 0.00 close_pivot 0.00 macd -0.38
2019-11-27, Close, 21.78 macd_pivot 0.00 close_pivot 0.00 macd -0.70
2019-11-28, Close, 21.28 macd_pivot 0.00 close_pivot 0.00 macd -0.98
2019-11-29, Close, 21.17 macd_pivot 0.00 close_pivot 0.00 macd -1.11
2019-12-02, Close, 21.29 macd_pivot 0.00 close_pivot 0.00 macd -1.02
2019-12-03, Close, 21.87 macd_pivot 0.00 close_pivot 0.00 macd -0.72
2019-12-04, Close, 21.67 macd_pivot 0.00 close_pivot 0.00 macd -0.52
2019-12-05, Close, 22.37 macd_pivot 0.00 close_pivot 0.00 macd -0.16
2019-12-06, Close, 22.39 macd_pivot 0.00 close_pivot 0.00 macd 0.15
2019-12-09, Close, 22.28 macd_pivot 0.00 close_pivot 0.00 macd 0.34
2019-12-10, Close, 22.45 macd_pivot 0.00 close_pivot 0.00 macd 0.38
2019-12-11, Close, 23.96 macd_pivot 0.00 close_pivot 0.00 macd 0.62
2019-12-12, Close, 22.99 macd_pivot 0.00 close_pivot 0.00 macd 0.57
2019-12-13, Close, 22.58 macd_pivot 0.00 close_pivot 21.17 macd 0.47
2019-12-16, Close, 23.12 macd_pivot 0.00 close_pivot 0.00 macd 0.45
2019-12-17, Close, 23.65 macd_pivot 0.00 close_pivot 0.00 macd 0.51
2019-12-18, Close, 24.16 macd_pivot 0.00 close_pivot 0.00 macd 0.31
2019-12-19, Close, 24.00 macd_pivot 0.00 close_pivot 0.00 macd 0.34
2019-12-20, Close, 24.32 macd_pivot 0.00 close_pivot 0.00 macd 0.50
2019-12-23, Close, 23.02 macd_pivot 0.00 close_pivot 0.00 macd 0.41
2019-12-24, Close, 23.51 macd_pivot 0.00 close_pivot 0.00 macd 0.27
2019-12-25, Close, 23.65 macd_pivot 0.00 close_pivot 0.00 macd 0.20
2019-12-26, Close, 23.81 macd_pivot 0.00 close_pivot 0.00 macd 0.08
2019-12-27, Close, 23.44 macd_pivot 0.00 close_pivot 0.00 macd -0.18
2019-12-30, Close, 23.16 macd_pivot 0.00 close_pivot 0.00 macd -0.16
2019-12-31, Close, 23.12 macd_pivot 0.00 close_pivot 0.00 macd -0.18
2020-01-02, Close, 23.77 macd_pivot 0.00 close_pivot 0.00 macd -0.12
2020-01-03, Close, 24.31 macd_pivot 0.00 close_pivot 0.00 macd -0.05
2020-01-06, Close, 24.40 macd_pivot 0.00 close_pivot 0.00 macd 0.13
2020-01-07, Close, 24.73 macd_pivot 0.00 close_pivot 0.00 macd 0.28
2020-01-08, Close, 23.73 macd_pivot 0.00 close_pivot 0.00 macd 0.38
2020-01-09, Close, 24.57 macd_pivot 0.00 close_pivot 0.00 macd 0.44
2020-01-10, Close, 24.50 macd_pivot 0.00 close_pivot 0.00 macd 0.41
2020-01-22, Close, 25.49 macd_pivot 0.00 close_pivot 0.00 macd 0.43
2020-01-23, Close, 23.31 macd_pivot 0.00 close_pivot 0.00 macd 0.13
2020-02-03, Close, 20.97 macd_pivot 0.00 close_pivot 0.00 macd -0.21
2020-02-04, Close, 19.48 macd_pivot 0.00 close_pivot 0.00 macd -0.80
2020-02-05, Close, 21.02 macd_pivot 0.00 close_pivot 0.00 macd -1.17
2020-02-06, Close, 21.04 macd_pivot 0.00 close_pivot 0.00 macd -1.72
2020-02-07, Close, 21.06 macd_pivot 0.00 close_pivot 0.00 macd -1.80
2020-02-10, Close, 21.31 macd_pivot 0.00 close_pivot 0.00 macd -1.49
2020-02-11, Close, 22.10 macd_pivot 0.00 close_pivot 0.00 macd -0.72
2020-02-12, Close, 22.12 macd_pivot 0.00 close_pivot 0.00 macd -0.26
2020-02-13, Close, 21.64 macd_pivot 0.00 close_pivot 0.00 macd 0.24
2020-02-14, Close, 21.65 macd_pivot 0.00 close_pivot 0.00 macd 0.53
2020-02-17, Close, 22.55 macd_pivot 0.00 close_pivot 0.00 macd 0.62
2020-02-18, Close, 23.91 macd_pivot 0.00 close_pivot 19.48 macd 0.53
2020-02-19, Close, 24.08 macd_pivot 0.00 close_pivot 0.00 macd 0.62
2020-02-20, Close, 24.30 macd_pivot 0.00 close_pivot 0.00 macd 0.83
2020-02-21, Close, 24.94 macd_pivot 0.00 close_pivot 0.00 macd 1.10
2020-02-24, Close, 26.52 macd_pivot 0.00 close_pivot 0.00 macd 1.37
2020-02-25, Close, 26.18 macd_pivot 0.00 close_pivot 0.00 macd 1.42
2020-02-26, Close, 24.36 macd_pivot 0.00 close_pivot 0.00 macd 1.25
2020-02-27, Close, 24.41 macd_pivot 0.00 close_pivot 0.00 macd 0.99
2020-02-28, Close, 22.46 macd_pivot 0.00 close_pivot 0.00 macd 0.41
2020-03-02, Close, 23.87 macd_pivot 0.00 close_pivot 0.00 macd -0.25
2020-03-03, Close, 24.01 macd_pivot 0.00 close_pivot 0.00 macd -0.69
2020-03-04, Close, 24.32 macd_pivot 0.00 close_pivot 0.00 macd -0.72
2020-03-05, Close, 24.69 macd_pivot 0.00 close_pivot 0.00 macd -0.71
2020-03-06, Close, 24.20 macd_pivot 0.00 close_pivot 0.00 macd -0.28
2020-03-09, Close, 24.25 macd_pivot 0.00 close_pivot 0.00 macd 0.02
2020-03-10, Close, 25.81 macd_pivot 0.00 close_pivot 0.00 macd 0.42
2020-03-11, Close, 24.64 macd_pivot 0.00 close_pivot 0.00 macd 0.45
2020-03-12, Close, 24.02 macd_pivot 0.00 close_pivot 0.00 macd 0.36
2020-03-13, Close, 23.50 macd_pivot 0.00 close_pivot 0.00 macd 0.11
2020-03-16, Close, 21.87 macd_pivot 0.00 close_pivot 0.00 macd -0.16
2020-03-17, Close, 21.74 macd_pivot 0.00 close_pivot 0.00 macd -0.75
2020-03-18, Close, 20.91 macd_pivot 0.00 close_pivot 0.00 macd -1.16
2020-03-19, Close, 21.40 macd_pivot 0.00 close_pivot 0.00 macd -1.35
2020-03-20, Close, 21.81 macd_pivot 0.00 close_pivot 0.00 macd -1.45
2020-03-23, Close, 21.03 macd_pivot 0.00 close_pivot 0.00 macd -1.29
2020-03-24, Close, 21.75 macd_pivot 0.00 close_pivot 0.00 macd -0.89
2020-03-25, Close, 21.91 macd_pivot 0.00 close_pivot 0.00 macd -0.41
2020-03-26, Close, 21.32 macd_pivot 0.00 close_pivot 0.00 macd -0.16
2020-03-27, Close, 21.10 macd_pivot 0.00 close_pivot 0.00 macd -0.06
2020-03-30, Close, 19.98 macd_pivot 0.00 close_pivot 0.00 macd -0.08
2020-03-31, Close, 19.63 macd_pivot 0.00 close_pivot 0.00 macd -0.30
2020-04-01, Close, 19.29 macd_pivot 0.00 close_pivot 0.00 macd -0.66
2020-04-02, Close, 19.81 macd_pivot 0.00 close_pivot 0.00 macd -0.80
2020-04-03, Close, 19.56 macd_pivot 0.00 close_pivot 0.00 macd -0.88
2020-04-07, Close, 20.02 macd_pivot 0.00 close_pivot 0.00 macd -0.78
2020-04-08, Close, 20.44 macd_pivot 0.00 close_pivot 0.00 macd -0.48
2020-04-09, Close, 20.55 macd_pivot 0.00 close_pivot 0.00 macd -0.09
2020-04-10, Close, 19.86 macd_pivot 0.00 close_pivot 0.00 macd 0.06
2020-04-13, Close, 19.46 macd_pivot 0.00 close_pivot 0.00 macd 0.21
2020-04-14, Close, 19.90 macd_pivot 0.00 close_pivot 0.00 macd 0.19
2020-04-15, Close, 19.74 macd_pivot 0.00 close_pivot 0.00 macd 0.04
2020-04-16, Close, 19.64 macd_pivot 0.00 close_pivot 19.29 macd -0.18
2020-04-17, Close, 19.60 macd_pivot 0.00 close_pivot 0.00 macd -0.21
2020-04-20, Close, 19.82 macd_pivot 0.00 close_pivot 0.00 macd -0.16
2020-04-21, Close, 19.74 macd_pivot 0.00 close_pivot 0.00 macd -0.17
2020-04-22, Close, 19.72 macd_pivot 0.00 close_pivot 0.00 macd -0.10
2020-04-23, Close, 19.42 macd_pivot 0.00 close_pivot 0.00 macd -0.03
2020-04-24, Close, 18.94 macd_pivot 0.00 close_pivot 0.00 macd -0.07
2020-04-27, Close, 18.36 macd_pivot 0.00 close_pivot 0.00 macd -0.25
2020-04-28, Close, 16.87 macd_pivot 0.00 close_pivot 0.00 macd -0.52
2020-04-29, Close, 16.37 macd_pivot 0.00 close_pivot 0.00 macd -0.86
2020-04-30, Close, 17.22 macd_pivot 0.00 close_pivot 0.00 macd -1.05
2020-05-06, Close, 18.12 macd_pivot 0.00 close_pivot 0.00 macd -1.07
2020-05-07, Close, 18.29 macd_pivot 0.00 close_pivot 0.00 macd -0.93
2020-05-08, Close, 18.50 macd_pivot 0.00 close_pivot 0.00 macd -0.48
2020-05-11, Close, 18.62 macd_pivot 0.00 close_pivot 0.00 macd 0.08
2020-05-12, Close, 18.66 macd_pivot 0.00 close_pivot 0.00 macd 0.44
2020-05-13, Close, 18.49 macd_pivot 0.00 close_pivot 0.00 macd 0.56
2020-05-14, Close, 19.34 macd_pivot 0.00 close_pivot 0.00 macd 0.67
2020-05-15, Close, 19.19 macd_pivot 0.00 close_pivot 0.00 macd 0.58why self.close_pivot work properly, but not self.macd_pivot, self.macd is calculated correctly