Summing And Splicing Data

[dmeharchand]

Hi Community,

I'm new to programming but have a finance background.
I'm trying to sum a backward looking range (ex take the highest value from the pervious 55 days). Not sure what I am doing wrong, any help would be greatly appreciated.

Specifically:

        if self.dataclose[0] > max(self.data.get(0, -self.params.period)):
            # BUY, BUY, BUY!!! (with all possible default parameters)
            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.buy()

import pandas as pd
import math
import backtrader as bt

class MyFirstStrategy(bt.Strategy):
    params = dict(period55 = 55)
    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

        if self.dataclose[0] > max(self.data.get(0, -self.params.period)):
            # BUY, BUY, BUY!!! (with all possible default parameters)
            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.buy()

[run-out]

Best to create your highest indicator in the init.
See example here and reference here.

def __init__():
    self.highest_value = bt.ind.Highest(self.data.high, period=self.p.period)
def next():
    if self.dataclose[0] > self.highest_value[0]:
        etc...

[dmeharchand]

@run-out thank you so much. Really appreciate you helping me out.