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Chandelier Exit



  • Another indicator, Chandelier Exit

    import backtrader as bt
    
    
    class ChandelierExit(bt.Indicator):
    
        ''' https://corporatefinanceinstitute.com/resources/knowledge/trading-investing/chandelier-exit/ '''
    
        lines = ('long', 'short')
        params = (('period', 22), ('multip', 3),)
    
        plotinfo = dict(subplot=False)
    
        def __init__(self):
            highest = bt.ind.Highest(self.data.high, period=self.p.period)
            lowest = bt.ind.Lowest(self.data.low, period=self.p.period)
            atr = self.p.multip * bt.ind.ATR(self.data, period=self.p.period)
            self.lines.long = highest - atr
            self.lines.short = lowest + atr
    
    

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