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    Chandelier Exit

    Indicators/Strategies/Analyzers
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    • D
      dasch last edited by

      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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