Lowest indicator issue

balibou

I use the Lowest indicator.
I try to compare my bollinger bandwith value with the minimum one on a specific period (60).
Unfortunately the minimum one is always equal to my bollinger bandwith value calculated.

Any thoughts ?

class BaseStrategy(bt.Strategy):
    def __init__(self):
      self.bbw = bt.indicators.BollingerBandsPct()

    def next(self):
      print('--------------------')
      bbw = (self.bbw.top - self.bbw.bot) / self.bbw.mid
      minbbw = min(bbw, 60)
      print(bbw == minbbw) # alway True
      print('--------------------')

ab_trader

@balibou said in Lowest indicator issue:

I use the Lowest indicator.

No, you don't use it in the script shown.

I try to compare my bollinger bandwith value with the minimum one on a specific period (60).

In your script you compare your bbw with 60.

balibou

@ab_trader in the documentation it is explained that it calculates the lowest value for the data in a given period:

lowest = min(data, period)

To me I assumed (and was mistaken as you said):

that data is the bbw indicator
period is the last 60 candles

So if I'm right, I should:

create an array with the last 60 bbw values (bbwArray)
find the minimum in the array
compare this minmum with bbw[0]

bbw = (self.bbw.top - self.bbw.bot) / self.bbw.mid
minbbw = min(bbwArray, 60)
print(bbw == minbbw)

Right ?

balibou

ok finally I went for a good old method:

print('--------------------')
# calculating bbw
bbw = (self.bbw.top - self.bbw.bot) / self.bbw.mid
# listing last 20 bbw
result_t = [self.calculateBBW(k) for k in range(-20, 0)]
# filtering nan value in the list
minbbw = 0 if math.isnan(min(result_t)) else min(result_t)
# comparing values
print(bbw <= minbbw)
print('--------------------')

I really struggle sometimes to understand the documentation when there are no examples