Error: IndexError: array index out of range when refering previous bars from an indicator

spainbox

Hello

I am starting to program python with backtrader and i am writting an indicator that refers to

class ROC2(bt.Indicator):
    lines = ('roc2',)  # output line (array)
    params = (
        ('period', 10),  # distance to previous data point
        ('threshold', 1),  # factor to use for the division
    )

    def __init__(self):
        self.addminperiod(self.params.period)
        self.dataclose = self.datas[0].close
    def next(self):
        roc2 = self.data.close.get(size=1, ago=-self.p.period)[0] * (1+ (self.p.threshold/100))
        self.lines.roc2 = roc2

i tried several ways to refers to the close price but always i am getting error

This is the error:

  File "bb2.py", line 33, in next
    roc2 = self.data.close.get(size=1, ago=-self.p.period)[0] * (1+ (self.p.threshold/100))
IndexError: array index out of range

Thank you in advance

spainbox

I tried with this:

    def __init__(self):
            self.addminperiod(self.params.period)
            self.dataclose = self.datas(-self.p.threshold).close
        def next(self):
            roc2 = self.dataclose[0] * (1+ (self.p.threshold/100))
            self.lines.roc2 = roc2

But i get this other error:

  File "bb2.py", line 31, in __init__
    self.dataclose = self.datas(-self.p.threshold).close
TypeError: 'list' object is not callable

run-out

I'm not 100% sure your objective, but I can discuss some of your errors.

You are mixing your styles a bit, which may be causing confusion.

self.dataclose = self.datas[0].close
self.data.close.get
self.dataclose[0]

I emphasize this is my preference, and others will happily use shortcuts, but for me it always makes it easier if I identify the line using:
"""
self.datas[n]
"""
self.datas is a list of the the datas. n would be the number in the list. By always using this there is absolute clarity as to which line you are using.

Let's address your first main line:

roc2 = self.data.close.get(size=1, ago=-self.p.period)[0] * (1+ (self.p.threshold/100))

.get returns a python list of the size and starting a period ago. So a couple of things, using size one will return a list of size 1 from period 10 bars ago in this case. It would be much easier to write:

self.datas[0].close[-10]

Your next main issue in your second code block is:

self.dataclose = self.datas(-self.p.threshold).close

You are actually trying to find a datas line at -10, but I'm assuming you only have one data line. So this will fail.

This line of code attempts to build the roc2 line bar by bar.
'''
self.lines.roc2 = roc2
'''
You need to identify the bar for the lines.

self.lines.roc2[0] = roc2

Hope this helps.