Use of indicator within a new indicator

gomesneto98

I want to use Bollinger Bands as input for a new indicator, but the program apparently goes into a loop.

New indicator:

class Bbw(bt.Indicator):

   lines = ('bbwline',)
   params = (('period', 20),('devfactor',2.0),)

   def __init__(self):

       b_band = btind.BollingerBands(self.data, period=self.p.period, devfactor=self.p.devfactor)
       self.lines.bbwline = b_band.lines.top - b_band.lines.bot

Strategy:

class PST(bt.Strategy):

    params = (('period', 20),('devfactor', 2.0),)

   def __init__(self)

       self.bbwline = Bbw(self.data[0])

The error below occurs when I uncomment the code that calls the new indicator Bbw. I appreciate if anyone can find out where I'm going wrong.

/usr/local/lib/python3.6/dist-packages/backtrader/strategy.py in _periodset(self)
 171 
 172                 # See if the current clock has higher level clocks 
--> 173                 clk2 = getattr(clk, '_clock', None)
 174                 if clk2 is None:
 175                     clk2 = getattr(clk._owner, '_clock', None)

KeyboardInterrupt:

run-out

@gomesneto98 Perhaps instead of using a class file, this simple indicator could be added directly to init in the strategy file?

def __init__(self):
    self.b_band = bt.ind.BollingerBands()
    self.bbwline = self.b_band.top - self.b_band.bot

Results in:

2020-03-16 10:03:00, High: 2434.00, Low: 2425.25, BB_Top: 2567.09, BB_Bot: 2302.46, bbwline: 264.62
2020-03-16 10:04:00, High: 2428.25, Low: 2416.00, BB_Top: 2480.50, BB_Bot: 2361.80, bbwline: 118.71
2020-03-16 10:05:00, High: 2421.50, Low: 2405.00, BB_Top: 2463.22, BB_Bot: 2370.06, bbwline:  93.16
2020-03-16 10:06:00, High: 2429.50, Low: 2410.75, BB_Top: 2460.59, BB_Bot: 2378.88, bbwline:  81.71
2020-03-16 10:07:00, High: 2434.00, Low: 2423.75, BB_Top: 2457.06, BB_Bot: 2387.62, bbwline:  69.44
2020-03-16 10:08:00, High: 2433.50, Low: 2423.25, BB_Top: 2455.67, BB_Bot: 2393.33, bbwline:  62.33
2020-03-16 10:09:00, High: 2438.75, Low: 2430.00, BB_Top: 2456.09, BB_Bot: 2395.64, bbwline:  60.45
2020-03-16 10:10:00, High: 2441.50, Low: 2430.25, BB_Top: 2456.16, BB_Bot: 2399.79, bbwline:  56.37