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    How to create a `LinesOperation` instance in `Strategy.__init__`?

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    • asdasda
      asdasda last edited by

      In fact, I need to do a numpy.abs() on the result of self.datas[0].close - self.datas[0].open.

      run-out 1 Reply Last reply Reply Quote 0
      • run-out
        run-out @asdasda last edited by

        @asdasda Create an indicator line that returns the positive values.

        self.abs = bt.If(
            (self.datas[0].close - self.datas[0].open) < 0,
           -(self.datas[0].close - self.datas[0].open),
            (self.datas[0].close - self.datas[0].open),
                )
        

        RunBacktest.com

        1 Reply Last reply Reply Quote 0
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