Indicator as a param for another indicator is NaN

LeggoMaEggo

class UpperLines(bt.Indicator):
    lines = ('upperlines',)
    params = dict(atr_factor=1.5)
    res_smooth = 14
    res_period = 10
    
    def __init__(self):
        hsma = bt.talib.SMA(self.data.high, timeperiod=self.res_smooth)
        res = bt.talib.MAX(hsma, timeperiod=self.res_period)
        atr = bt.talib.ATR(self.data.high, self.data.low, self.data.close) * self.params.atr_factor
        self.lines.upperlines = res
        # TODO: figure out why this line doesn't like 'res'
        # self.lines.upperlines = res + self.atr

With my current understanding, an indicator is a "line" which then can be played with. So I then would pass hsma into a MAX function. So my question is: how can I get the values from bt.talib.SMA to pass into the MAX function, which I believe is responsible for the NaN result of res?

run-out

@leggomaeggo FYI I ran your code and it's working fine. You should check your talib installation. https://www.backtrader.com/docu/talib/talib/

LeggoMaEggo

@run-out That is very odd. Talib works since bt.talib.SMA is able to return values that isn't NaN and is set and plotted correctly if I just do `self.lines.upperlines = hsma. Perhaps calling the indicator class is wrong?

class BaseStrategy(bt.Strategy):
    def __init__(self):
        super().__init__()
        self.ures = UpperLines()

class LinesStrategy(BaseStrategy):
    params = (
        ('maperiod', 15),
    )
    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        super().__init__()
        self.dataclose = self.datas[0].close

    def next(self):
        super().next()
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])
        print(self.ures[0])

LeggoMaEggo

@run-out Still having a bit of trouble figuring this out. Still NaN for res. Maybe the Strategy implementation/inheritance is wrong as seen above?

run-out

@leggomaeggo
If your code was running fine on my machine, then the code is good. You have a data or setup with talib problem. Try running the same code I did on a different dataset, something quit different.

LeggoMaEggo

@run-out Ah, yup. It's a data-feed problem. Using a different data-feed, everything works as expected. Will look into as to why the data-feed isn't working as expected. Thank you!