Testing Stochastic with SafeDiv not working

[FrankieC]

Hey there,

Can anyone test this indicator I made up to include double smoothing of stochastic but with SafeDiv on?

Apparently it doesn't work on my data as I always get and error for float division by zero.

class Stochastic_DoubleSmooth(bt.Indicator):
    '''
    Doesn't need to follow the OHLC standard naming and it includes the SafeDiv
    '''
    lines = ('k', 'd', 'OB', 'OS')
    params = (('period',14),('pd',3),('pdslow',2),('OB',71),
              ('movav',bt.indicators.SMA),('slowav',None),
              ('safediv', True), ('safezero', 0.0))

    def __init__(self):
        # Get highest from period k from 1st data
        highesthigh = bt.ind.Highest(self.data.high, period=self.p.period)
        # Get lowest from period k from 2nd data
        lowestlow = bt.ind.Lowest(self.data.low, period=self.p.period)
        #SafeDiv not working???
        knum = self.data.close - lowestlow
        kden = highesthigh - lowestlow

        if self.p.safediv:
            kraw = 100.0 * bt.DivByZero(knum, kden, zero=self.p.safezero)
        else:
            kraw = 100.0 * (knum / kden)

        # The standard k in the indicator is a smoothed versin of K
        self.l.k = k = self.p.movav(kraw, period=self.p.pd)

        # Smooth k => d
        slowav = self.p.slowav or self.p.movav  # chose slowav
        self.l.d = slowav(k, period=self.p.pdslow)
        self.l.OB = OB = (self.l.d / self.l.d) * self.p.OB
        self.l.OS = OS = ((self.l.d / self.l.d) * 100) - self.l.OB

This is the error I get.

Traceback (most recent call last):
  File "/usr/local/lib/python3.9/site-packages/IPython/core/interactiveshell.py", line 3441, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-2-9dfd15ad4cb9>", line 1, in <module>
    runfile('/Users/frankie/PycharmProjects/PycharmProjectsShared/TradingProject/StrategyScripts/CAStrategy/CA_Macd_Stoch_Backtesting.py', wdir='/Users/frankie/PycharmProjects/PycharmProjectsShared/TradingProject/StrategyScripts/CAStrategy')
  File "/Applications/PyCharm.app/Contents/plugins/python/helpers/pydev/_pydev_bundle/pydev_umd.py", line 197, in runfile
    pydev_imports.execfile(filename, global_vars, local_vars)  # execute the script
  File "/Applications/PyCharm.app/Contents/plugins/python/helpers/pydev/_pydev_imps/_pydev_execfile.py", line 18, in execfile
    exec(compile(contents+"\n", file, 'exec'), glob, loc)
  File "User/Fc/PycharmProjects/PycharmProjectsShared/TradingProject/StrategyScripts/Strategy/Macd_Stoch_Backtesting.py", line 411, in <module>
    Cerebro = cerebro.run(tradehistory=True)
  File "/usr/local/lib/python3.9/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/usr/local/lib/python3.9/site-packages/backtrader/cerebro.py", line 1293, in runstrategies
    self._runonce(runstrats)
  File "/usr/local/lib/python3.9/site-packages/backtrader/cerebro.py", line 1652, in _runonce
    strat._once()
  File "/usr/local/lib/python3.9/site-packages/backtrader/lineiterator.py", line 297, in _once
    indicator._once()
  File "/usr/local/lib/python3.9/site-packages/backtrader/lineiterator.py", line 297, in _once
    indicator._once()
  File "/usr/local/lib/python3.9/site-packages/backtrader/linebuffer.py", line 631, in _once
    self.once(self._minperiod, self.buflen())
  File "/usr/local/lib/python3.9/site-packages/backtrader/linebuffer.py", line 755, in once
    self._once_op(start, end)
  File "/usr/local/lib/python3.9/site-packages/backtrader/linebuffer.py", line 772, in _once_op
    dst[i] = op(srca[i], srcb[i])
ZeroDivisionError: float division by zero

I really can't figure it out!!

[FrankieC]

@frankiec Forgot to post Custom MACD

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt
from backtrader.indicators import EMA

class MACD(bt.Indicator):
    lines = ('macd', 'signal', 'histo', 'zero', 'delta')
    params = (('period_me1', 12), ('period_me2', 26), ('period_signal', 9))

    def __init__(self):
        me1 = EMA(self.data, period=self.p.period_me1)
        me2 = EMA(self.data, period=self.p.period_me2)
        self.l.macd = macd =  me1 - me2
        self.l.signal = signal = EMA(self.l.macd, period=self.p.period_signal)
        self.l.delta = macd - signal
        self.l.histo = self.l.macd - self.l.signal
        self.l.zero = me1 - me1

[FrankieC]

Solved!

The problem was in init(self):

        self.l.OB = OB = (self.l.d / self.l.d) * self.p.OB
        self.l.OS = OS = ((self.l.d / self.l.d) * 100) - self.l.OB

Added aline of code to have an integer as a line.