Momentum indicator, arrays and linregress

[wykazox]

Dear all,

Still trying to recreate the momentum indicator as part of the Squeeze momentum indicator of LazyBear in TradingView.

Made some huge progress, but I am getting stuck with the linregress function.
The formula involves calculating averages involving the highest high, lowest low and close prices over a certain period, and then calculating the linear regression, via arrays.

I think I need help with using arrays properly.

Here is the code of the indicator itself.

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
import backtrader as bt
import yfinance as yf
import numpy as np
from scipy.stats import linregress


# Create momentum indicator
class MomInd(bt.Indicator):
    lines = ('Mom',)
    plotlines = dict(Mom=dict(_method='bar', alpha=0.5, width=0.66))  # need to add colours

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

    plotinfo = dict(subplot=True)

    def _plotlabel(self):
        plabels = [self.p.period]
        return plabels

    def __init__(self):
        self.addminperiod(self.p.period)

        highest = bt.ind.Highest(self.data.high, period=self.p.period)
        lowest = bt.ind.Lowest(self.data.low, period=self.p.period)
        midline = (highest + lowest) / 2
        mavg = bt.ind.MovingAverageSimple(self.data.close, period=self.p.period)
        delta = self.data.close - ((midline + mavg) / 2)
        y = np.array(delta)
        x = np.array(self.p.period)
        slope, _, _, _, _ = linregress(x, y)
        self.lines.Mom = slope

and the error message when running the code:

ValueError: Inputs must not be empty.

Process finished with exit code 1

Thanks for your help!

[Jérémy A.]

Hi @wykazox Hi all
Did you get an answer / did you find a way to solve your issue ? Still trying to develop a custom indicator that would include linear regression
Thanks all