3. Custom indicator shows NAN
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Custom indicator shows NAN


  • Hi,
    I want to create custom indicator which x2 open price. However, it show "NAN" when I run the below code. Can you help me find out what am I doing wrong ? Thank you :)

    import backtrader as bt
from datetime import datetime



class firstStrategy(bt.Strategy):
    lines = ('doubleopen',)
    def __init__(self):
        self.l.doubleopen = self.data.open * 2



    def next(self):
        print('*' * 5, 'NEXT:', bt.num2date(self.data0.datetime[0]), self.data0._name, self.data0.open[0], self.doubleopen[0],
               len(self.data0))
        print('h')

# Variable for our starting cash
startcash = 10000

# Create an instance of cerebro
cerebro = bt.Cerebro()

# Add our strategy
cerebro.addstrategy(firstStrategy)

# Get Apple data from Yahoo Finance.
data = bt.feeds.YahooFinanceData(
    dataname='AAPL',
    fromdate=datetime(2016, 1, 1),
    todate=datetime(2016, 3, 10),
    buffered=True
)

# Add the data to Cerebro
cerebro.adddata(data)

# Set our desired cash start
cerebro.broker.setcash(startcash)

# Run over everything
cerebro.run()

# Get final portfolio Value
portvalue = cerebro.broker.getvalue()
pnl = portvalue - startcash

# Print out the final result
print('Final Portfolio Value: ${}'.format(portvalue))
print('P/L: ${}'.format(pnl))

# Finally plot the end results
#cerebro.plot(style='candlestick')
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     1 Reply
  • P

    @nguyễn-tài-nguyên said in Custom indicator shows NAN:

    class firstStrategy(bt.Strategy):

    That's clearly NOT a custom indicator. Use bt.Indicator and embed the resulting indicator in a subclass of Strategy

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