Consider declaring indicators once in __init__:
self.HighestC = bt.indicators.Highest(self.data, period=9)
self.LowestC = bt.indicators.Lowest(self.data, period=9)
and then use
self.l.Stoc[0] = (self.data[0]-self.LowestC[0])/(self.HighestC[0]-self.LowestC[0])
Alternatively in __init__ only:
HighestC = bt.indicators.Highest(self.data, period=9)
LowestC = bt.indicators.Lowest(self.data, period=9)
self.l.Stoc = (self.data-LowestC)/(HighestC-LowestC)
__init__ is called only once and only declares the indicators as objects, no computation is done during __init__ but they are handled automatically.
The same applies when using operators to combine indicators, see https://www.backtrader.com/docu/concepts.html#operators-using-natural-constructs
See also https://www.backtrader.com/docu/induse.html and https://www.backtrader.com/docu/inddev.html
Hi,
It seems to be a bug.
See this Pull Request for a fix:
https://github.com/backtrader/backtrader/pull/387
@backtrader could you check please?
I see. Thanks @backtrader for the answer and for the amazing work!
I was expecting that two opposite size transactions during the same bar would be reported in the analysis (instead of nothing).
The Transactions analyzer does not allow to fully reproduce the cash, value series.
It stores only non-zeros accumulated positions at the end of each bar.
See analyzers/transactions.py lines 97-98
It can be a problem when e.g. there are two opposite transactions (size s and -s) during the same bar at two different prices.
In this case, the resulting position is null but there are commisions and PnL generated, which are not reported in the transactions analysis.
__init__ is called only once and only declares the indicators as objects, no computation is done during __init__ but they are handled automatically.
The same applies when using operators to combine indicators, see https://www.backtrader.com/docu/concepts.html#operators-using-natural-constructs
See also https://www.backtrader.com/docu/induse.html and https://www.backtrader.com/docu/inddev.html
Alternatively in __init__ only:
HighestC = bt.indicators.Highest(self.data, period=9)
LowestC = bt.indicators.Lowest(self.data, period=9)
self.l.Stoc = (self.data-LowestC)/(HighestC-LowestC)
Consider declaring indicators once in __init__:
self.HighestC = bt.indicators.Highest(self.data, period=9)
self.LowestC = bt.indicators.Lowest(self.data, period=9)
and then use
self.l.Stoc[0] = (self.data[0]-self.LowestC[0])/(self.HighestC[0]-self.LowestC[0])