Hello,

I am facing the next issue.
This is my code:

class ShortSuperTrend(bt.Indicator):
    lines = ('ShortSuperTrendUp',)

    params = (('atr_period', 14), ('Multiplier', 0.6), )

    def __init__(self):
      self.atr = bt.talib.ATR(self.datas[0].high, self.datas[0].low, self.datas[0].close, timeperiod=self.params.atr_period)
      self.up = self.datas[0].low - (self.params.Multiplier * self.atr)
      self.up1 = self.up(-1)
      #self.lines.ShortSuperTrendUp = self.up1
         
    def next(self):
      self.up = bt.If(self.datas[0].close[-1] > self.up, bt.Max(self.up, self.up1), self.up[0])

When using indexing with () in the __init__() I am getting the next error:

TypeError: 'list' object is not callable

The assignment in the next() function produce the next error:

IndexError: array index out of range

My wish is to update self.up with the expression's results for each candle.

Re: Optstrategy

HI,

When trying to use the optstrategy method, it never finish... run forever. No error is observed.
My code:

from datetime import datetime
import backtrader as bt
import matplotlib.pyplot as plt
%matplotlib inline

class SmaCross(bt.Strategy):
    
    params = (('fast', 10),
              ('slow', 30)
             )
    
    def __init__(self):
        self.sma_fast = bt.ind.SMA(period = self.params.fast)
        self.sma_slow = bt.ind.SMA(period = self.params.slow)
        self.crossover = bt.ind.CrossOver(self.sma_fast, self.sma_slow)


    def start(self): #runs after the init in the beginning
        pass
        
    def next(self): #runs in each iteration
        if self.position.size == 0:
            if self.sma_fast > self.sma_slow:
                self.buy()
        elif self.position.size != 0:
            if self.sma_fast < self.sma_slow:
                self.sell()
    
    def stop(self): #runs at the end
        pass

contract_history = pd.read_csv('APPL-hourly.csv')
contract_history['dt'] = pd.to_datetime(contract_history['date'])
contract_history = contract_history.set_index('dt')
data_pd = bt.feeds.PandasData(dataname = contract_history, fromdate = datetime(2020, 11, 11),
                                todate = datetime(2020,12,1))

        
cerebro = bt.Cerebro()
cerebro.adddata(data_pd)
cerebro.addsizer(bt.sizers.PercentSizer, percents = 90)

cerebro.optstrategy(SmaCross, fast = (5, 10), slow = (20, 25))
cerebro.run()

Does someone maybe know how to resolve this issue?

Thanks,
Amit