@backtrader I'll forgive you your bluntness. I know C#, javascript and ruby, just python is new for me. And I did indeed simplify the code before posting but apparently left some in.

I've been following the blog post on creating a screener on the basis of an Analyzer. Background being that i want to screen the S&P500 stocks at end of day to scan if a stock shows the signals I'm looking for.
I've been trying several ways, but my python skills are not sufficient I think. Below my try, I would appreciate if somebody could point me in the right direction.

class Screener(bt.Analyzer):
    params = dict(period=10)

    def start(self):
        self.smas = [bt.indicators.SMA(self.datas, period=self.p.period) for data in self.datas]
        self.trend_ema = [bt.indicators.ExponentialMovingAverage(data, period=200) for data in self.datas]
        self.adx = [bt.indicators.ADX(data, period=10) for data in self.datas]

        self.result = zip(self.datas, self.smas, self.crsi, self.trend_ema, self.adx)

    def stop(self):
        self.rets['over'] = list()
        self.rets['under'] = list()

        for value, sma, trend_ema, adx in self.result
            node = data._name, data.close[0], crsi[0]
            if value > trend_ema and adx >= 30
                self.rets['over'].append(node)

@backtrader Not developed by myself but a valuable indicator. Credits go to backtest rookies

class OnBalanceVolume(bt.Indicator):
    alias = 'OBV'
    lines = ('obv')
    params = (
      ('length', 12),
    )

    plotlines = dict(
        obv=dict(
            _name='OBV',
            color='purple',
            alpha=0.50
        )
    )

    def __init__(self):

        # Plot a horizontal Line
        self.plotinfo.plotyhlines = [0]

    def next(self):

        # Aliases to avoid long lines
        c = self.data.close
        v = self.data.volume
        obv = self.lines.obv

        if c[0] > c[-1]:
            obv[0] = obv[-1] + v[0]
        elif c[0] < c[-1]:
            obv[0] = obv[-1] - v[0]
        else:
            obv[0] = obv[-1]

Brilliant @backtrader ! I'll make sure to add indicators once I get the hang of creating them!

@ab_trader thanks for looking into this. I changed the code as below (calculating the RSI myself in the init(), but still getting the rsi over the streak back as a nan. Is this not what you meant?

class ConnorsRSI(bt.Indicator):
    lines = ('crsi','rsi','streak', 'streak_rsi','prank')
    params = (
        ('rsi_length', 3),
        ('streak_length', 2),
        ('loopback_length', 100),
    )

    plotlines = dict(
        obv=dict(
            _name='crsi',
            color='purple',
            alpha=0.50
        )
    )

    def updown(self):
        upday=False
        downday=False

        if self.data[0] > self.data[-1]:
            upday = True
        else:
            upday = False

        if self.data[0] < self.data[-1]:
            downday = True
        else:
            downday = False

        if upday and self.lines.streak[-1] >= 0:
            self.lines.streak[0] = self.lines.streak[-1] + 1
        elif upday and self.lines.streak[-1] <= 0:
            self.lines.streak[0] = 1
        elif downday and self.lines.streak[-1] <= 0:
            self.lines.streak[0] = self.lines.streak[-1] - 1
        elif downday and self.lines.streak[-1] >= 0:
            self.lines.streak[0] = -1
        elif self.data[0] == self.data[-1]:
            self.lines.streak[0] = 0
        else:
            self.lines.streak[0] = 0

    def __init__(self):

        # Plot a horizontal Line
        self.plotinfo.plotyhlines = [0]

        self.lines.rsi = bt.indicators.RSI(self.data, period=self.params.rsi_length)
        self.lines.prank = bt.indicators.PercentRank(self.data, period=self.params.loopback_length)

        # calculate rsi over streak
        upday = bt.indicators.UpDay(self.lines.streak, period=self.params.streak_length)
        downday = bt.indicators.DownDay(self.lines.streak, period=self.params.streak_length)
        maup = bt.indicators.MovAv.Smoothed(upday, period=self.params.streak_length)
        madown = bt.indicators.MovAv.Smoothed(downday, period=self.params.streak_length)
        rs = maup / madown
        self.lines.streak_rsi = 100.0 - 100.0 / (1.0 + rs)


    def next(self):
        self.updown()

    def nextstart(self):
        self.lines.streak[0] = 0

Thanks for your support!

Hi,

I'm new to backorder and new to python, so please bare with me.
I'm trying to implement an indicator for the ConnorsRSI. At a certain point in the algorithm I need to take the RSI of a line that I create, and it gives me back nan instead of an rsi value. I have no clue where I go wrong, and hope that somebody can point me in the right direction.
Please feel free to give other hints and tips if I make obvious coding mistakes.
The code for the indicator itself is:

class ConnorsRSI(bt.Indicator):
    lines = ('crsi','rsi','streak','streak_rsi', 'prank')
    params = (
        ('rsi_length', 3),
        ('streak_length', 2),
        ('loopback_length', 100),
    )

    plotlines = dict(
        obv=dict(
            _name='crsi',
            color='purple',
            alpha=0.50
        )
    )

    def updown(self):
        upday=False
        downday=False

        if self.data[0] > self.data[-1]:
            upday = True
        else:
            upday = False

        if self.data[0] < self.data[-1]:
            downday = True
        else:
            downday = False

        if upday and self.lines.streak[-1] >= 0:
            self.lines.streak[0] = self.lines.streak[-1] + 1
        elif upday and self.lines.streak[-1] <= 0:
            self.lines.streak[0] = 1
        elif downday and self.lines.streak[-1] <= 0:
            self.lines.streak[0] = self.lines.streak[-1] - 1
        elif downday and self.lines.streak[-1] >= 0:
            self.lines.streak[0] = -1
        elif self.data[0] == self.data[-1]:
            self.lines.streak[0] = 0
        else:
            self.lines.streak[0] = 0

    def __init__(self):

        # Plot a horizontal Line
        self.plotinfo.plotyhlines = [0]

        self.lines.rsi = bt.indicators.RSI(self.data, period=self.params.rsi_length)
        self.lines.prank = bt.indicators.PercentRank(self.data, period=self.params.loopback_length)

    def next(self):
        self.updown()
        self.lines.streak_rsi = bt.indicators.RSI(self.lines.streak, period=self.params.streak_length)


    def nextstart(self):
        self.lines.streak[0] = 0

The issue is in the 'next', where I calculate (or want to calculate) the RSI value over the streaks. The output I get is:

2016-05-25: Prev: 48.76: Close: 49.26, rsi: 79.21353438233095 Streak: 0.0 Streak_rsi: nan PercentRank: 59
2016-05-26: Prev: 49.26: Close: 49.04, rsi: 68.50800494096566 Streak: -1.0 Streak_rsi: nan PercentRank: 56
2016-05-27: Prev: 49.04: Close: 49.45, rsi: 77.14326450516853 Streak: 1.0 Streak_rsi: nan PercentRank: 64
2016-05-31: Prev: 49.45: Close: 50.09, rsi: 86.08028735088246 Streak: 2.0 Streak_rsi: nan PercentRank: 70
2016-06-01: Prev: 50.09: Close: 49.95, rsi: 76.29219423676898 Streak: -1.0 Streak_rsi: nan PercentRank: 69
2016-06-02: Prev: 49.95: Close: 49.6, rsi: 53.48552312948757 Streak: -2.0 Streak_rsi: nan PercentRank: 65
2016-06-03: Prev: 49.6: Close: 48.95, rsi: 29.183093574328538 Streak: -3.0 Streak_rsi: nan PercentRank: 52
2016-06-06: Prev: 48.95: Close: 49.27, rsi: 46.97498518905785 Streak: 1.0 Streak_rsi: nan PercentRank: 57
2016-06-07: Prev: 49.27: Close: 49.24, rsi: 45.37197817316539 Streak: -1.0 Streak_rsi: nan PercentRank: 56
2016-06-08: Prev: 49.24: Close: 49.18, rsi: 41.15842240824419 Streak: -2.0 Streak_rsi: nan PercentRank: 55

Thanks!