Plot indicators dynamically computed in next()

[sidsidsidsid]

First, great product. I've been looking for something like this for a while. What are your future plans/direction with the product?

Second, my question is an extension of issue #74. I understand how to add indicators. But, is there a way that their results are added to the bt.plot()? For example below; I would like indicator1 and indicator2 plotted. Note: my indicators do not pass in any values created in the init() method.

I thought of wrapping them in the self.I(), but as stated above, they are using data created from data generated in the init(). Is there a way to get c_var and s_var plotted using bt.plot().

def myIndicator1():
   value = ...
   return value

def myIndicator2():
   value = ...
   return value

class SmaCross(Strategy):
    def init(self):
        self.sma1 = self.I(SMA, self.data.Close, self.n1)
        self.sma2 = self.I(SMA, self.data.Close, self.n2)
    
    def next(self):
        c_var = (self.sma1 * 345).std() - 5
        out = myIndicator( c_var)
        s_var = out.std()
        results = myIndicator2(s_var)

Thanks

[kernc]

I understand you'd like to define and show an indicator whose values are computed in next() instead of in init().

First of all, it's usually incomparably faster to precompute values in vector form in init().

When the computation can't be simply or clearly vectorized, you can probably do something like:

class SomeStrategy(Strategy):
    def init(self):
       # Pre-allocate and designate an indicator, fill with NaNs
       self.indicator = self.I(lambda: np.repeat(np.nan, len(self.data.Close)))

    def next(self):
       # Compute indicator value at time t
       values = myIndicator(self.data.Close, ...)
       # If myIndicator returns a vector, we are only interested in its last value
       value = values[-1]

       self.indicator[-1] = value

This is from top of the head. Let me know if it works.

[sidsidsidsid]

Thanks. I believe your answer has given me a better understanding of what you are attempting with the framework. I will try again to place the indicator in the init() and if that fails, then try your recommendation.

Thanks for the help

[kernc]

Hopefully you got it working. 🚀