I'm trying to implement indicators for multiple futures assets, but when I run the backtest to verify the values of the indicators, they're very much incorrect. Max and Min for a given period are way too close together, or read 0.0.
Maybe its reading the max and min of a single bar? I'm really lost here and I feel like I'm missing something important. Any help would be greatly appreciated!
Fred Painchaud
Hi Sean,
I did not look at everything in your algo. I looked at your mins and maxes since you state that as a problem.
The problem is that you register them twice each without noticing it:
When you use self.MIN and self.MAX, which are the helper methods, the min and max indicators are already registered and receive bars. When you then call self.RegisterIndicator on each of them, you re-register them, with what seems to be a different resolution.
You will need to choose one. You use self.MIN and self.MAX and then remove self.RegisterIndicator or you use Minimum() and Maximum() and then you register them (manual indicator registrations).
Fred
Sean Tiffen
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