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Hi,
I had an error when backtesting with the provided strategy. The error which raised when bb_width was 0.
This line of code in the strategy then caused 'V' to be populated with the value '-inf'. Which caused errors when training the model.
I replace this line of code:
dataframe['V'] = 1 / bb_width
With this:
dataframe['V'] = np.where(bb_width == 0, np.nan, 1 / bb_width)
(populated 'V' with nan when bb_width = 0)
I don't know if this is a proper solution?
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