How to pick specific values from dataframe for trade entry validation?

[CadeHalcyon]

Hi there, I always caveat my requests with the statement "I am new to coding", which is true! Grateful for any help here, and please respond with as if talking to a layman / newbie to coding! Thanks.

• My dataframe includes 1 mins candles data - 1,440 rows per 24hr period, which is 1 crypto session.
• I have included a custom indicator as a column my dataframe which is static for each 24hr period, and updates on the 1st min of the new 24hr period.
• My strategy is a daily open strategy, so only aims to trade during the 1st minute of the new 24hr session just as the new indicator value refreshes.
• I simply want to create a rule whereby if my custom indicator value increases or decreases by less than 5% from one day to the next - do something (in this case enter a trade)
• I am OK referencing the current indicator value using [-1], but struggling to reference previous Indicator values, all details per the below:

#note: dataframe includes 1 mins candle data - 1,440 rows per 24hr session/period

`class Indicator_Strategy(Strategy):
#define a few variables for trade entries and/or bt.optimize
_hour = 1 #first hour of 24hr trading session to support trading session open (per def next(self):)
_minute = 1 #first min of 24hr trading session to support trading session open (per def next(self):)
_Indicator_up_change = 1.05 #used to reference a 5% increase in the Indicator value from one session to next
_Indicator_down_change = 0.95 #used to reference a 5% decrease in Indicator value from one session to next

def init(self):
    #self composed indicator added as column "Indicator" to dataframe.  Value is fixed for each 24hr session.
    #a new indicator value appears in the dataframe at the start of each new 24hr sessio
    self.Indicator = self.I(lambda Indicator: Indicator, self.data.Indicator, plot=True, overlay=True)
    
    #add some functionality to specify time entry or exit points for trades
    self.day = self.I(lambda day: day, self.data.Close.s.index.day)
    self.hour = self.I(lambda hour: hour, self.data.Close.s.index.hour)
    self.minute = self.I(lambda minute: minute, self.data.Close.s.index.minute)

def next(self):
    Indicator = self.Indicator
    #want to enter trade only at session open (which is midnight UTC)
    if not self.position and self.hour ==self._hour and self.minute==self._minute: #confirm it is first hour/min of session
        # only want to enter if new indicator value is +/- 5% of previous indicator value from previous day
        if Indicator[-1] > "indicator value from previous session/24hrs"*self._Indicator_down_change \
        and Indicator[-1] < "indicator value from previous session/24hrs"*self._Indicator_up_change:
            self.buy(......)
    "I am pretty new to coding, how to I quote the indicator value from the previous 24hrs - as I am using\
    Indicator[-1] in the first minute of the new session, previous value is literally 1 or 2 rows back,\
    but Indicator[-3] doesn't work, presumably because I have the the if statement citing first minute and\
    hour of the day...?"`

[CadeHalcyon]

I figured out how to do this another way by adding a "pct change" indicator using pandas:

`def indicator(data):
    return data.Indicator.s.pct_change(periods=1440) * 100

class Indicator_Strategy(Strategy):
    _hour = 1                #first hour of 24hr trading session to support trading session open (per def next(self):)
    _minute = 1                #first min of 24hr trading session to support trading session open (per def next(self):)

    _Indicator_up_change = 5    #used to reference a 5% increase in the Indicator value from one session to next
    _Indicator_down_change = -5    #used to reference a 5% decrease in Indicator value from one session to next

    def init(self):
            self.pct_change = self.I(indicator, self.data) 
            self.Indicator = self.I(lambda Indicator: Indicator, self.data.Indicator, plot=True, overlay=True)
            self.hour = self.I(lambda hour: hour, self.data.Close.s.index.hour)
            self.minute = self.I(lambda minute: minute, self.data.Close.s.index.minute)
   
    def next(self):
            change = self.pct_change[-1]
            Indicator = self.Indicator
            
            if not self.position:    
                if self.hour ==self._hour and self.minute==self._minute:
                    if change <= self.Indicator_change_up and change >= self.Indicator_change_down:`