Customized indicator

[jeff1228]

Hi group,

I am new to coding, I am trading SPX, and want to create an indicator using VIX and VIX3M, which means the trading signal is not deprived from SPX itself, it's from VIX index. I came up with the code below, but seems not woking, can someone please take a look and shed some lights here?

def indicator():

vratio = ta.hma(dfVIX.Close/dfVIX3M.Close, 3)
return 

class SignalStrategy(Strategy):

def init(self):
    self.mysignal = self.I(indicator)

def next(self):
    if not self.position and crossover(self.mysignal,1):
    
            self.buy()
    
    elif crossover(1,self.mysignal):
            self.position.close()

Don't have a clue what's wrong!

[peacerider]

Is "ta" pandas-ta?
vratio = ta.hma(dfVIX.Close/dfVIX3M.Close, 3)

[BradKML]

Would like a follow-up to this for TA-Lib and Pandas-TA