Can someone take a look at my algorithm to see whether its accurate?
I am facing ValueError in line 84.

My algorithm logic is as follow:
1) Compute CRS lines based on yesterday's OHLC
2) You are only allow to go long if your current price is above both CRS lines and vice versa
3) Current price must be in between SMA line 7 and 18
4) To initiate long position : CCI must be less than <-100 ; For short position : CCI must be > 100
5) If all the criteria above are satisfied, work to buy at 1 tick higher of previous closing (LONG) or 1 tick lower of previous closing (SHORT)
6) Profit target : 200 ticks ; Stop Loss : 200 ticks

Any guidance would be appreciated. Thank You

import numpy as np  
import scipy as sp  
import talib  
from quantopian.algorithm import order_optimal_portfolio  
import quantopian.optimize as opt


def initialize(context):

    #obtain continous futures for CL  
    context.crude_oil = continuous_future('CL', offset=0, roll='volume', adjustment='mul')  

    context.long_order = False  
    context.short_order = False  
   # close all positions 5 minutes before market close  
    schedule_function(  
        close_all_positions,  
        date_rules.every_day(),  
        time_rules.market_close(minutes = 5),  
    )  
#this function will run every minute  
def handle_data(context, data):  
    #get previous day crude data  
    hist_price_1d = data.history(context.crude_oil, ['close','high','low'], 1, '1d')  
    # CRS line construction  
    s3_line = (hist_price_1d.high[-1] + hist_price_1d.low[-1]) / 2  
    r0_line = (hist_price_1d.high[-1] + hist_price_1d.low[-1] + hist_price_1d.close[-1]) / 3 * 2 - (s3_line/2)  
    #obtain 90 mins historical data of crude  
    min_price = data.history(context.crude_oil, ['close','high','low'], 90, '1m')  
    # 18MA on 5 mins chart = 90 x 1min data  
    long_ma = min_price.close.mean()  
    # 7MA on 5 mins chart = 35 x 1 min data  
    short_ma = min_price.close[-35:].mean()  
    # obtain the current price of crude oil  
    CL_price = data.current(context.crude_oil, 'price')  
    # obtain the active contract for order  
    CL_contract = data.current(context.crude_oil, 'contract')  
    # CCI Construction  
    period = 5  
    H = min_price.high[-5:]  
    L = min_price.low[-5:]  
    C = min_price.close[-5:]  
    cci = talib.CCI(H, L, C, period)[-1]  
    # if there is open long position  
    if context.portfolio.positions[CL_contract].amount == 1:  
        order(CL_contract, -1, style = StopOrder(min_price.close[-6] - 0.19)) #Stop Loss  
        order(CL_contract, -1, style = LimitOrder(min_price.close[-6] + 0.21)) # Profit Target  
    elif context.portfolio.positions[CL_contract].amount == -1:  
       order(CL_contract, 1, style = StopOrder(min_price.close[-6] + 0.19)) #Stop Loss  
       order(CL_contract, 1, style = StopOrder(min_price.close[-6] - 0.21)) #Profit Target  
    # If no long order & previous 5min bar closing is above CR line  
    elif not context.long_order and (min_price.close[-5] > s3_line and r0_line):  
        if (CL_price < long_ma and CL_price > short_ma) or (CL_price > long_ma and CL_price < short_ma):  
            if cci < -100:  
                order(CL_contract, 1, style = LimitOrder(C + 0.01))  
                log.info('Long in %s'% context.crude_oil.symbol)  
                context.long_order = True  
    # If no short order & previous 5min bar closing is above CR line  
    elif not context.short_order and (min_price.close[-5] < s3_line and r0_line):  
        if (CL_price < long_ma and CL_price > short_ma) or (CL_price > long_ma and CL_price < short_ma):  
            if cci > 100:  
                order(CL_contract, -1, style = LimitOrder(C - 0.01))  
                log.info('Short in %s'% context.crude_oil.symbol)  
                context.short_order = True  
    return context.portfolio.positions[CL_contract].last_sale_price        

def close_all_positions(context, data):  
    # Close all positions 5 mins before market close, if there is  
    if context.portfolio.positions[CL_contract].amount == 1:  
       order(CL_contract, -1, style = MarketOrder())  
    if context.portfolio.positions[CL_contract].amount == -1:  
       order(CL_contract, 1, style = MarketOrder())