Hi Quantopian Community,
I am a student and this is one of my first experiments with signals on Quantopian. I write because I was trying to implement the WaveTrend Oscillator strategy: https://www.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/

This is my code and I'm kind of stuck at the moment because it keeps giving me error and I'm not able to run a backtest.

The main idea is to sell AAPL when the indicator is high and buy when it's low and closing all the positions 30 minutes before the market close, so I could go to bed with happy dreams.

import talib  
import numpy as np  
import scipy  
import math

def initialize(context):  
    context.stock = sid(24)  
    schedule_function(open_positions, date_rules.week_start(), time_rules.market_open())  
    schedule_function(close_positions, date_rules.week_end(), time_rules.market_close(minutes=30))  
def handle_data(context, data):  
    n1 = 10  #"Channel Length"  
    n2 = 21  #"Average Length"  
    period=12  
    if get_open_orders(): return

    close = data.history(context.stock, 'close', period + 1, '1d')  
    low = data.history(context.stock, 'low', period + 1, '1d')  
    high = data.history(context.stock, 'high', period + 1, '1d')  
    ap = (high+low+close)/3  
    esa = talib.EMA(ap, n1)  
    d = talib.EMA(abs(ap - esa), n1)  
    ci = (ap - esa) / (0.015 * d)  
    tci = talib.EMA(ci, n2)  
    wt1 = tci  
    wt2 = talib.SMA(wt1,4)  
def open_positions(context, data):  
    if data.can_trade(context.stock <= wt1):  
        order_target_percent(context.stock, 2)  
    elif data.can_trade(context.stock >= wt2):  
        order_target_percent(context.stock, -1)

def close_positions(context, data):  
        order_target_percent(context.stock, 0)  

Can anyone help me?
Thanks a lot in advance,
Mattia