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Help with CustomFactor indicator, please!

Hi there,

first time posting here, but the community has been very helpful so far (reading other posts).

I am trying to program a "supertrend" indicator using CustomFactor.

Firstly, I'm not even sure if this is the right (most efficient?) way to do something like this. I have used CustomFactor before, but only calling it from inside a pipeline - never from outside of a pipeline like this. Could someone elaborate on what is "best practice" for custom indicators inside and outside the pipeline?

Secondly, can somebody please help me resolve the error:
"AttributeError: 'NoneType' object has no attribute 'format'". Why am I hitting this? The code seems reasonable, all inputs in the CustomFactor are coming from pandas data frames, etc.

Any help on this would be much appreciated! I have attached a notebook showing my code.


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