The error you are probably seeing is this
ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
That is generated on the line
if normalized > 1:
The issue is that 'normalized' is a pandas series and not a scaler value. One can't generally check if a series is greater than a value. That's what the error is trying to convey.
The series 'normalized' contains 200 values. One for each of the 200 days of prices in 'Range'. Each value is normalized per the calculation. Probably what you are most concerned with is the last normalized value. Something like this may be what you want.
if normalized[-1] > 1:
That compares the most current normalized value to 1.
It's very helpful to attach a backtest of ones algo for others to debug. Click the 'Attach' box in the upper right corner of the edit box when writing a post.
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