Implementing my strategy

[gksbelle]

I'm looking for a way to implement my strategy.

The strategy is the following:

When the cumulative returns is above 0.05 --> buy and hold (unless stop loss kicks in)

`class Buy_when_cumret_above(Strategy):
# set_stop_loss
stop_loss = 5

def init(self):
    super().init()
    close = self.data.Close
    self.d_returns_one= (pd.Series(close).pct_change(1))
    self.c_daily_returns_one= ((1 + d_returns_one).cumprod() -1) 
    
    self.signal = np.where(self.c_daily_returns_one < 0.05, 1,0)

def next(self):
    super().next()
    close = self.data.Close
    if (self.signal == 1):
        if self.position.is_long:
            None
        else:
            self.buy(sl= close-close*self.stop_loss/100)`

I'm now getting the following error:
ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()

Is there someone who can help me with implementing my strategy?