Categories

• Announcements
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  B

  1.9.75.123:

  Adding extra day before dtcmp calc, as otherwise the extradays
  have no effect (#388) Fixing the issue with TWS API Bust events (err code 10225) (#396) Add support for ASK quotes for CASH assets (#395) plus fixes Remove duplicated note (#386) Fixing time.clock for python>=3.8 (#394) Changed file initiation for WriterFile to make it work under
  multi-process optimization (#397) plus fixes Fixed backend loading if a backend is loaded (Google Collab) and
  backend to use on MacOSX Fix: crumb in feeds.YahooFinanceData (#400) Fix color assignments, ticks line widths and some pep-8 improvements Fix timeframe/compression detection when plotting Fix default value for ticks display format on X-axis Sample with ta-lib SAR test Generic support of multiple "text/*" content types for Yahoo
• Blog

  Blog posts

  99
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  236
  Posts

  

  It seems the link in the original topic is no longer valid. Here is the updated link: https://www.backtrader.com/blog/2019-05-20-momentum-strategy/momentum-strategy/

• General Discussion

  Feedback, comments and anything in general

  838
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  4182
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  B

  fastrange = 30
  self.fastAvgSMA = EMA(abs(source - source(-1)), period=fastPeriod) * fastRange

• Indicators/Strategies/Analyzers
  687
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  3151
  Posts

  F

  Solved!

  The problem was in init(self):

  self.l.OB = OB = (self.l.d / self.l.d) * self.p.OB self.l.OS = OS = ((self.l.d / self.l.d) * 100) - self.l.OB

  Added aline of code to have an integer as a line.

• General Code/Help
  2305
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  S

  @emr Thank you very much EMR. I will try it.

• bta-lib
  10
  Topics
  46
  Posts

  S

  Found the culprit.

  When examing the ATR dataframe returned from the bta-lib ATR function it contains NaN.
  After removing the NaN values from the dataframe I got the same results.

  RSI(atr_df.dropna(), period=7)