Categories

• Announcements
  69
  Topics
  119
  Posts

  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
  Topics
  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  It seems the link in the original topic is no longer valid.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

  817
  Topics
  4120
  Posts

  

  @the-world AFAIK position is maintained by a broker per data and there is just a single broker per Cerebro engine. So in order for multiple strategies to have an independent positions, either they need to work on different datas or they need to be run using different engine instances.

• Indicators/Strategies/Analyzers
  668
  Topics
  3088
  Posts

  

  The best way to extract data from your backtest is Analyzers.

  You can use built in analyzers or as in your case, build a custom analyzer to track the data during each iteration of the back tests.

  At the end, you will usually end up with a dictionary (if you build it that way) out of which you can build your dataframe.

• General Code/Help
  2250
  Topics
  10043
  Posts

  

  When my data has 10000 points, It will be very slow when I want to view the details of the plot (zoom and drag), but it is easy to zoom and drag the plot drawn by MATLAB. Does Python have a high-performance drawing tool like matlab's plot

• 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)