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
  235
  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  It seems the link in the original topic is no longer valid.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

  869
  Topics
  4132
  Posts

  D

  @li-mike I don't think BT supports "boxed" positions (simultaneous long and short in the same security) but I would think you could fake it by adding the same feed for the security twice and just treating one of them as the long and the other as the short.

• Indicators/Strategies/Analyzers
  610
  Topics
  2851
  Posts

  A

  Data feed was changed, so the code is not a quickstart code anymore. I bet data feed is incorrectly imported. Hard to say since the script is shown badly. Pay attention to the top of the page where the requirement to how the code should be posted are written.

• General Code/Help
  2074
  Topics
  9385
  Posts

  A

  @new_trader based on the printed time stamps, it seems that your data feed is passed to bt as a daily data feed. Import it as minute data feed with the appropriate timeframe and compression parameters, should fix the issue. At least this one.

• 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)