Indicators/Strategies/Analyzers

• 

  Heikin Ashi Delta indicator - Work but get warnings.
  indicator heikin ashi hadelta • • Paduel Gerion

  5
  5
  Posts
  73
  Views

  B

  This is a chart in which the haDelta is applied to two data feeds

  The first is the raw version and the autoheikin is left with the default value of True The second is the data feed with a HeikinAshi filter and here the indicator is applied with autoheikin= False

  No difference is appreciated except for the 1st bar. That's because the indicator declares a minimum period of 2 (to account for the recursive definition of ha_open) where the filter simply takes the values from the data feed to create a 1st artificial bar.

• A

  Starting strategy later while using get(ago,size)
  • Andre

  5
  5
  Posts
  85
  Views

  B

  @Andre said in Starting strategy later while using get(ago,size):

  which calls Average(self.data, period=self.p.period). This seems to affect how the Strategy class operate

  No, it's not affecting how the Strategy operates. It simply informs the strategy about the minimum period contribution it has. See the following:

  Docs - Operating the Platfomr Docs - Strategy

  The Minimum Period concept is explained in both and what will be called when.

  The Average indicator is documented here:

  Docs - Indicator Reference (ordered alphabetically)

  If you want to read the code look in indicators/basicops.py

• V

  Arbitrage Strategy Test with Minute Data
  • vivalavida1982

  7
  7
  Posts
  154
  Views

  B

  A sincere recommendation again: read what you have before your eyes.

  First:

  For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

  Or else your posts are unreadable.

  Second:

  @vivalavida1982 said in Arbitrage Strategy Test with Minute Data:

  TypeError: unsupported operand type(s) for +: 'int' and 'str'

  You are obviously passing an str where an int is expected.

  Third.

  @vivalavida1982 said in Arbitrage Strategy Test with Minute Data:

  for i in self.data1['Date'] and self.data2['Date']:

  This seems to be a pandas-like syntax expectation. backtrader is not pandas. The expectation of your statement there is really a mistery here. Data feeds (like other lines objects) support integer indexing. See Docs - Platform Concepts

• 

  Hurst Exponent behavior in a Synthetic Trend Serie
  indicator hurst exponent sinthetic data • • Paduel Gerion

  7
  7
  Posts
  235
  Views

  

  These is a great solution. Thanks for taking into account my proposals and include them in this great framework.

• T

  Confused - How to close a long position vs. selling
  • Taewoo Kim

  2
  2
  Posts
  50
  Views

  B

  buy is for buying sell is for selling

  Both can obviously close an existing position if they are opposing each other. But if any of the above had intelligence to undo what the other do, how would you reverse a position?

  close is for closing a position and will take into account the existing position.

  They are documented in Docs - Strategy

  You may also close a position with order_target_xxx by setting the target to 0. See Docs - Target Orders

  And you can even close positions with sell if your position sizing is controlled with a Sizer or convert the same code to be a position reverser. See Docs - Sizers - Smart Staking

  The code will probably close positions in many cases, where there isn't simply a signal (neither buy nor sell)

• S

  Develop Heikinashi Indicators
  • santa3

  5
  5
  Posts
  113
  Views

  B

  This indicator is now in the development branch

• K

  Strategy with Signals
  • KT

  3
  3
  Posts
  88
  Views

  K

  Thanks @backtrader

• K

  Plot Indicator on Master Data
  • KT

  3
  3
  Posts
  75
  Views

  K

  Thanks @backtrader

• T

  Bid / Ask in live trading
  • Taewoo Kim

  4
  4
  Posts
  134
  Views

  B

  @Taewoo-Kim said in Bid / Ask in live trading:

  Is there way to reference both bid AND ask as separate lines? I.e. is there a way I can reference soemthing like
  doSomething(self.datas[0].ask[0])

  and
  doSomething(self.datas[0].bid[0])

  No.

  @Taewoo-Kim said in Bid / Ask in live trading:

  Given the constraints of the BT framework

  It's not a constraint. The design and functionality of the platform don't fit your expectations, which is entirely different.

  @Taewoo-Kim said in Bid / Ask in live trading:

  the only way I can think of is creating data streams
  data0 = store.getdata(dataname=conf_ini["general"]["oanda_currency"], **bid_params)
  data1 = store.getdata(dataname=conf_ini["general"]["oanda_currency"], **ask_params)

  But doesn't this require 2 streamer connections?

  Yes.

• K

  Buying and Selling with Signals
  • KT

  7
  7
  Posts
  244
  Views

  B

  There is no such thing as a sample implementation.

  You send an order to the market: self.buy(price=myprice, exectype=bt.Order.MyPreferredExecutionType) The order is completed and notified to notify_order(order) order.executed.price contains the actual execution price A new order is sent to act as a stop-loss order: self.sell(price=% of order.executed.price, exectype=probably Stop)
• H

  Strategy using day and minute data
  • Humbleguy

  2
  2
  Posts
  117
  Views

  B

  You want to use replay. The strategy doesn't actually run every minute but runs with every tick of the data, slowly recreating the day. The indicators attached to the replayed data are re-calculated automatically for the current day with each new tick (there is no need to recalculate the previous days)

  See: Docs - Data Replaying

  The length (len(data_in_use)) determines if the replaying has moved to a new day.

• K

  Donchian Channel
  • KT

  12
  12
  Posts
  347
  Views

  K

  @backtrader Sorry for the misunderstanding. I got it alr. Thankss for the help :)

• M

  ATR and ADX indicators
  • mahbubk9

  9
  9
  Posts
  256
  Views

  B

  That's all in the link above: Docs - Platform Concepts

  There is a section about indexing and how 0 is the current point in time. Last is the last produced value before the current point in time and addressable with -1

• H

  Futures handling with strategy
  • Humbleguy

  9
  9
  Posts
  286
  Views

  B

  @ab_trader In theory yes, because there was a use case with spreads (which oscillate around 0). The problem there was that some of Python tests for existence would fail because the price was zero. It was dealt with a long time ago.

• R

  Simple channel indicator
  • rorymack

  8
  8
  Posts
  269
  Views

  

  @Maxim-Korobov

  Main package already has Highest and Lowest indicators.
  docs - indicators ref

• T

  Indicator behavior adddata vs resample
  • ThatBlokeDave

  4
  4
  Posts
  122
  Views

  T

  @backtrader

  Thanks, I will take a look.

• T

  "Summary" analyzer of all trades in chronological order?
  • Taewoo Kim

  2
  2
  Posts
  100
  Views

  B

  No. There isn't.

• W

  Change name of a line in indicator
  • winefx

  5
  5
  Posts
  159
  Views

  B

  The alternative as suggested by @ab_trader is to subclass the indicator and then do what you did with the dictionary assignment in the class declaration.

  It is obviously a more permanent solution.

• T

  Indicators - different subplot values for different lines
  • ThatBlokeDave

  7
  7
  Posts
  212
  Views

  T

  @backtrader

  Ok noted, thanks.

• T

  What is the purpose of stopargs in bracket_order?
  • Taewoo Kim

  3
  3
  Posts
  137
  Views

  T

  Thank you