Indicators/Strategies/Analyzers

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  Separate datas for indicator/strategy
  • aero108  

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  @aero108 said in Separate datas for indicator/strategy: Any ideas? the most evident idea is to read the docs to avoid breaking head.
• E

  ThinkorSwim Imp_Vol Function
  • EM  

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  Here's the code I previously posted to do exactly that: https://community.backtrader.com/topic/785/calculate-an-option-s-implied-volatility-using-gbs-bjerksund-stensland-2002
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  It's here - a beta you can use RIGHT NOW - Essential trade statistics - all in one place
  • Richard O'Regan  

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  Very nice!
• 

  Short Interest Ratio
  • Wayne Filkins 0  

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• B

  Binary indicator on master
  • bjjbb  

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• J

  LinePlotterIndicator: plot y-axis in log scale
  indicator • • jf  

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  Based on one old comment from the 'bt' author (search forum for 'lineplotterindicator') 'lineplotterindicator' was made to quickly show a line. So you may need to make an indicator from 'self.inds['signal1']' to be able to customize it's plotting.
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  Issue with PercentSizer 2020-11-11, Order Canceled/Margin/Rejected
  • Sourav Basu Roy  

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  Yes I have just explained why that happens.. Use cheat-on-close..
• J

  Indicator for Log Returns of data feeds
  indicator • • jf  

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  @run-out Amazing, thanks a lot! Your help in this regard is highly appreciated!
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  Commission schemes with funding fees for crypto futures
  • toinou222  

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  Nobody's trying to do the same? No one's backtesting on crypto futures? Would really appreciate some help here Thanks
• 

  Indicator on Indicator (EMA smoothing on RSI)
  • Jeffrey C F Wong  

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  @rajanprabu thank you so much, that makes sense and it's working great!
• 

  How to calculate indicator line using prior period values?
  • Eddy Bennett  

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  @vladisld said in How to calculate indicator line using prior period values?: Market Direction Indicator MDI = 100 * (self.CP2[-2] - self.CP2[-1]) / ((self.data.close[-1] + self.data.close[-1]) / 2) # Create lines self.l.CP2[0] = self.CP2[-1] self.l.MDI[0] = MDI print("CP2: ", self.CP2[-1], " MDI: ", MDI) Amazing, thanks @vladisld!
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  Strategy or Analyzer init - Avoid re-execution if used again
  • Xavier Escudero  

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• 

  How to backtest a basket of stocks?
  • Shravan Venkataraman  

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  Hi @Shravan-Venkataraman You can load the data using a loop and enumerate data in strategy. Some of the posts that could help you https://community.backtrader.com/topic/1802/problem-with-multiple-stocks https://www.backtrader.com/blog/posts/2017-04-09-multi-example/multi-example/ But not sure of memory limitations.. @vladisld has a post to save some memory https://community.backtrader.com/topic/2707/out-of-memory-error-when-running-optstrategy/6
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  Renko Indicator to address existing issues
  • Bo Vargas  

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  Let us know if you achieve some progress with Renko.
• 

  Backtesting Options based on Futures
  data futures options • • Shravan Venkataraman  

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  Yes, that's what I have done for now. Thank you for the prompt response!
• 

  I'm interested in this strategy, but there seems to be a problem.
  • kemoduodejuxi  

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  Thank you,I found the bug.
• J

  How to use a dataframe with weights to open/close positions?
  • JFilho  

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  Here are examples of custom loaders for Pandas: https://community.backtrader.com/topic/2971/multiple-assets-with-custom-pandas-dataframe/2 https://community.backtrader.com/topic/2428/create-indicator-line-from-dataframe-not-from-data-in-cerebros/5
• N

  Add Supertrend Indicator to Backtrader
  • nicostro  

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  @mudassar031 Hello, Thanks for your indicator! How do you use it in order to compute a backtest? Do you use it with cerebro.addstrategy or cerebro.add_signal? I tried both but can't manage to make it work... Thanks for your help!
• 

  help on a customized strategy
  • Zhangjt9317  

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• R

  Indicators logarithmic y-scale
  • RandomTrader88  

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  @RandomTrader88 https://community.backtrader.com/topic/872/plot-with-logarithmic-y-axis/3