@don

Hi.

Lets say you have a moving average names ma (note that this has to be defines in your init() as self.movingaverage = bt.ind.SMA(self.data, period=10) and called in your next() as ma = self.movingaverage[0], which is the currently moving average value).

If your data is already in bar format, you can call the close of the bar by self.data.close[0].

Therefore, in your next() you can include a counter that increases every time self.data.close[0] > ma or self.data.close[0] < ma.

A naive example can look like this:

def __init__(self): self.movingaverage = bt.ind.SMA(self.data1, period=10) def next(self): ma = self.movingaverage[0] counter_above = 0 counter_below = 0 if self.data.close[0] > ma: counter_above += 1 elif self.data.close[0] < ma: counter_below += 1 else: pass

Now each time is changes (bars which were above go to be below), you can reset the counters.

@michael-ling @michael-ling

Just for future users arriving here. Would you please post your solution.

I think it might be due to the fact that you are not passing in any data to your ATR indicator. Therefore it should be something like this instead:

self.atr20 = bt.ind.ATR(self.data, period=20)

@michael-ling sorry, i replied wrong, how do i delete this post?

I found a better way:
just add a movav parameter when you use the ATR indicator like this:
bt.indicators.AverageTrueRange(self.data0, period=20, movav=MovAv.Simple)

Why is it so hard to create custom indicators! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !

I had a similar problem, so fuck.

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@b-c
Yes, create a new indicator where you can put the volume and the SMA of volume together.

Some code I am experimenting with

results = cerebro.run() strat = results[0] pyfoliozer = strat.analyzers.getbyname('pyfolio') returns, positions, transactions, gross_lev = pyfoliozer.get_pf_items() returns.index = returns.index.tz_convert(None) # Plot the result cerebro.plot(iplot=False) import pandas as pd import quantstats quantstats.reports.html(returns, output='stats.html', title='Strategy naive')

I also add the psar value to the line:

self.lines.PSAR = self.psar

The directional movement indicator (also known as the directional movement index or DMI) is a valuable.

Visit My Website: Jockrs

@godseye said in Implementing Bracket Orders for binance API:

I might have a naked position in the market for 15 mins in a worst case scenario and that's not an outcome I could take a risk on!

Have you solved the naked position problem?