Indicators/Strategies/Analyzers

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  ssl-channel-chart indicator wanted
  • Kas David  

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  Thanks for sharing this! And how can we check the crossover in our strategy?
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  Indicators problem
  • chewbacca  

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  Strategy question / issue
  • chewbacca  

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  @barton05 I used timers and the buy/sell logic @ notify_timer
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  Loop Multiple Conditions in Custom Indicator
  • mics  

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  @ab_trader Thanks for the info. Working indicator with two conditions (open and close > bb.mid). import backtrader as bt import backtrader.indicators as btind class AboveBBmid(bt.Indicator): lines = ('open', 'close') params = ( ('period', 15), # how many to consider ('ago', 0), # offset to start in the past ('bbperiod', 20), # offset to start in the past ('devfactor', 2), # offset to start in the past ) def __init__(self): self.bollband = bt.indicators.BollingerBands(self.data, period=self.p.bbperiod, devfactor=self.p.devfactor, plot=False) bar_open = [self.data.open(-i) > self.bollband.lines.mid(-i) for i in range(self.p.ago, self.p.ago + self.p.period)] self.lines.open = bt.All(*bar_open) bar_close = [self.data.close(-i) > self.bollband.lines.mid(-i) for i in range(self.p.ago, self.p.ago + self.p.period)] self.lines.close = bt.All(*bar_close) self.combined = bt.And(self.lines.open, self.lines.close)
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  notify_trade() not called when live
  • manos  

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  Upon further testing, I don't get notify_trade() called even upon closing a position fully.
• B

  John F. Ehlers - Cycle Analytics
  • barton05  

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  @Princeton-Wong Basic idea behind is applying electric signal processing filter technique on any indicators to identify trend in a better way, that will filters out unwanted trend periods (either too long or too short) or try to auto-identify the correct trend period (I havent covered in here though).
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  Problem with my custom Indicator, UIcerIndex
  • Jakob Schütte  

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  @Jakob-Schütte yes, and better use self.p.period instead of a hardcode value 14. super call related to inheritance, tbh i'm not sure for details.
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  Custom Indicator RVI; float division by zero
  • Paul Park  

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  @rpriyadarshi said in Custom Indicator RVI; float division by zero: Wherever you see this error, you can add Python exception handler. For example, in my case, I modified the code as follows in file */backtrader/linebuffer.py. Look for the def as shown below: def _once_op(self, start, end): ... for i in range(start, end): dst[i] = op(srca[i], srcb[i]) Replace it as follows: def _once_op(self, start, end): ... for i in range(start, end): try: dst[i] = op(srca[i], srcb[i]) except ZeroDevisionError: dst[i] = float(f'nan') You may replace all such occurrences if you get this error. Thank You very much. Try/Catch completely slipped my mind.
• K

  Error in generating create_full_tear_sheet (pyfolio)
  • KK  

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  @darkknight9394 @KK I tried to make it work here html full report rendering is not working for the moment, I need to work on it ... if you find a solution in the mid time ... 😎
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  Plotting Indicator without price chart
  • Joan Arau  

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• 

  3 Black Crows / 3 White Soldiers
  • mics  

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  @barton05 said in 3 Black Crows / 3 White Soldiers: bt.talib Must be a new addition since the backtrader website was developed. It isn't listed on the BT website. https://www.backtrader.com/docu/talibindautoref/ Quite a few other great indicators in the ta-lib library too: https://github.com/mrjbq7/ta-lib Thanks for pointing this out.
• K

  Problem with custom Indicator
  • konny  

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  Hi ab_trader, many thanks for the answer can you tell me how i convert self.data into array? Thanks
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  Problem with custom Indicator
  • konny  

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  https://community.backtrader.com/post/13668
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  Problem with custom Indicator
  • konny  

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  https://community.backtrader.com/post/13668
• A

  Different commissions for each order type
  • anas laamrani 0  

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  @balibou thank you for your reply, I think exectype == 'Close' refers to the "close price" rather than close operation. I've made a simple solution: commissions = [] class CommInfo_My(bt.CommInfoBase): global commissions def _getcommission(self, size, price, pseudoexec): if commissions: comm = commissions[0] * size * price if not pseudoexec: commissions.pop(0) return comm def next(self): if condition1: commissions.append(0.0045) self.buy() elif condition2: commissions.append(0.009) self.close() cerebro.broker.addcommissioninfo(strategyDraft.CommInfo_My())
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  Multiple TP Strategy with SL
  • balibou  

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  Another update, I have fixed the issue about the size: I added this to my strategy: def notify_cashvalue(self, cash, value): if (not self.position): self.Totalfragment = math.floor(cash / self.data.close[0]) Then in my next funtion I set 4 sizes: OrderSize1 = self.Totalfragment * 0.25 OrderSize2 = self.Totalfragment * 0.25 OrderSize3 = self.Totalfragment * 0.25 OrderSize4 = self.Totalfragment - f1 - f2 - f3 and I set: brackets order 1 size with OrderSize1 brackets order 2 size with OrderSize2 brackets order 3 size with OrderSize3 brackets order 4 size with OrderSize4 And everything work. I don't think using notify_cashvalue for setting the order size is a good pattern ... Do you think there is a better implementation ? Using in strategy the function setsizer ? Using in sizer the function _getsizing ? Thanks for your feebacks !
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  How to cancel ALL existing orders (without specifying order ids one-by-one)?
  • kirahvi  

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  Unless you use bracket orders, the order management need to be written as a part of the strategy script. It can be more than one line depending on your strategy.
• 

  Implement stop loss
  • Abhay Jindal  

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  Docs - Orders - Creation/Execution
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  Intra minute trade with OHLC
  • Amer Haider  

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  Docs - Orders - Creation/Execution - Order Execution Logic
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  Working with LIVE TRADNIG/ IBKR
  • Sajil Nair  

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  Probably taking a look at TWS API logs may give you some clue.