Solved!

The problem was in init(self):

self.l.OB = OB = (self.l.d / self.l.d) * self.p.OB self.l.OS = OS = ((self.l.d / self.l.d) * 100) - self.l.OB

Added aline of code to have an integer as a line.

Every time you call "cerebro = bt.Cerebro()" it resets it. Place this in your loop prior to calling "bt.feeds" and it should do the trick.

@run-out Yeah I saw this on one of your other comments and added it to my code. Thanks.

@run-out said in How to use 5minutes BOLL and 10 minute BOLL together?:

A few things to help you on your way.

You don't need to add data with resample. Resample will add the date automatically.

Also, you use the variable self.lines.top twice. Finally, I would avoid using the .lines. Not sure if there's an impact here but lines are an important word inside backtrader.

I've rewritten your code a bit to help you out.

import backtrader as bt class Strategy(bt.Strategy): params = (("bb_period", 22),) def __init__(self): self.bb = bt.indicators.BollingerBands(self.datas[0], period=self.p.bb_period) self.bb5 = bt.indicators.BollingerBands(self.datas[1], period=self.p.bb_period) self.bb30 = bt.indicators.BollingerBands(self.datas[2], period=self.p.bb_period) def next(self): print( "OHLCV", bt.num2date(self.data.datetime[0]), self.datas[0].close[0], self.datas[1].close[0], self.datas[2].close[0], ) print( "Bollinger Bands\n", "minute", self.bb.top[0], self.bb[0], self.bb.bot[0], '\n', "5 min", self.bb5.top[0], self.bb5[0], self.bb5.bot[0], '\n', "30 min", self.bb30.top[0], self.bb30[0], self.bb30.bot[0], '\n', ) if __name__ == "__main__": cerebro = bt.Cerebro() data = bt.feeds.GenericCSVData( dataname="data/dev.csv", dtformat=("%Y-%m-%d %H:%M:%S"), timeframe=bt.TimeFrame.Minutes, compression=1, date=0, high=1, low=2, open=3, close=4, volume=6, ) cerebro.adddata(data) cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=5) cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=30) cerebro.addstrategy(Strategy) # Execute cerebro.run()

cool, works charm, thanks a lot

@run-out Thanks, will try to adapt your code!
I saw you also gave a very detailed description of the whole process on another thread, I'll check that too.
Thanks!

@run-out said in it seems dead loop if just simple cross strategy:

@goldcar said in it seems dead loop if just simple cross strategy:

if self.position.size == 0: if self.k[0] > self.d[0] : self.order = self.buy() else: self.order = self.sell() elif self.position.size < 0: if self.k[0] > self.d[0] : self.order = self.close() elif self.position.size > 0: if self.k[0] < self.d[0] : self.order = self.close()

You will only execute one of these conditionals per loop. This means that you cannot close and go short for example, in the same loop, using this code. You should also note that the buys and sells will not happen instantly. So to correct you may wish to try the following:

if self.k[0] > self.d[0]: if self.position: self.close() self.order = self.buy() elif self.k[0] < self.d[0]: if self.position: self.close() self.order = self.sell()

oh...I see. thanks a lot

@vypy1 I simply call this backtesting function from my main as shown below:

startBackTestEngine(ABC)

Some details to clarify the difficulties I had with the use of replay (and why I implemented the solution above). I need to take volume into account because sometimes I use low volume instruments where the use of a Volume Filler makes big difference.

I was using minute replay on daily chart: it worked fine in my simulation initially, but the issues I had were :

The main issue: I needed to access the volume of each minute but calculate indicators on the daily chart (I need minute volume information for my custom Volume Filler). In replay mode, the volume is the accumulated volume for the day, not the volume of the minute (that I needed). The chart in replay mode shows daily bars, but as I do multiple trades a day, I couldn't see the details. With minute chart it is possible. I had a lot of trouble debugging when I made a multi-symbol version using replay. The version with minute chart is now simpler for me to debug, because multi symbol in replay can become complex. For example: the complexity of syncing feeds with missing minutes in history, where one feed may have fewer minute bars than others.

@run-out OK, wow, I thought it would be something way simpler...
I might just keep on deleting them from my results.

@run-out said in Using ParabolicSAR inside strategy:

int

Yes I searched and found QuantConnect. this is exactly I said. for live trading you should have orginal PSAR that is float. in pineScript and QuantConnct this is float but in backtrader because of it's own definition. and when its float you can reach more different takeprofit.