@run-out Alright I got all the problems fixed for now. Thank you very much for your help and the fast answers.

Please do not use a different user name and ask the same question twice. We are all volunteers and you must be patient for an answer.

https://community.backtrader.com/topic/3491/indicator-for-multiple-datafeeds

@run-out said in How to Create Binary Switch Signal:

self.adxsignal = bt.If(self.cancel_adx, 0, self.adx)

I think I made a mistake ane the last item self.adx should be self.adxcross.

@backlearning it looks like with mixed timeframes you need to use coupling. It is described well in the Indicators section Docs - Indicators - Timeframe Mixing.

By the way, I would recommend you read docs more, will save your time.

@teja said in MaxN/Highest:

I need the date on which highest/lowest has happened?

Then you need to carefully look thru the documentation by that link and find out that there is a bunch of indicators, which not only define the max/min, but the bar at which this happened. Then you need to apply the effort and put together the script which returns you the date you are looking for.

Another way is to pay to somebody to make it for you.

@vna01 use prenext() as well to get data from early periods.

I use this code implement it.

self.lines.dummyline[0] = max(float('NaN'), float('NaN'))

thanks.

from the document, We can see

_skipnan (bool, default: False): to skip NaN values when plotting and allowing for example to draw a line between 2 distant points generated by an indicator, which has all intermediate values as NaN (default value for new created data points)

I also set the value, but not take effect.
How to draw a line between 2 distant points ????

@dave78 Sure, no problem with that. I'm usually live trading multiple instruments with few pending orders each on different price levels and it works flawlessly. Same code is used for backtesting - so really no problem at all.

@vladisld Thank you very much. I forgot my password, so I have to register this account to come back online to express my thanks.

And I would like to try this path mentioned in your answer:
"I'm not sure it will work this way out of the box without violating some assumptions inside the Cerebro engine about proper sequence of calls to start,prenext,etc methods to be called as well as proper minperiod handling. However it is probably worth investigating in more details if one is willing to go this path."

Won't be a easy thing, but worth a try.

@ab_trader Thanks

for anyone else who stumbles across this thread, since some people are still trying to get this working outside of OP's original branch, wanted to pass along the following info:
you can still get this working if you take the BasicTradeStats analyzer class and import it as a custom analyzer of your own.

To do so, follow the steps here to make modular code for backtrader, substituting "analyzers" for "indicators" where necessary: https://backtest-rookies.com/2017/11/01/backtrader-making-modular-code/

Under your extensions folder, create the analyzers.py file (along with init file), and paste the content from the analyzer found here: https://raw.githubusercontent.com/rich-oregan/backtrader/master/backtrader/analyzers/basictradestats.py

Finally, in your code, make sure you have something like the following lines:

# import the file at the top of your code where "BasicTradeStats" is the name of the class from extensions.analyzers import BasicTradeStats # add the strategy to cerebro cerebro.addanalyzer(BasicTradeStats, _name="BasicTradeStats") opt_runs = cerebro.run(maxcpus=1, runonce=False) for run in opt_runs: for strategy in run: # finally, this will print the analyzer print(strategy.analyzers.BasicTradeStats2.print())

I found a way to check if data is available for a given date.

data = self.getdatabyname(ticker) current_date = self.data.datetime.datetime().date() if date == bt.num2date(data.datetime[0]).date(): print(f'data is available for {ticker}')

@yacc-don
if inner timeperiod is not equal to outer timeperiod, and runonce=False, the got the following excetption:

File "/home/user/.local/lib/python3.7/site-packages/backtrader/lineiterator.py", line 347, in nextstart self.next() File "/home/user/.local/lib/python3.7/site-packages/backtrader/talib.py", line 217, in next out = self._tafunc(*narrays, **self.p._getkwargs()) File "/home/user/.local/lib/python3.7/site-packages/talib/__init__.py", line 27, in wrapper return func(*args, **kwargs) File "talib/_func.pxi", line 3323, in talib._ta_lib.LINEARREG_SLOPE File "talib/_func.pxi", line 68, in talib._ta_lib.check_begidx1 Exception: inputs are all NaN

@vladisld Thanks

@daniel-cunha Add your 1-k indicators to your asset in pandas before loading, then load your close + k indicators together as one data feed. You will then have a data line for each asset that has the 1-k indicators in the same line.

@toinou222 said in extending bt.feeds.PandasData:

class custom_data_loader(btfeeds.PandasData):
lines = ("signal","prediction",)
params = (("signal", -1),("prediction", -1))
datafields = btfeeds.PandasData.datafields + (["prediction", "signal",])

thanks, i'll try that out