@ayush-somani said in Indicator that checks if the current candle high (as soon as a condition is met) breaks the previous days high (over a specific period ) or not:

if self.datas[0].high[0] < self.datas[0].high[-int(self.l.firsthighindex[0])]:

Using MaxN might be more straight forward.

@Bo-Vargas here is the link to the repository:

https://github.com/jantarktic/ATR_Trailing_Stop_Indicator

@run-out thx!
This works fine!

self.efi = bt.indicators.ExponentialMovingAverage(self.datas[0].volume(0)*(self.datas[0].close(0)-self.datas[0].close(-1)), period=self.params.period, subplot=True, plotname='EFI')

I found out that the price was divided by the adjfactor that is

adjfactor = c / adjustedclose

After setting the adjclose as False, the values are what I was looking for.

data = bt.feeds.YahooFinanceCSVData(dataname=filename,adjclose=False)

All good now.
Thanks.

@vladisld, Can you please help me with this issue. This is becoming a deal breaker as Indicator values are key to any automated trading systems. Do you use IB data or some other data source with backtrader? Did you notice any discrepancies with indicator values?

@Euler-Sousa Is this the only solution you have found while using live data (no preloaded)? Are you just placing this inside the next() function and computing the values each time around?

@vladisld thanks, it works now. I have also changed the date format. :)

I have searched google and backtrader references with no luck. I may just need a point in the right direction.

Hi @Rubén-Briones , @sksuram

Did either of you haven any luck with this? I also think I'm having a similar issue whereby I get a 'IndexError: array assignment index out of range' exception raised from linebuffer.py

Thanks

@ab_trader Ok so everything is working now. So the reason for the errors was that in the init for my strategy I initialized the self.gamma variable with gamma1(self.data).dummyline. That was my mistake I should have deleted that .dummyline.

I think I go confused for a bit and accidentally put that there in the init of my strategy. I also used self.line.dummyline[0] in the next() of my strat. which should be used in my indicator class not strat class.

Bunch of dumb mistakes I made. HUGE thanks to @ab_trader and @run-out for helping me out, and clarifying many aspects of BT for me.

@run-out I originally tried this but got a, linebuffer has no attribute dummyline, in the next() function. Shouldn't setting self.gamma to dummyline in the init be enough to call it later on without dummyline[0]

it is needed to be an numpy-array finally, to be understood by Tensorflow.
But anyway, this works, as this is an oneColumn-array with only close-data.

The question is, how to get an OHLC-fourColumn-array, in which the first row [0] allways actuell ...
I have printed it out and "self.get.data" only gives close-data, not the whole row of data, with OHLC, Volume, date...right?!

What are you hoping to do?

I think I have found the solution. I had to use addminperiod function to set minimum period for my Indicator and I had to calculate close slice in next() method and not the __init__ method. I had to assign float value to [0] of my line and the line itself. Here is the code:

Define indicator

class Radf(bt.Indicator):
lines = ('radf',)
params = dict(period=600, adf_lag=2)

def __init__(self): self.addminperiod(self.params.period) def next(self): self.close_slice = self.data0.close.get(size=self.p.period) x = { 'x': self.close_slice.tolist(), 'adf_lag': self.p.adf_lag } x = json.dumps(x) res = requests.post("http://46.101.219.193/plumber_test/radf", data=x) res_json = res.json() bsadf = res_json['bsadf'] bsadf = pd.DataFrame.from_dict(bsadf) bsadf_last = bsadf.iloc[-1] # print(f'{bsadf_last}') self.lines.radf[0] = bsadf_last.item()

With the new indicator you introduce longer period of waiting to get long term indicator value. Therefore in your backtest you have less trades open and therefore different PnL.