@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

@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 thank you very much dear
as I read 'start' in pineScript == 'period' in backtrader?
I had set it on both pine script and backtrader and it worked.
But my problem is that set value of start pram = 0.11 in my strategy pineScript and I get good result
but when I wanted to convert it to python:
set value of period pram must be = 0.11 but when I give the value to period I have eroor:
TypeError: 'float' object cannot be interpreted as an integer
but when I give period=2 that works!
but I have to give period=0.11
can you help me pls?

@goldcar You've provided no detail for us to help you. Can you please show the code you have tried, the results you achieved, and what other software you are using? Thank you.

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

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.

@shubham You need to create indicators and create them in the __init__ of your strategy. You can then use them in next. I would encourage you to read the docs here They are quite useful and have many examples. Once you have taken a stab at writing the code in Backtrader, repost here again if you have any issues.

if i calculate the moving average in the following manner, i do know know how to refer to the moving average for a particular date.

def __init__(self): for d in self.datas: self.sma[d.params.name] = bt.ind.SMA(period=44) self.crossover[d.params.name] = bt.ind.CrossOver(self.sma[d], d.close)

@backtrader could you kindly take a look at this.

Hey Emi!
I'd say that it's because of the way you are calling the macd value.

self.macd[0] > self.p.macd_umbral

This is the way I use it in my strategy, maybe could work for you.

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.

@daily-tasks Yes, you iterate through the list of datas to apply logic. Some examples for you.

Here's an example of going through the datas in init to create a dictionary of indicators:

self.mo = dict() for d in self.datas: self.mo[d] = bt.ind.Momentum(d.close, period=10)

Here's a helper function that prints the date, ticker, and close of each data in self.datas.

def print_close(self): txt = self.datetime.datetime().strftime("%Y-%m-%d") for d in self.datas: info = f"{d._name} close {d.close[0]}, " txt = txt + info print(txt)

@chen-xu

need to correct myself: analyzers are coordinated by (cerebro, strategy), not associated with the whole cerebro only. But analyzers are not lines so it does not fulfill my use case as I need to track last n bars metrics to do my optimization.

@jinwook-jang Ok. I found the answer. runonce=False is required.

cerebro = bt.Celibro(runonce=False)