Indicators/Strategies/Analyzers

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  indicator using a value from the data other than close
  • skytrading54  

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  @Wayne-Filkins said in indicator using a value from the data other than close: I'm trying to use it like Fractals(self.close) and it's not working. It requires high and low prices, therefore the whole data feed should be passed, not only close prices.
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  Back Testing two time frame with large time frame candle partially created
  • bhavishya goyal  

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  You can definitely call one indicator from another indicator. Just treat it like a 'data line' in your new indicator.
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  I am new to backtrader and want to build a strategy, details below
  • Sajil Thamban  

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  @Sajil-Thamban said in I am new to backtrader and want to build a strategy, details below: can the first signal be a sell signal (say if the first crossover is on the downside) I the __init__ section include a variable set to None: self.trades_occured = False Then include this in the long section to reject the trade if it's the first crossover. The second crossover must be the opposite so this should work. if not self.position and self.crossover == 1 and self.trades_occured: Then once the first sell happens change self.trades_occured to True. if not self.position and self.crossover == -1: self.trades_occured = True self.short_sell_order = self.sell_bracket(....
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  interpreting Heikin Ashi and SuperTrend Strategy to backtrader
  • mudassar031  

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  @vladisld ok i am checking thanks for your help
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  slope and intercept inverted in OLS_Slope_InterceptN
  • André Tavares  

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  Added as an issue in Backtrader2... https://github.com/backtrader2/backtrader/issues/28
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  Dynamic values for strategy
  • agog  

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  @agog said in Dynamic values for strategy: MACD2 (Dynamic) macd2fast = self.p.macdfast * self.bb.upperband-self.bb.lowerband macd2slow = self.p.macdslow + self.p.macdslow * self.bb.upperband-self.bb.lowerband macd2signal = self.p.macdsignal + self.p.macdsignal * self.bb.upperband-self.bb.lowerband talib_macd2 = bt.talib.MACD(self.data, fastperiod=int(macd2fast), slowperiod=int(macd2slow), signalperiod=int(macd2signal), plot=False) I think all of this needs to be in your init sections.
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  Ema Slope indicator
  • ThinkWaitFast  

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  @run-out said in Ema Slope indicator: self.ema2 = self.ema - self.ema(-1) Yeah this approach is probably better because it automatically updates the indicator's minimum period.
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  Do you guys have a working Strategy i can play with?
  • peter777  

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  I have it already. Thanks anyway!
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  Extending transactions object from Analyzer
  • Pablo Reyes Almagro  

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  Hi Pablo, may I ask how you actually managed to run pyfolio? I was trying to run the sample code from the Documentation and got the error TypeError: create_full_tear_sheet() got an unexpected keyword argument 'gross_lev' which seems to be known. Did you downgrade you pyfolio version? Would be awesome I could get a version to run :)
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  TimeDrawDown Time Frames
  • JustSomeGuy  

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  The TimeDrawDown analyzer is built off TimeFrameAnalyzerBase starting at line 289. Have a look at that code, perhaps you can get some clues there about how time is being handled and create your own custom analyzer overwriting or modifying I would imagine def _get_dt_cmpkey(self, dt): line 361.
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  Days to Weeks resampling
  • Matheus Pires  

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  Problem solved: The issue was that I haven't assigned a calendar to cerebro with a corresponding session start/end, so it assumed the session lasted the whole 24h (I guess). Anyways I just needed to add an instance of MyCalendar to cerebro: class MyCalendar(bt.TradingCalendar): params = { 'open': time(9, 0), 'close': time(18, 0), }
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  Hacking out a Breakout Strategy on Tick Data
  • Esa J. Obande  

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  You will also need to cancel orders which were not executed after the period of waiting (probably one bar in your case).
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  [FIXED] Ichimoku: Unable to get Future cloud
  • cgi1  

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  I ran some tests and for this case, we should use ago parameters as the starting point in "future" to look backwards, for example : print(f"{list(self.Ichimoku.senkou_span_a.get(ago= 3, size=4))}") which will yield the same result as : print(f"{[self.Ichimoku.senkou_span_a[i] for i in range(4)]}") However, If we pass ago=0 it will get the last 3 values, [0],[-1] ,[-2], which for this particular case is not in our interest. I checked the documentation in the Getting slice part and it makes sense. Thanks for the help.
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  How to get the first date of a datafeed?
  • DOM LEE  

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  @vladisld Thanks for you advice. I thought about define custom data feed, but there are thousands of stocks when I run the strategy, and they share a same "my_ind_data" line(and "my_ind_data" is not the only custom data). so that will increase memory usage obviously.
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  DivideZeroError on some indicators
  • sfkiwi  

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  @HONGYI-ZHENG Any chance you could share an example of how you did this? Any unexpected downsides?
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  candlesticks screenings stocks analyzer
  • Maciek Paciarski  

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  @Maciek-Paciarski the example in the blog uses the last price. https://www.backtrader.com/blog/posts/2016-08-15-stock-screening/stock-screening/ since you are checking the whole line, not only the last entry, you would need to iterate through all candles. with var i you can also get the date from data and other values. you would access it the same as the line you generated in init: data: bt.talib.CDLHARAMICROSS(data.open, data.high, data.low, data.close) so the line with bt.talib.CDLHARAMICROSS (think of a list) contains all occurrences of the pattern for every candle in data. with data[-i] you would get the candle on which the pattern recognition was triggered for data, line in self.candles.items(): note = data._name for i in range(0, len(line)): if line[-i] == 100: bullish = True print("BULLISH", data.time[-i]) elif line[-i] == -100: bearish = True print("BEARISH", data.time[-i]) with for i in range(0, len(line)): you go through the line starting with the newest entry to the oldest entry.
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  Strategy optimization with same set of indicator/signals
  • dehati_paul  

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  @ab_trader Thanks a lot!!
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  AttributeError: 'DataFrame' object has no attribute 'setenvironment'"
  • chhrissi2909  

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  strategy.p script: import math import backtrader as bt class GoldenCross(bt.Strategy): params = (("fast", 50), ("slow", 200), ("order percentage", 0.95), ("ticker", "AAPL")) def __init__(self): self.fast_moving_average = bt.indicators.SMA( self.data.close, period=self.p.fast, plotname="50 day moving average") self.slow_moving_average = bt.indicators.SMA( self.data.close, period=self.p.slow, plotname="200 day moving average") self.crossover = self.bt.indicators.crossover(self.fast_moving_average, self.slow_moving_average) def next(self): pass
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  Cancel buy_bracket order after it's closed
  • Eduardo Menges Mattje  

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  @ab_trader @run-out Thank you for your everything!
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  Too many positional arguments for constructor call - CrossOver Function
  • chhrissi2909  

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  @vladisld My code did not run.. the error was printed and then nothing happened.. But Now I put a self. in front of the line and now there is no error anymore. Now it looks like: self.crossover = self.bt.indicators.crossover(self.fast_moving_average, self.slow_moving_average) But now there is a mother error in the run.py script. it is called "Unexpected keyword argument 'dataname' in constructor call" the error is in this in the 14. line of the run.py code. there: feed = bt.feeds.PandasData(dataname=stock_prices) do you understand this problem? :0