Indicators/Strategies/Analyzers

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  Use the EMA for ATR instead of the SmoothMovingAverage ?
  • Dallascat  

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  Yes, thank you!!
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  Possible to pass and return a dataframe to a strategy?
  • mapesd  

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  @mapesd Hey, Just to provide an example, strategy1 = cerebro.run() st = strategy1[0] # To return something back from the strategy - df = st.params.results # Will return your df back. st.params.midmaperiod # will return back 20 and so on.
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  Why buy/sell orders are not issued
  • Rok Petric  

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  @Eduardo-De-La-Garza I don't think so.
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  Event driven backtest issue
  • Tsz Chun Leung  

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  Thank you very much run-out. I think it helps!
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  Differing CCI Outputs bta-lib vs Backtrader.Indicators
  • jonrogers6  

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  Sharpe ratio with seconds-resolution data
  • benmercerdev  

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  There's a current thread on this topic here
• 

  Disable plotting backtrader.indicator.PivotPoint
  • servantfox  

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  Did you try this? The indicator will try to automatically plo to the non-resampled data. To disable this behavior use the following during construction: _autoplot=False
• A

  Get Highest and Lowest value of first 15 Minutes data
  • avinash  

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  @Eduardo-De-La-Garza said in Get Highest and Lowest value of first 15 Minutes data: Can you explain that line of code? When would they not be different?Thanks! One minute date, checking for new date at the beginning of the day. :)
• S

  How to use two CommissionInfo inside a strategy?
  • soulmachine  

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  @soulmachine said in How to use two CommissionInfo inside a strategy?: Since data has only one name, so it's not possible to apply multiple commission fees? You're probably right. AFAIK a single commission could be specified per data name or default. As @run-out correctly mentioned - you may develop your custom commission scheme.
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  SQN indicator for regime shifts
  • Jens Halsberghe  

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  @Jens-Halsberghe But in next(), you get a single OHLC bar which is a plain Python object, you can use math.log in def next()
• 

  When and how to execute the first an only trade in a buy-and-hold strategy
  • Stefan Krecher  

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  @Stefan-Krecher said in When and how to execute the first an only trade in a buy-and-hold strategy: So what am I missing here? bt executes the orders on the next bar open price since this is the next available price after the order is issued in the next() or nextstart().
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  Start Plotting EMA from the very start of the Candlestick plot
  • Sajil Thamban  

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  Moving average values at the very beginning are not defined by the moving average definition. Therefore nothing can be shown. If you want to show moving average value on particular bar, than you need to have 21 bar before this.
• 8

  take profit- stop loss
  • 8m  

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  No problem. But since this is a different thread that might help others, would you mind copying it into a new post stand alone with a good title? Thanks.
• 

  Order execution confusion?
  • cept0r  

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  @ab_trader Still stuck on this issue for a week now, anyway I could contact you on Discord/Telegram? In my head coming from a trading background this is so simple but I can't manually do the strategy fast enough for it to be viable..
• 

  Candlestick pattern short strategy - array index out of range
  • Tsz Chun Leung  

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  if the above code works, you should consider setting an init value for current_high in nextstart def nextstart(self): self.current_high[0] = self.data.high[0]
• C

  Bullish and Bearish Divergence MACD/RSI
  • CooleRnax  

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  @dowdtw Would be great if you could share your solution...
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  How can I inherit params from a parent class and append on the child class?
  • André Tavares  

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  @André-Tavares said in How can I inherit params from a parent class and append on the child class?: params.update({ No need to update the params dict. The parameters from the base classes are fused automagically by metaclass during the instantiation. You may take a look at the following post as well: https://community.backtrader.com/topic/2379/difference-between-params-and-p/2
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  ATR difference with Metatrader? + original welles wilder version
  • Jens Halsberghe  

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  @tianjixuetu thanks for the follow-up. when I run this, I'm getting an error however. --------------------------------------------------------------------------- ImportError Traceback (most recent call last) <ipython-input-5-aadcf5db5945> in <module> 1 ----> 2 from . import Indicator, Max, Min, MovAv,Average 3 4 class AverageTrueRange(bt.Indicator): 5 ''' ImportError: cannot import name 'MovAv' from '__main__' (unknown location)
• A

  Questions about EMA
  • Anthony Chow  

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  @Anthony-Chow said in Questions about EMA: Dayhigh = max(self.datahigh.get(size=num_bars, ago=0)) Try using bt.Max() as discussed here. This will evaluate the max at each bar in the line object.
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  How long the history data is enough to check reliable of the SQN value?
  • Quỳnh H Nguyễn  

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