There is no trace of a single indicator in your code, neither custom nor not-custom. It is therefore 100% unclear what your code and text have to do with indicators. There is a sell signal on the chart, right at the beginning. You have a dataframe with a column called signal but you seem to want to act upon a column called action which isn't there. You probably want to take two steps back, reformat your question, dataframe loading (code formatting, because that code won't execute) and let us know.

@Robin-Dhillon Thank you so much for your help! It works perfectly :)

Docs - Quickstart - Our First Strategy: def log(self, txt, dt=None): ''' Logging function for this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) Also bt has two functions to convert date to/from numbers: date2num and num2date.

It would seem you are looking for the PercentRank indicator. Docs - Indicator Reference

@suresh_trader said in Cancel Order: How to cancel all the pending stop and limit order by end of the day which is not executed due to the market price not reaching the order price level By keeping the references when created or notified as "Accepted" and then canceling them if the system has not notified completion or cancellation.

Thanks @backtrader, sounds good. Any tips how I could edit the following commission scheme to do just that? class CommInfo_Custom(bt.CommInfoBase): params = ( ('commtype', bt.CommInfoBase.COMM_PERC), #commission to be understood as % # Custom broker commission fee params: ('min_fee', 0), # The broker uses a %commission fee, with the "min_fee" as the minimum fee per trade. ) def _getcommission(self, size, price, pseudoexec): commvalue = abs(size) * price * self.p.commission # %based commission value commvalue = max(self.p.min_fee,commvalue) # choose the greater of $min_fee and percentage calculated return commvalue Much appreciated

@howardhh said in Prenext - does something weird: 2015-03-30 A2M.AX Closed: PnL Gross -1894.41, Net -1907.61 *********** It's a losing trade. What's weird? @howardhh said in Prenext - does something weird: I found that adding prenext allowed the code to be run over the entire testing range This is basically wrong. Read Docs - Operating the Platform it will simply give you access to a period in which all guarantees (like values of indicators being available) cannot yet be met.

found issue - just replace with resampledata to replaydata

@ab_trader Ahhh I see. All fixed up. Thanks heaps.

@ihustling said in IndexError: array index out of range when dealing with RSI indicator: If you were wondering where I got the EMA indicators from, you mention SMA throughout the Quickstart guide and on your Github home page Respectfully but truly sincere: you haven't read the docs. Sorry, you seem to be in a rush and the trees are not letting you see the forest. @backtrader said in IndexError: array index out of range when dealing with RSI indicator: def next(self): fast_ema = bt.ind.ExponentialMovingAverage(period = 5) slow_ema = bt.ind.ExponentialMovingAverage(period = 10) rsi = bt.ind.RSI(period = 10) You WILL NEVER see those indicators (nor any other) defined inside the next method. From the Quickstart Guide: Permalink to the section: https://www.backtrader.com/docu/quickstart/quickstart.html#adding-an-indicator def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None # Add a MovingAverageSimple indicator self.sma = bt.indicators.SimpleMovingAverage(self.datas[0], period=self.params.maperiod) I know it's tempting to go very quickly and be winning the first millions during your first days of algotrading, but I do truly believe you should read the docs. Be it backtrader, be it any other platform. Even if you look at the GitHub page the code looks like this class SmaCross(bt.SignalStrategy): def __init__(self): sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)

Aha, yes I see your point. Well, for now this will work :) Thanks for pointing it out! Josh