@vladisld Thank you, this is exactly what I needed.

Hi @booboothefool @ab_trader

Any updates on this topic? I am trying to obtain simpler risk management except that when the current close price is greater than 5% of my entry price, I want to be able to amend my initial stop loss to breakeven stop.

I tried using the bracket example in backtrader and manually add orders when the TP1 is obtained. Then I place a new order. However, when the trade is closed, that newly issued breakeven stop is still dangling.

Is there any example that shows how I can implement bracket order with amdendent?

@toinou222 said in extending bt.feeds.PandasData:

class custom_data_loader(btfeeds.PandasData):
lines = ("signal","prediction",)
params = (("signal", -1),("prediction", -1))
datafields = btfeeds.PandasData.datafields + (["prediction", "signal",])

thanks, i'll try that out

@rajesh
i figured out the issue and solved the issue, now i got new error, can some one look into it.

df = pd.read_csv(data_file, header=0) df["date"] = pd.to_datetime(df["date"]).dt.tz_convert(None) df.drop(df.iloc[ :, 0:1,], inplace = True, axis = 1) df.set_index("date", inplace = True) df.to_csv("datafile_clean.csv") # df.iloc[0:3, :] # df.to_csv('tcs4.csv') cdata = btfeeds.GenericCSVData( dataname="datafile_clean.csv", fromdate = dt.datetime(2020, 10,1), dtformat="%Y-%m-%d %H:%M:%S", datatime = 0 , open=1, high=2, low=3, close=4, volume=5, reverse = True ) if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.adddata(cdata) cerebro.addstrategy(macdStrategy) print('Starting Portfolio Value : %0.2f' % cerebro.broker.getvalue()) cerebro.run() # cerebro.plot() print('Final Portfolio Value : %0.2f' % cerebro.broker.getvalue()) TypeError: super(type, obj): obj must be an instance or subtype of type

Hi,

Your error is here:

data = bt.feeds.PandasData(dataname=dataframe)

You create a custom datareader but don't use it...
you should use:

data = CustomDataLoader(dataname=dataframe)

@vladisld thank you. Will explore further.

@gomesneto98 Perhaps instead of using a class file, this simple indicator could be added directly to init in the strategy file?

def __init__(self): self.b_band = bt.ind.BollingerBands() self.bbwline = self.b_band.top - self.b_band.bot

Results in:

2020-03-16 10:03:00, High: 2434.00, Low: 2425.25, BB_Top: 2567.09, BB_Bot: 2302.46, bbwline: 264.62 2020-03-16 10:04:00, High: 2428.25, Low: 2416.00, BB_Top: 2480.50, BB_Bot: 2361.80, bbwline: 118.71 2020-03-16 10:05:00, High: 2421.50, Low: 2405.00, BB_Top: 2463.22, BB_Bot: 2370.06, bbwline: 93.16 2020-03-16 10:06:00, High: 2429.50, Low: 2410.75, BB_Top: 2460.59, BB_Bot: 2378.88, bbwline: 81.71 2020-03-16 10:07:00, High: 2434.00, Low: 2423.75, BB_Top: 2457.06, BB_Bot: 2387.62, bbwline: 69.44 2020-03-16 10:08:00, High: 2433.50, Low: 2423.25, BB_Top: 2455.67, BB_Bot: 2393.33, bbwline: 62.33 2020-03-16 10:09:00, High: 2438.75, Low: 2430.00, BB_Top: 2456.09, BB_Bot: 2395.64, bbwline: 60.45 2020-03-16 10:10:00, High: 2441.50, Low: 2430.25, BB_Top: 2456.16, BB_Bot: 2399.79, bbwline: 56.37

@zuj you should self.buy to long a stock and use self.sell to short another stock

@rajanprabu Thannks for the comments! Would love to hear thoughts from other BT users.

@rajesh

Please share some lines of your input csv file..

Problem solved. Simply modify block=True in plot.py:

def show(self): self.mpyplot.show(block=True)

@ab_trader Your solution is very good, thank you.

@ab_trader That was exactly it!! My sell function was being triggered twice in some weird cases. Thank you so much for pointing me in the right direction

@floomi orders are issued for certain data feed. you can easily get signals on one data feed and issue buy/sell orders on another. data feeds are added to cerebro before the strategy is backtested, therefore you can not create a data feed inside the strategy.

@ab_trader Thank you.

What I mean is get datetime in indicator once function.

I figure out a solution, which is pass strategy.datas[0].datetime as a data, so I can access the date by bt.num2date(self.datas[1][i])

I don't know if it is a good one, but it works

Regards

There is this problem for me
I encountered this problem when I wanted to use the threading package
You can send the code