How to pass data to Stra

[Mohsin Shabbir]

How to pass data to strategy parameters?

My code:

class MyStrategy(bt.Strategy):
  
  def __init__(self,sell_profit, stop_loss):
        self.sell_profit = sell_profit
        self.stop_loss = stop_loss
  def next(self):
        if self.position:
          pnl_pct = (self.data.close[0] / self.position.price) - 1.0

          if pnl_pct >= self.sell_level:
            self.sell()

          elif pnl_pct <= -self.stop_loss_level:
            self.close()
          
          else:
            if self.data.td_seq==9:
              self.buy(size=1)

arr = [1.01,1.02,1.03,1.04,1.05,1.06,1.07,1.08,1.09,1.10]
initial_balance = cerebro.broker.setcash(25000.0)
best_profit = 0
for sell_profit in arr:
  for stop_loss in arr:
    cerebro.addstrategy(MyStrategy, sell_profit=sell_profit, stop_loss=stop_loss)
    cerebro.addsizer(bt.sizers.FixedSize, stake=3)
    result = cerebro.run()
    final_balance = cerebro.broker.getvalue()
    total_profit = final_balance - initial_balance

    if total_profit > best_profit:
      best_profit = total_profit
      best_sell_profit= sell_profit
      best_stop_loss = stop_loss

[Reinke]

@Mohsin-Shabbir, you need to define strategy parameters as parameters.

params = dict(stoploss=1.0, sell=1.0)

Then you can access these parameters in the strategy with self.p.stoploss and self.p.sell.

Backtrader wraps the strategy class in a meta class, so some things are a little different from what you know if you haven’t worked with meta classes before. It confused me a lot in the beginning, but now I appreciate the flexibility.

I recommend that you reread some of the documentation and follow the examples in there. It really helps, because some concepts are a little counter-intuitive. (Probably more a problem with my intuition, as I found again and again that the author of BT is much smarter than me.)