Backtrader Community

    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    why my indicator do not work properly

    General Code/Help
    1
    1
    6
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • kk k
      kk k last edited by

      class my_macd(bt.Indicator):
      lines = ('my_macd',)
      def init(self, ma_s, ma_l):
      self.sma_s = bt.indicators.SimpleMovingAverage(self.datas[0], period=ma_s)
      self.sma_l = bt.indicators.SimpleMovingAverage(self.datas[0], period=ma_l)
      def next(self):
      self.l.my_macd[0] = round(self.sma_s[0] - self.sma_l[0], 2)

      class my_pivot(bt.Indicator):
      lines = ('my_pivot',)
      def init(self, hol, source, period):
      self.source = source
      self.period = period
      self.hol = hol
      self.addminperiod(100)
      def next(self):
      if self.hol == "high":
      print('len:', len(self))
      print('hol:', self.hol)
      print('period:', self.period)
      print('source length:', len(self.source.get(size=2 * self.period + 1)))
      print('source value:', self.source[-self.period])
      if self.source[-self.period] == max(self.source.get(size=2 * self.period + 1)):
      self.l.my_pivot[0] = self.source[-self.period]
      else:
      self.l.my_pivot[0] = 0.0
      if self.hol == "low":
      if self.source[-self.period] == min(self.source.get(size=2 * self.period + 1)):
      self.l.my_pivot[0] = self.source[-self.period]
      else:
      self.l.my_pivot[0] = 0.0

      self.dataclose = self.datas[0].close
      self.macd = my_macd(ma_s=self.params.maperiod_s, ma_l=self.params.maperiod_l)
      self.macd_pivot = my_pivot(hol="high", source=self.macd, period=self.params.macdpivotlen)
      self.close_pivot = my_pivot(hol="low", source=self.dataclose, period=self.params.closepivotlen)

      len: 1426
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1427
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1428
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1429
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1430
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1431
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1432
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      len: 1433
      hol: high
      period: 5
      source length: 11
      source value: -0.11
      2019-10-28, Close, 27.32 macd_pivot 0.00 close_pivot 0.00 macd -1.29
      2019-10-29, Close, 26.22 macd_pivot 0.00 close_pivot 0.00 macd -1.85
      2019-10-30, Close, 25.11 macd_pivot 0.00 close_pivot 0.00 macd -2.41
      2019-10-31, Close, 24.42 macd_pivot 0.00 close_pivot 0.00 macd -2.37
      2019-11-01, Close, 24.56 macd_pivot 0.00 close_pivot 0.00 macd -2.12
      2019-11-04, Close, 24.62 macd_pivot 0.00 close_pivot 0.00 macd -2.00
      2019-11-05, Close, 24.44 macd_pivot 0.00 close_pivot 0.00 macd -1.60
      2019-11-06, Close, 23.97 macd_pivot 0.00 close_pivot 0.00 macd -1.13
      2019-11-07, Close, 24.03 macd_pivot 0.00 close_pivot 0.00 macd -0.84
      2019-11-08, Close, 23.87 macd_pivot 0.00 close_pivot 0.00 macd -0.67
      2019-11-11, Close, 23.00 macd_pivot 0.00 close_pivot 0.00 macd -0.56
      2019-11-12, Close, 23.26 macd_pivot 0.00 close_pivot 0.00 macd -0.50
      2019-11-13, Close, 22.87 macd_pivot 0.00 close_pivot 0.00 macd -0.50
      2019-11-14, Close, 23.38 macd_pivot 0.00 close_pivot 0.00 macd -0.52
      2019-11-15, Close, 23.75 macd_pivot 0.00 close_pivot 0.00 macd -0.47
      2019-11-18, Close, 23.91 macd_pivot 0.00 close_pivot 0.00 macd -0.21
      2019-11-19, Close, 24.46 macd_pivot 0.00 close_pivot 0.00 macd 0.02
      2019-11-20, Close, 23.93 macd_pivot 0.00 close_pivot 0.00 macd 0.24
      2019-11-21, Close, 23.76 macd_pivot 0.00 close_pivot 0.00 macd 0.34
      2019-11-22, Close, 23.08 macd_pivot 0.00 close_pivot 0.00 macd 0.29
      2019-11-25, Close, 22.15 macd_pivot 0.00 close_pivot 0.00 macd 0.02
      2019-11-26, Close, 21.70 macd_pivot 0.00 close_pivot 0.00 macd -0.38
      2019-11-27, Close, 21.78 macd_pivot 0.00 close_pivot 0.00 macd -0.70
      2019-11-28, Close, 21.28 macd_pivot 0.00 close_pivot 0.00 macd -0.98
      2019-11-29, Close, 21.17 macd_pivot 0.00 close_pivot 0.00 macd -1.11
      2019-12-02, Close, 21.29 macd_pivot 0.00 close_pivot 0.00 macd -1.02
      2019-12-03, Close, 21.87 macd_pivot 0.00 close_pivot 0.00 macd -0.72
      2019-12-04, Close, 21.67 macd_pivot 0.00 close_pivot 0.00 macd -0.52
      2019-12-05, Close, 22.37 macd_pivot 0.00 close_pivot 0.00 macd -0.16
      2019-12-06, Close, 22.39 macd_pivot 0.00 close_pivot 0.00 macd 0.15
      2019-12-09, Close, 22.28 macd_pivot 0.00 close_pivot 0.00 macd 0.34
      2019-12-10, Close, 22.45 macd_pivot 0.00 close_pivot 0.00 macd 0.38
      2019-12-11, Close, 23.96 macd_pivot 0.00 close_pivot 0.00 macd 0.62
      2019-12-12, Close, 22.99 macd_pivot 0.00 close_pivot 0.00 macd 0.57
      2019-12-13, Close, 22.58 macd_pivot 0.00 close_pivot 21.17 macd 0.47
      2019-12-16, Close, 23.12 macd_pivot 0.00 close_pivot 0.00 macd 0.45
      2019-12-17, Close, 23.65 macd_pivot 0.00 close_pivot 0.00 macd 0.51
      2019-12-18, Close, 24.16 macd_pivot 0.00 close_pivot 0.00 macd 0.31
      2019-12-19, Close, 24.00 macd_pivot 0.00 close_pivot 0.00 macd 0.34
      2019-12-20, Close, 24.32 macd_pivot 0.00 close_pivot 0.00 macd 0.50
      2019-12-23, Close, 23.02 macd_pivot 0.00 close_pivot 0.00 macd 0.41
      2019-12-24, Close, 23.51 macd_pivot 0.00 close_pivot 0.00 macd 0.27
      2019-12-25, Close, 23.65 macd_pivot 0.00 close_pivot 0.00 macd 0.20
      2019-12-26, Close, 23.81 macd_pivot 0.00 close_pivot 0.00 macd 0.08
      2019-12-27, Close, 23.44 macd_pivot 0.00 close_pivot 0.00 macd -0.18
      2019-12-30, Close, 23.16 macd_pivot 0.00 close_pivot 0.00 macd -0.16
      2019-12-31, Close, 23.12 macd_pivot 0.00 close_pivot 0.00 macd -0.18
      2020-01-02, Close, 23.77 macd_pivot 0.00 close_pivot 0.00 macd -0.12
      2020-01-03, Close, 24.31 macd_pivot 0.00 close_pivot 0.00 macd -0.05
      2020-01-06, Close, 24.40 macd_pivot 0.00 close_pivot 0.00 macd 0.13
      2020-01-07, Close, 24.73 macd_pivot 0.00 close_pivot 0.00 macd 0.28
      2020-01-08, Close, 23.73 macd_pivot 0.00 close_pivot 0.00 macd 0.38
      2020-01-09, Close, 24.57 macd_pivot 0.00 close_pivot 0.00 macd 0.44
      2020-01-10, Close, 24.50 macd_pivot 0.00 close_pivot 0.00 macd 0.41
      2020-01-22, Close, 25.49 macd_pivot 0.00 close_pivot 0.00 macd 0.43
      2020-01-23, Close, 23.31 macd_pivot 0.00 close_pivot 0.00 macd 0.13
      2020-02-03, Close, 20.97 macd_pivot 0.00 close_pivot 0.00 macd -0.21
      2020-02-04, Close, 19.48 macd_pivot 0.00 close_pivot 0.00 macd -0.80
      2020-02-05, Close, 21.02 macd_pivot 0.00 close_pivot 0.00 macd -1.17
      2020-02-06, Close, 21.04 macd_pivot 0.00 close_pivot 0.00 macd -1.72
      2020-02-07, Close, 21.06 macd_pivot 0.00 close_pivot 0.00 macd -1.80
      2020-02-10, Close, 21.31 macd_pivot 0.00 close_pivot 0.00 macd -1.49
      2020-02-11, Close, 22.10 macd_pivot 0.00 close_pivot 0.00 macd -0.72
      2020-02-12, Close, 22.12 macd_pivot 0.00 close_pivot 0.00 macd -0.26
      2020-02-13, Close, 21.64 macd_pivot 0.00 close_pivot 0.00 macd 0.24
      2020-02-14, Close, 21.65 macd_pivot 0.00 close_pivot 0.00 macd 0.53
      2020-02-17, Close, 22.55 macd_pivot 0.00 close_pivot 0.00 macd 0.62
      2020-02-18, Close, 23.91 macd_pivot 0.00 close_pivot 19.48 macd 0.53
      2020-02-19, Close, 24.08 macd_pivot 0.00 close_pivot 0.00 macd 0.62
      2020-02-20, Close, 24.30 macd_pivot 0.00 close_pivot 0.00 macd 0.83
      2020-02-21, Close, 24.94 macd_pivot 0.00 close_pivot 0.00 macd 1.10
      2020-02-24, Close, 26.52 macd_pivot 0.00 close_pivot 0.00 macd 1.37
      2020-02-25, Close, 26.18 macd_pivot 0.00 close_pivot 0.00 macd 1.42
      2020-02-26, Close, 24.36 macd_pivot 0.00 close_pivot 0.00 macd 1.25
      2020-02-27, Close, 24.41 macd_pivot 0.00 close_pivot 0.00 macd 0.99
      2020-02-28, Close, 22.46 macd_pivot 0.00 close_pivot 0.00 macd 0.41
      2020-03-02, Close, 23.87 macd_pivot 0.00 close_pivot 0.00 macd -0.25
      2020-03-03, Close, 24.01 macd_pivot 0.00 close_pivot 0.00 macd -0.69
      2020-03-04, Close, 24.32 macd_pivot 0.00 close_pivot 0.00 macd -0.72
      2020-03-05, Close, 24.69 macd_pivot 0.00 close_pivot 0.00 macd -0.71
      2020-03-06, Close, 24.20 macd_pivot 0.00 close_pivot 0.00 macd -0.28
      2020-03-09, Close, 24.25 macd_pivot 0.00 close_pivot 0.00 macd 0.02
      2020-03-10, Close, 25.81 macd_pivot 0.00 close_pivot 0.00 macd 0.42
      2020-03-11, Close, 24.64 macd_pivot 0.00 close_pivot 0.00 macd 0.45
      2020-03-12, Close, 24.02 macd_pivot 0.00 close_pivot 0.00 macd 0.36
      2020-03-13, Close, 23.50 macd_pivot 0.00 close_pivot 0.00 macd 0.11
      2020-03-16, Close, 21.87 macd_pivot 0.00 close_pivot 0.00 macd -0.16
      2020-03-17, Close, 21.74 macd_pivot 0.00 close_pivot 0.00 macd -0.75
      2020-03-18, Close, 20.91 macd_pivot 0.00 close_pivot 0.00 macd -1.16
      2020-03-19, Close, 21.40 macd_pivot 0.00 close_pivot 0.00 macd -1.35
      2020-03-20, Close, 21.81 macd_pivot 0.00 close_pivot 0.00 macd -1.45
      2020-03-23, Close, 21.03 macd_pivot 0.00 close_pivot 0.00 macd -1.29
      2020-03-24, Close, 21.75 macd_pivot 0.00 close_pivot 0.00 macd -0.89
      2020-03-25, Close, 21.91 macd_pivot 0.00 close_pivot 0.00 macd -0.41
      2020-03-26, Close, 21.32 macd_pivot 0.00 close_pivot 0.00 macd -0.16
      2020-03-27, Close, 21.10 macd_pivot 0.00 close_pivot 0.00 macd -0.06
      2020-03-30, Close, 19.98 macd_pivot 0.00 close_pivot 0.00 macd -0.08
      2020-03-31, Close, 19.63 macd_pivot 0.00 close_pivot 0.00 macd -0.30
      2020-04-01, Close, 19.29 macd_pivot 0.00 close_pivot 0.00 macd -0.66
      2020-04-02, Close, 19.81 macd_pivot 0.00 close_pivot 0.00 macd -0.80
      2020-04-03, Close, 19.56 macd_pivot 0.00 close_pivot 0.00 macd -0.88
      2020-04-07, Close, 20.02 macd_pivot 0.00 close_pivot 0.00 macd -0.78
      2020-04-08, Close, 20.44 macd_pivot 0.00 close_pivot 0.00 macd -0.48
      2020-04-09, Close, 20.55 macd_pivot 0.00 close_pivot 0.00 macd -0.09
      2020-04-10, Close, 19.86 macd_pivot 0.00 close_pivot 0.00 macd 0.06
      2020-04-13, Close, 19.46 macd_pivot 0.00 close_pivot 0.00 macd 0.21
      2020-04-14, Close, 19.90 macd_pivot 0.00 close_pivot 0.00 macd 0.19
      2020-04-15, Close, 19.74 macd_pivot 0.00 close_pivot 0.00 macd 0.04
      2020-04-16, Close, 19.64 macd_pivot 0.00 close_pivot 19.29 macd -0.18
      2020-04-17, Close, 19.60 macd_pivot 0.00 close_pivot 0.00 macd -0.21
      2020-04-20, Close, 19.82 macd_pivot 0.00 close_pivot 0.00 macd -0.16
      2020-04-21, Close, 19.74 macd_pivot 0.00 close_pivot 0.00 macd -0.17
      2020-04-22, Close, 19.72 macd_pivot 0.00 close_pivot 0.00 macd -0.10
      2020-04-23, Close, 19.42 macd_pivot 0.00 close_pivot 0.00 macd -0.03
      2020-04-24, Close, 18.94 macd_pivot 0.00 close_pivot 0.00 macd -0.07
      2020-04-27, Close, 18.36 macd_pivot 0.00 close_pivot 0.00 macd -0.25
      2020-04-28, Close, 16.87 macd_pivot 0.00 close_pivot 0.00 macd -0.52
      2020-04-29, Close, 16.37 macd_pivot 0.00 close_pivot 0.00 macd -0.86
      2020-04-30, Close, 17.22 macd_pivot 0.00 close_pivot 0.00 macd -1.05
      2020-05-06, Close, 18.12 macd_pivot 0.00 close_pivot 0.00 macd -1.07
      2020-05-07, Close, 18.29 macd_pivot 0.00 close_pivot 0.00 macd -0.93
      2020-05-08, Close, 18.50 macd_pivot 0.00 close_pivot 0.00 macd -0.48
      2020-05-11, Close, 18.62 macd_pivot 0.00 close_pivot 0.00 macd 0.08
      2020-05-12, Close, 18.66 macd_pivot 0.00 close_pivot 0.00 macd 0.44
      2020-05-13, Close, 18.49 macd_pivot 0.00 close_pivot 0.00 macd 0.56
      2020-05-14, Close, 19.34 macd_pivot 0.00 close_pivot 0.00 macd 0.67
      2020-05-15, Close, 19.19 macd_pivot 0.00 close_pivot 0.00 macd 0.58

      why self.close_pivot work properly, but not self.macd_pivot, self.macd is calculated correctly

      1 Reply Last reply Reply Quote 0
      • 1 / 1
      • First post
        Last post
      Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors