Trying to check 3 consecutive candles in the same direction

Dvenzi

Hello,

i'm trying to check for for consecutive candles in the same direction in my CSV, here is how im doign it:

Strategy file:
#------------------------------------------------------------------------------------------------------------------------------------------------
import backtrader as bt

class ThreeCandles(bt.Strategy):

#def log(self, txt, dt=None):
#    dt= dt or self.datas[0].datetime.date(0)
 #   print("{}, {}".format(dt.isoformat(),txt))

def __init__(self):
    self.dataclose = self.datas[0].close
    self.dataopen = self.datas[0].open

def next(self):
    #self.log('Close, {}'.format(self.dataclose[0]))

    if self.dataclose[0] > self.dataopen[0]:

        if self.dataclose[-1] > self.dataopen[-1]:

            if self.dataclose[-2] > self.dataopen[-2]:

                print("Três linhas de crescimento consecutivas !")
    
    elif self.dataclose[0] < self.dataopen[0]:

        if self.dataclose[-1] < self.dataopen[-1]:

            if self.dataclose[-2] < self.dataopen[-2]:

                print("Três linhas de decrescimeto consecutivas !")

#-------------------------------------------------------------------------------------------------------------------------------------------
Main file:
#------------------------------------------------------------------------------------------------------------------------------------------------
from future import (absolute_import, division, print_function, unicode_literals)

import datetime
import os.path
import sys
import strategies

if name == 'main':
cerebro = strategies.bt.Cerebro()

cerebro.addstrategy(strategies.ThreeCandles)

modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(modpath, '/home/daniel/Documentos/FOREX/data/values.txt') 
data = strategies.bt.feeds.YahooFinanceCSVData(dataname=datapath, fromdate=datetime.datetime(2002, 1, 1), todate=datetime.datetime(2002,12,31), reverse=False)

cerebro.adddata(data)

cerebro.broker.setcash(sys.argv[1])

print("Begin with com: {0}".format(cerebro.broker.get_value()))

cerebro.run()

print("Finish with com: {0}".format(cerebro.broker.get_value()))

when i run it im getting this error:

Begin with com: 1000
Traceback (most recent call last):
File "main.py", line 24, in <module>
cerebro.run()
File "/usr/local/lib/python3.5/dist-packages/backtrader/cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "/usr/local/lib/python3.5/dist-packages/backtrader/cerebro.py", line 1187, in runstrategies
self._broker.start()
File "/usr/local/lib/python3.5/dist-packages/backtrader/broker.py", line 64, in start
self.init()
File "/usr/local/lib/python3.5/dist-packages/backtrader/brokers/bbroker.py", line 287, in init
self._fundshares = self.p.cash / self._fundval
TypeError: unsupported operand type(s) for /: 'str' and 'float'

what am i doing wrong? could it be something wrong with my csv file?

backtrader

@dvenzi said in Trying to check 3 consecutive candles in the same direction:

self._fundshares = self.p.cash / self._fundval
TypeError: unsupported operand type(s) for /: 'str' and 'float'

Your code is far from legible (please see the top of the forum for how to format code blocks)

But the above error should be the key: you have managed to get this operation: str / float, which means that you have set the cash using a string.

Dvenzi

Hello,

sorry for the ilegible code =s .
You are correct, i was setting the cash as a string. Already fixed it.

Thanks !