Pivot Point and Cross Plotting - plotting doesn't work
Ivan last edited by backtrader
I tried the example 'ppsample.py' described here:
but when I run:
./ppsample --plot --plot-on-daily
I am getting this error:
... ... ... 0507,0507,0023,2006-12-20,4019.19 0508,0508,0023,2006-12-21,4019.19 0509,0509,0023,2006-12-22,4019.19 0510,0510,0023,2006-12-27,4019.19 0511,0511,0023,2006-12-28,4019.19 0512,0512,0023,2006-12-29,4019.19 0513,0512,0024,2006-12-29,4060.59 Traceback (most recent call last): File "./ppsample.py", line 95, in <module> runstrat() File "./ppsample.py", line 70, in runstrat cerebro.plot(style='bar') File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\backtrader\cerebro.py", line 659, in plot useplotly=useplotly) File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\backtrader\plot\plot.py" , line 196, in plot self.plotdata(data, self.dplotsover[data]) File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\backtrader\plot\plot.py" , line 659, in plotdata self.plotind(data, ind, subinds=self.dplotsover[ind], masterax=ax) File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\backtrader\plot\plot.py" , line 410, in plotind plottedline = pltmethod(self.pinf.xdata, lplot, **plotkwargs) File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\matplotlib\__init__.py", line 1818, in inner return func(ax, *args, **kwargs) File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\matplotlib\axes\_axes.py ", line 1382, in plot for line in self._get_lines(*args, **kwargs): File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\matplotlib\axes\_base.py ", line 381, in _grab_next_args for seg in self._plot_args(remaining, kwargs): File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\matplotlib\axes\_base.py ", line 359, in _plot_args x, y = self._xy_from_xy(x, y) File "D:\Anaconda3\envs\python3.4.5\lib\site-packages\matplotlib\axes\_base.py ", line 219, in _xy_from_xy raise ValueError("x and y must have same first dimension") ValueError: x and y must have same first dimension
I am using Python 3.4.5, matplotlib 1.5.3, backtrader 184.108.40.206.
Please help. I would like to plot pivots on base chart (Daily in this case). Thanks
PivotPointfamily of indicators fail unfortunately to plot under the new synchronization mechanism released with
1.9.x, because under the old scheme they used the surrounding
Strategyinstance to auto-synchronize the
Extra logic has been added and pushed into the
developmentbranch to find the right synchronization source. The blog post will have to be updated, because the indicators can now auto-couple themselves.
You may check out the
developmentbranch and see the updated
This seems to be a bug or I don't understand something :(
I created an indicator similar to PivotPoint which uses the values from previous bar for the calculation.
My original data are daily data but I also resample to weekly and monthly.
When I plot my indicators on daily chart everything is fine for the indicator that works on daily data.
For the indicators that use resampled data (weekly&monthly), values seem not to be ok. For example, for weekly indicator, its value is changed each Tuesday, not Monday. Similar for monthly indicator, it changes its value not on the first trading day in the month but on the day after.
I am using last version of Backtrader.
The easiest way to see if you are doing something wrong or if the platform doesn't deliver would be to make a simple use case.
Your indicator is your intellectual property, but you may craft one that follows the same delivery principles, but returns nonsensical values. Bottom line: grasp what you'd like to see in comparison with what you actually see.
Ok, I put here what I got and what I think I should get. This example uses simple indicator which calculates high and low of the previous bar. Each bar on chart represents one trading day and the indicator is calculated for weekly data and plot on daily chart.
Weekly indicator should have the same value for the week November 7-11 but instead of that the same value is from November 8-14. I hope I managed to explain where is the problem.
Your description was clear, but charts don't help when having a look at what you may be experiencing. Hence the suggestion to simplify your code down to something that replicates what you do, but without sharing the details of your indicator.
It can't be simpler :) Just calculate Low of the previous bar in an indicator for weekly or monthly data and show the indicator on daily data. That it what I showed for SP500, Low and High (blue and red line).
Ivan last edited by backtrader
The code is not perfect but you can reproduce the issue with it:
from __future__ import (absolute_import, division, print_function, unicode_literals) from datetime import datetime import os.path import sys import backtrader as bt class TestIndicator(bt.Indicator): lines = ('h', 'l') plotinfo = dict(subplot=False) params = ( ('is_bars_aggregated', True), ('_autoplot', False), # attempt to plot on real target data ) def _plotinit(self): # Try to plot to the actual timeframe master if self.p._autoplot: if hasattr(self.data, 'data'): self.plotinfo.plotmaster = self.data.data def __init__(self): if self.p.is_bars_aggregated: high = self.data.high low = self.data.low else: high = self.data.high(-1) low = self.data.low(-1) self.lines.h=high self.lines.l=low if self.p._autoplot: self.plotinfo.plot = False # disable own plotting self() # Coupler to follow real object class TestStrategy(bt.Strategy): def __init__(self): self.TIDaily = TestIndicator(self.data0, is_bars_aggregated=False, plot=False) self.TIWeekly = TestIndicator(self.data1, is_bars_aggregated=True, _autoplot=True, plot=False) self.TIMonthly = TestIndicator(self.data2, is_bars_aggregated=True, _autoplot=False, plot=False) def notify_order(self, order): pass def notify_trade(self, trade): pass def next(self): pass if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) data = bt.feeds.YahooFinanceData(dataname='^GSPC', fromdate=datetime(2016, 11, 1), todate=datetime(2016, 11, 30)) data2=data.clone() data2.plotinfo.plot=False data3=data.clone() data3.plotinfo.plot=False cerebro.adddata(data) cerebro.resampledata(data2, timeframe=bt.TimeFrame.Weeks) cerebro.resampledata(data3, timeframe=bt.TimeFrame.Months) cerebro.broker.setcash(10000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=1) # Set the commission cerebro.broker.setcommission(commission=0.000) #cerebro.broker.setcommission(commission=7.0, margin=1000.0, mult=10.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Plot the result cerebro.plot(style='candle')
Actually, weekly indicator value is correct but the presentation on the graph is wrong.