3. Problem plotting with data from IBstore and RSI
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Problem plotting with data from IBstore and RSI

  • I

    Hello,
    I'm logged into a paper account in Interactive Broker Workstation with user edemo.

    The following code works:

    import backtrader as bt
from datetime import datetime

class firstStrategy(bt.Strategy):

	lb_ = 30
	ub_ = 70
	period_ = 21

	count = 0
	max_count = 50

	def __init__(self):
		count = 0

	def next(self):
		self.count = self.count + 1
		if (self.count >= self.max_count):
			cerebro.runstop()

cerebro = bt.Cerebro()

cerebro.addstrategy(firstStrategy)

store = bt.stores.IBStore(port=7497)

data = store.getdata(dataname='LABU',
					 timeframe=bt.TimeFrame.Ticks)
					 
cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds,
					 compression=5)
cerebro.adddata(data)

cerebro.broker.setcash(10000)

cerebro.run()

cerebro.plot(style='candlestick')

    and presents the following graph (notice that for some reason in shows the graph twice..):
    0_1542733682508_run_1.png

    when I add RSI, the plot stops working. I simple change class firstStrategy into the following:

    import backtrader as bt
from datetime import datetime

class firstStrategy(bt.Strategy):

	lb_ = 30
	ub_ = 70
	period_ = 21

	count = 0
	max_count = 50

	def __init__(self):
		self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.period_, lowerband=self.lb_, upperband=self.ub_)
		self.count = 0

	def next(self):
		if not self.position:
			if self.rsi < 30:
				self.buy()
		else:
			if self.rsi > 70:
				self.sell()

		self.count = self.count + 1
		if (self.count >= self.max_count):
			cerebro.runstop()

cerebro = bt.Cerebro()
cerebro.addstrategy(firstStrategy)
store = bt.stores.IBStore(port=7497)
data = store.getdata(dataname='LABU',
					 timeframe=bt.TimeFrame.Ticks)
cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds,
					 compression=5)
cerebro.adddata(data)
cerebro.broker.setcash(10000)
cerebro.run()
cerebro.plot(style='candlestick')

    The plot fails, with the following message:

    Traceback (most recent call last):
  File "C:/Users/ilans/PycharmProjects/BAckTestRookies_getting_started/worked.py", line 39, in <module>
	cerebro.plot(style='candlestick')
  File "C:\Python\lib\site-packages\backtrader\cerebro.py", line 991, in plot
	start=start, end=end, use=use)
  File "C:\Python\lib\site-packages\backtrader\plot\plot.py", line 228, in plot
	downinds=self.dplotsdown[ind])
  File "C:\Python\lib\site-packages\backtrader\plot\plot.py", line 392, in plotind
	ax = masterax or self.newaxis(ind, rowspan=self.pinf.sch.rowsminor)
  File "C:\Python\lib\site-packages\backtrader\plot\plot.py", line 358, in newaxis
	rowspan=rowspan, sharex=self.pinf.sharex)
  File "C:\Python\lib\site-packages\matplotlib\pyplot.py", line 1270, in subplot2grid
	colspan=colspan)
  File "C:\Python\lib\site-packages\matplotlib\gridspec.py", line 70, in new_subplotspec
	subplotspec = self[loc1:loc1+rowspan, loc2:loc2+colspan]
  File "C:\Python\lib\site-packages\matplotlib\gridspec.py", line 168, in __getitem__
	[_normalize(k1, nrows), _normalize(k2, ncols)], (nrows, ncols))
  File "C:\Python\lib\site-packages\matplotlib\gridspec.py", line 160, in _normalize
	raise IndexError("invalid index")
IndexError: invalid index

    However, everything is fine and dandy when I'm running the same code, only instead of IBstore, I use Quandl:

    data = bt.feeds.Quandl(
dataname='TWTR',
fromdate=datetime(2016, 1, 1),
todate=datetime(2016, 12, 31),
reverse=False)

    Can you please assist me with this?
    Thanks!

    0
    B
     1 Reply
  • B
    administrators

    @ilan-seeder said in Problem plotting with data from IBstore and RSI:

    Can you please assist me with this?

    Quandl is not a live data feed. You are downloading live data and stopping the run, thus unbalancing buffers for the indicator.

    You probably want to do a historical download for IB to plot.

    1