Problem with plotting buy sell arrows

zblp

Hi guys, I've just started using backtrader and I am struggling with plotting.
Buy sell arrows don't seem in the correct place. There is some kind of scaling issue. I have a csv data with 5m frames. As you can see in my script I'm using

timeframe=bt.TimeFrame.Minutes,
compression=5

Any help is appreciated.

Plot:

You can see my config below:

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt
import backtrader.feeds as btfeeds
import datetime
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])
import numpy


# Create a Stratey
class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close
        self.datahigh = self.datas[0].high

        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None

        # Add a MovingAverageSimple indicator
        self.ma7 = bt.indicators.SimpleMovingAverage(self.datas[0], period=7)
        self.ma25 = bt.indicators.SimpleMovingAverage(self.datas[0], period=25)

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.8f, Cost: %.8f, Comm %.8f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.8f, Cost: %.8f, Comm %.8f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order
        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.8f, NET %.8f' %
                 (trade.pnl, trade.pnlcomm))

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.8f' % self.dataclose[0])

        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...

            if self.ma7[0] > self.ma25[0]:

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.8f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

        else:

            if self.ma7[0] < self.ma25[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.8f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()


if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Datas are in a subfolder of the samples. Need to find where the script is
    # because it could have been called from anywhere
    modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
    datapath = os.path.join(modpath, 'ohlcv1.csv')

    data = btfeeds.GenericCSVData(
        dataname=datapath,
        dtformat='%Y-%m-%d %H:%M:%S',
        datetime=0,
        open=1,
        high=2,
        low=3,
        close=4,
        volume=5,
        openinterest=-1,
        timeframe = bt.TimeFrame.Minutes,
        compression=5
    )


    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

    # Set our desired cash start
    cerebro.broker.setcash(1000.0)

    # Add a FixedSize sizer according to the stake
    cerebro.addsizer(bt.sizers.FixedSize, stake=0.2)

    # Set the commission
    cerebro.broker.setcommission(commission=0.001)

    # Print out the starting conditions
    print('Starting Portfolio Value: %.8f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    # Print out the final result
    print('Final Portfolio Value: %.8f' % cerebro.broker.getvalue())


    # Plot the result
    cerebro.plot(style='candlestick', barup='green', bardown='red')

backtrader

@zblp said in Problem with plotting buy sell arrows:

Buy sell arrows don't seem in the correct place

They are

@zblp said in Problem with plotting buy sell arrows:

There is some kind of scaling issue

No, there isn't. Your data doesn't have enough price difference from the highest high to the lowest low for the default configuration. See:

Docs - Observer Reference

Disable the standard observers in cerebro using stdstats and add the observers you may wish with the configuration of your choice. See:

zblp

Hi, thank you very much for help. I'm creating the cerebro entity with stdstats=False right now, but as you can see in the figure, arrows placed in the middle of the candles. Is there a way to add some kind of margin space between arrows and candles?

backtrader

In the "Observers Reference* pasted above you have the parameters which can be given to the BuySell observer which do that (it is part of the standard configuration), namely barplot to activate the plotting away from the price and bardist to control the distance.