Issue with BuySell obverver plot from cerebro.plot(). Disappearing with few data points

Lammy

Hello,

After a while of trying to trace the source of my missing BuySell indicators, I think the issue is with backtrader.
Consider the following example:

class St(bt.Strategy):

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

	def next(self):
		if self.dataclose[0] > 2944:
			self.order = self.sell()


data = bt.feeds.BacktraderCSVData(dataname='data.csv')

cerebro = bt.Cerebro()
cerebro.adddata(data)
cerebro.addstrategy(St)
cerebro.run()
cerebro.plot()

With data.csv

Date,Open,High,Low,Close,Volume,OpenInterest
2005-01-03,2952.29,2989.61,2946.80,2970.02,0,0
2005-01-04,2969.78,2979.88,2961.14,2971.12,0,0
2005-01-05,2969.00,2969.00,2942.69,2947.19,0,0
2005-01-06,2947.44,2967.65,2947.44,2966.24,0,0
2005-01-07,2965.54,2988.99,2964.48,2979.82,0,0
2005-01-10,2980.30,2986.07,2967.79,2977.21,0,0
2005-01-11,2977.14,2981.51,2943.42,2949.29,0,0
2005-01-12,2948.89,2952.79,2914.00,2924.01,0,0
2005-01-13,2925.60,2943.09,2922.91,2936.32,0,0
2005-01-14,2933.58,2951.77,2925.13,2948.22,0,0
2005-01-17,2948.11,2963.22,2948.11,2963.06,0,0
2005-01-18,2962.28,2965.60,2940.77,2962.50,0,0
2005-01-19,2963.91,2976.33,2957.21,2959.90,0,0
2005-01-20,2957.55,2957.55,2929.78,2937.71,0,0
2005-01-21,2937.27,2944.92,2927.62,2940.87,0,0
2005-01-24,2939.68,2940.02,2916.08,2937.83,0,0
2005-01-25,2937.66,2960.90,2932.56,2958.61,0,0
2005-01-26,2958.31,2967.62,2954.36,2956.43,0,0
2005-01-27,2956.32,2970.81,2948.55,2970.81,0,0
2005-01-28,2969.91,2977.99,2950.68,2955.89,0,0
2005-01-31,2958.07,2987.88,2958.07,2984.75,0,0
2005-02-01,2984.63,3008.85,2982.06,3008.85,0,0
2005-02-02,3009.08,3022.87,3008.92,3021.95,0,0
2005-02-03,3021.94,3023.85,3001.87,3010.39,0,0
2005-02-04,3011.58,3038.31,3011.58,3037.13,0,0

This yields:

alt text

But delete the last 6 dates from data.csv and you will end up with this:

alt text

In addition, if my data is on hourly resolution, all BuySell markers disappear, no matter how many hours I include.

Any idea what to do?

backtrader

@lammy said in Issue with BuySell obverver plot from cerebro.plot(). Disappearing with few data points:

I think the issue is with backtrader.

Sorry, but you are wrong. The issue is with matplotlib and with not using the existing possibilities of the platform to try to compensate.

But first: backtrader is NOT a charting platform. The possibility to offer automated charts (at the end of the backtesting) with some customization options is meant as a visual aid.

And it is not a charting platform because backtesting relies on numbers and not on charts.

Even if matplotlib is a great platform and backtrader tries to abstract as much as possible to offer automated charts, not everything is possible.

Your options:

Change the way the BuySell observer shows up by plotting right on the price and not above/below the price. See Docs - Observer Reference
Plot the data allowing other items to change the scale. See ylimited - Docs - Plotting

@lammy said in Issue with BuySell obverver plot from cerebro.plot(). Disappearing with few data points:

In addition, if my data is on hourly resolution

Have you told the platform when loading your data that your data has your expected timeframe/compression?

Lammy

@backtrader

You are absolutely right, the problem is not with backtrader, but rather with matplotlib. Taking a look at the (excellent) documentation and previous questions have highlighted that for me.

I will post my workaround as soon as I am done.
For others who are stuggeling here, take a look at:

https://www.backtrader.com/docu/observers-reference.html?highlight=buysell#backtrader.observers.BuySell
https://www.backtrader.com/blog/posts/2016-12-10-buysellarrows/buysellarrows.html
https://community.backtrader.com/topic/8/change-buysell-to-trade-arrows-in-charts-213/3

emmepra

Hey @Lammy have you solved this in the end?

I'm trying to handle this arrows misplacement problem with my tick data (single-tick value).
The only solution that I've found is to call:

cerebro = bt.Cerebro(stdstats=False)
cerebro.addobserver(bt.Observers.BuySell)

This way the arrows will be printed above/under the priceline and maybe, as in my case, too close to it. But I think is better to have it too close than not having at all!

Errata Corrige: this solution will lead to many problems when plotting more than one datas, I'm currently looking for another option to solve it!