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Alligator Strategy

  • Hello, I am trying to achive an strategy based on the alligator indicator. I'm constructing the indicator in the init function:

    params = dict(lrperiod=89,jaw_wind=13,teeth_wind=8,lips_wind=5,)
    def __init__(self):
            hi_lo_avg = (self.data1.high + self.data1.low) / 2.0
            jaw = btind.SmoothedMovingAverage(hi_lo_avg, period=self.params.jaw_wind, plotname='Jaw')(8)
            teeth = btind.SmoothedMovingAverage(hi_lo_avg, period=self.params.teeth_wind, plotname='Lips')(5)
            lips = btind.SmoothedMovingAverage(hi_lo_avg, period=self.params.lips_wind, plotname='Teeth')(3)

    But when I'm running the strategy using multiple Data (2 Time Frames) is not doing any trade and is not ploting the indicator. I look further and looks like is not getting the correct data feed for the indicator.

    I see in multi_example that they iterates the indicator over the datas[i] but my first data is seconds (I don't want tha calculate anything there) just in the second data feed (hourly data).

  • administrators

    I would argue your problem is in how you call the indicator. But it is a long shot, given that part isn't shown.

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