Can somebody explain me how to use the heikin ashi indicator into a strategy

Simone

Hi at all as you can see from the short description field can somebody explain me how to use heikin ashi indicator into a strategy. I was reading the documentation about the heikin ashi but i didn't understand how implement the indicator inside my strategy. Can somebody please help me?

backtrader

The indicator version has with 4 output lines

ha_open
ha_high
ha_low
ha_close

It works exactly as any other indicator. What is the problem?

Simone

I want to use the heikin ashi data into the indicators, for example, i want to use the weighted moving avarage and the RSI also based to the Hekin Ashi data.
I've tried to wrote this:

self.sma=bt.indicators.SimpleMovingAverage(self.hk.close[0], period=self.params.speriod)

but is not working. Is giving me:

AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Strateg' object has no attribute 'ha_close'

I've tried also in that way:

def __init__(self):
        self.ha_close=bt.indicators.HeikinAshi()
        self.startcash=self.broker.getvalue()
	self.ema=bt.indicators.WeightedMovingAverage(
		self.ha_close[0],period=self.params.period)

IndexError: array index out of range

And another question because on internet (https://backtest-rookies.com/2018/01/26/backtrader-working-heikin-ashi/) i found a tutorial that explain one strategy code but is using hk.close instead of ha_close that you told me.

P.S. I'm sorry if my question are so obviously for a lot of people. I'm pretty new and here is look like one of the only place that somebody can help me

momentum

You don't pass to the SimpleMovingAverage the ha_close line (self.hk.close) but rather a specific value of it (self.hk.close[0]).

If you look at the implementation of class HeikinAshi, it has line alias

    lines = ('ha_open', 'ha_high', 'ha_low', 'ha_close',)

    linealias = (
        ('ha_open', 'open',),
        ('ha_high', 'high',),
        ('ha_low', 'low',),
        ('ha_close', 'close',),
    )

backtrader

@Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy:

You say you want to work with the INDICATOR.

@backtrader said in Can somebody explain me how to use the heikin ashi indicator into a strategy:

The indicator version has with 4 output lines

ha_open

You get information for the INDICATOR

@Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy:

but is using hk.close instead of ha_close that you told me.

Apparently you DON'T want the INDICATOR. You want a standard data stream transformed into a Heikin Ashi data stream.

But first, if you have the indicator ... with a line named ha_close, you don't do this

@Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy:

self.sma=bt.indicators.SimpleMovingAverage(self.hk.ha_close[0], period=self.params.speriod)

Because as pointed out by @momentum, you are passing the CURRENT value (which at the moment you actually create it ... it doesn't exist) to the SimpleMovingAverage

You pass the ENTIRE line

self.sma=bt.indicators.SimpleMovingAverage(self.hk.ha_close, period=self.params.speriod)

If you want the transformed data you add a filter

data.addfilter(bt.filters.HeikinAshi)

Please read this post

Blog - Release 1.9.51.121

jennywestwong

@backtrader, @momentum @Simone with addfilter, the whole data source changes to heikin ashi values and the backtest produces fake results with non existing value. But what if I only want to use specific heiken ashi o/h/l/c and normal o/h/l/c values in my strategy to compute something?