How to print and plot ta-lib candlestick patterns ?

Rushi Chaudhari

import backtrader as bt
from datetime import datetime

class firstStrategy(bt.Strategy):
    params = (
        ('period',21),
        )

    def __init__(self):
        self.startcash = self.broker.getvalue()
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.params.period)
        self.morningstar = bt.talib.CDLMORNINGSTAR(self.data.open,self.data.high,self.data.low, self.data.close, penetration=0.3)

    def next(self):
        print(self.morningstar)
        if not self.position:
            if self.rsi < 30:
                self.buy(size=5)
            if self.morningstar == 100:
                self.buy(size=2)
        else:
            if self.rsi > 70:
                self.sell(size=5)

if __name__ == '__main__':
    #Variable for our starting cash
    startcash = 10000

    #Create an instance of cerebro
    cerebro = bt.Cerebro(optreturn=False)

    #Add our strategy
    cerebro.optstrategy(firstStrategy, period=range(14,16))

    #Get Apple data from Yahoo Finance.
    data = bt.feeds.YahooFinanceData(
        dataname='IBULHSGFIN.NS',
        fromdate = datetime(2019,1,1),
        todate = datetime(2020,1,1),
        buffered= True
        )


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

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

    # Run over everything
    opt_runs = cerebro.run()

    # Generate results list
    final_results_list = []
    for run in opt_runs:
        for strategy in run:
            value = round(strategy.broker.get_value(),2)
            PnL = round(value - startcash,2)
            period = strategy.params.period
            final_results_list.append([period,PnL])

    #Sort Results List
    by_period = sorted(final_results_list, key=lambda x: x[0])
    by_PnL = sorted(final_results_list, key=lambda x: x[1], reverse=True)

    #Print results
    print('Results: Ordered by period:')
    for result in by_period:
        print('Period: {}, PnL: {}'.format(result[0], result[1]))
    print('Results: Ordered by Profit:')
    for result in by_PnL:
        print('Period: {}, PnL: {}'.format(result[0], result[1]))

    cerebro.optstrategy(firstStrategy, period=by_PnL[0])
    
    cerebro.plot(style='candlestick')

I am not able to access self.morningstar as a value in next() function.

ab_trader

That is is really sad. Why do you think so?

It would be nice if you post some details, so others can make an educated guess and might be even able to help you.

UPDATE: By the way I ran your code and it accesses the self.morningstar in the next().

Rushi Chaudhari

@ab_trader Morning star returns -100 or 0 or 100
How can I print what is being returned ?
For eg. print(self.rsi) prints a number, but print(self.morningstar) is printing an object.

also is it possible to circle a pattern like this ?

ab_trader

Ok, it is clear that you can access it, but printing is wrong.

In your code you print the object, so bt works as expected:

print(self.morningstar)

In order to print the last value the code should be like this:

print(self.morningstar[0])

You can probably make circle like you shown, but it might take a lot of coding. Much easier is just to put a marker (arrow or triangle) at the pattern.

backtrader

@Rushi-Chaudhari said in How to print and plot ta-lib candlestick patterns ?:

For eg. print(self.rsi) prints a number, but print(self.morningstar) is printing an object.

This is IMPOSSIBLE. Because both are objects. You also said that you couldn't access self.morningstar, but it is obviously accessible.

@Rushi-Chaudhari said in How to print and plot ta-lib candlestick patterns ?:

also is it possible to circle a pattern like this ?

No, there is no such thing as a circle. You could in any case plot a marker which is a 0 with no filling at the maximum. Have a look at the BuySell observer code.

Rushi Chaudhari

@backtrader Is it possible to check if a candlestick pattern has been observed today? How should i return yes/no value ?

backtrader

@Rushi-Chaudhari said in How to print and plot ta-lib candlestick patterns ?:

Is it possible to check if a candlestick pattern has been observed today?

Never used it. But you apparently already know the values to look for

@Rushi-Chaudhari said in How to print and plot ta-lib candlestick patterns ?:

@ab_trader Morning star returns -100 or 0 or 100

Rushi Chaudhari

Oh, finally got it working, can you add this in documentation, or can I ?

Eddy Bennett

How did you resolve this in the end?

backtrader

I think he meant ... he understood which values to consider. Obviously if the current [0] value evaluates to True, one can confidently assume that ta-lib has detected a pattern. If it evaluates to False, there is no pattern.