Have the slowStoch indicator contain 1 or 2 output?

[Nguyễn Sơn]

Hi,

I tend to use the stochasticK and stochasticD by using function integrated with TA lib. On TA lib side, talib.STOCH contain 2 output, I also have read the doc but is seem to be wrong when implemented

print(bt.talib.STOCH.__doc__)
>STOCH([input_arrays], [fastk_period=5], [slowk_period=3], [slowk_matype=0], [slowd_period=3], [slowd_matype=0])
>Stochastic (Momentum Indicators)
>Inputs:
>    prices: ['high', 'low', 'close']
>Parameters:
>    fastk_period: 5
>    slowk_period: 3
>    slowk_matype: 0
>    slowd_period: 3
>    slowd_matype: 0
>Outputs:
>    slowk
>    slowd

then I use

self.stoch, self.stoch1 = bt.talib.STOCH(self.data.high, self.data.low, self.data.close)
>>ValueError: not enough values to unpack (expected 2, got 0)

Pls, help!

[backtrader]

Indicators in backtrader have lines which are the output and are not calculated on the spot as your execution suggests.

All ta-lib indicators when integrated in backtrader behave as the regular indicators of backtrader. They won't work isolated (which seems to be how you use them)

See the actual auto-generated STOCH indicator here and the lines naming

• Docs - ta-lib - STOCH - https://www.backtrader.com/docu/talibindautoref/#stoch

You have to use it like any other indicator in backtrader by referencing the lines and the actual index [x] you want to address (or by using arithmetic/logic operations on the lines)

• Docs - Indicator Usage - https://www.backtrader.com/docu/induse/
• Docs - Platform Concepts - Lines - https://www.backtrader.com/docu/concepts/#lines

You may also have a look at the ta-lib comparison post here

• Docs - ta-lib integration - https://www.backtrader.com/blog/posts/2016-07-26-talib-integration/talib-integration/

As shown the values are exactly the same (actually backtrader is more accurate or de-facto-compliant in some cases, where ta-lib fails to define an initial seed for exponentially smoothed based indicators)