Line Coupling - array index error

[monstrar]

Dear all,

Thanks once again for the backtesting library! I am trying to make a simple strategy using multiple timeframes using the docs and I have the following error:

IndexError                                Traceback (most recent call last)
<ipython-input-93-1e09a42bc364> in <module>
     35 print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
     36 
---> 37 cerebro.run(runonce=False)
     38 
     39 print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

~\Anaconda3\envs\user\lib\site-packages\backtrader\cerebro.py in run(self, **kwargs)
   1125             # let's skip process "spawning"
   1126             for iterstrat in iterstrats:
-> 1127                 runstrat = self.runstrategies(iterstrat)
   1128                 self.runstrats.append(runstrat)
   1129                 if self._dooptimize:

~\Anaconda3\envs\user\lib\site-packages\backtrader\cerebro.py in runstrategies(self, iterstrat, predata)
   1296                     self._runnext_old(runstrats)
   1297                 else:
-> 1298                     self._runnext(runstrats)
   1299 
   1300             for strat in runstrats:

~\Anaconda3\envs\user\lib\site-packages\backtrader\cerebro.py in _runnext(self, runstrats)
   1628                 self._check_timers(runstrats, dt0, cheat=False)
   1629                 for strat in runstrats:
-> 1630                     strat._next()
   1631                     if self._event_stop:  # stop if requested
   1632                         return

~\Anaconda3\envs\user\lib\site-packages\backtrader\strategy.py in _next(self)
    345 
    346     def _next(self):
--> 347         super(Strategy, self)._next()
    348 
    349         minperstatus = self._getminperstatus()

~\Anaconda3\envs\user\lib\site-packages\backtrader\lineiterator.py in _next(self)
    261 
    262         for indicator in self._lineiterators[LineIterator.IndType]:
--> 263             indicator._next()
    264 
    265         self._notify()

~\Anaconda3\envs\user\lib\site-packages\backtrader\linebuffer.py in _next(self)
    619         elif clock_len == self._minperiod:
    620             # only called for the 1st value
--> 621             self.nextstart()
    622         else:
    623             self.prenext()

~\Anaconda3\envs\user\lib\site-packages\backtrader\lineroot.py in nextstart(self)
    142         calling next
    143         '''
--> 144         self.next()
    145 
    146     def next(self):

~\Anaconda3\envs\user\lib\site-packages\backtrader\linebuffer.py in next(self)
    742     def next(self):
    743         if self.bline:
--> 744             self[0] = self.operation(self.a[0], self.b[0])
    745         elif not self.r:
    746             if not self.btime:

~\Anaconda3\envs\user\lib\site-packages\backtrader\linebuffer.py in __getitem__(self, ago)
    161 
    162     def __getitem__(self, ago):
--> 163         return self.array[self.idx + ago]
    164 
    165     def get(self, ago=0, size=1):

IndexError: array index out of range

The code I use (for completeness sake added the pandasdata class as well):

class PandasData(bt.feeds.PandasData):
    params = (
        ('datetime', None),

        ('open', 'op'),
        ('high', 'hi'),
        ('low', 'lo'),
        ('close', 'clo'),
        ('volume', 'volume'),
        ('openinterest', None),
        ('number_of_trades', 'number_of_trades')
    )


class TestCrossStrategy(bt.Strategy):
    def __init__(self):
        sma0 = btind.SMA(self.data0, period=5)
        sma1 = btind.SMA(self.data1, period=10) 

        self.strategyline = sma0 > sma1()
        
    def next(self):
        print('LTF Strategy: ', len(self.datas[0]))
        print('HTF Strategy: ', len(self.datas[1]))
        print('Strategy line', self.strategyline[0])

cerebro = bt.Cerebro()
ltf_data = PandasData(dataname=ltf_train, timeframe=bt.TimeFrame.Minutes, compression=1, plot=True)
htf_data = PandasData(dataname=htf_train, timeframe=bt.TimeFrame.Minutes, compression=30, plot=True)

data = cerebro.adddata(ltf_data)
data2 = cerebro.adddata(htf_data)

cerebro.addstrategy(TestCrossStrategy)
cerebro.broker.set_cash(10000)
 
cerebro.run(runonce=False)

The strange thing for me is that when I change my htf_train to 5minute data, the code works fine and I dont get an error. If I use htf_train as 30 minute timeframe, 1 hour timeframe, 4 hour timeframe, or more, it all gives the same error.

I think there is something wrong with my data then but I dont know what could be wrong with it. Below is the data (experts of it, index is datetime):

ltf_train

htf_train

Thanks in advance!

Kind regards,

monstrar

[monstrar]

Fixed this. My self.datas[1] has to start at same time as self.datas[0]. So I deleted the first 29 entries of self.datas[0] and it's fixed! :)