Using backtrader to filter and plot symbols

Alireza Mastery

Hello

is it possible to use backtrader to filter symbols based on a certain condition?
for example finding symbols that are above 20-day moving average and plot those symbols with that moving average

thank you

tianjixuetu

@Alireza-Mastery you can do it。it is just a for-loop all the symbols.

Alireza Mastery

thank you for your answer
can you elaborate where the for loop should be used?
how the result can be extracted for a certain condition?

Alireza Mastery

@tianjixuetu sorry forgot to mention!

Alireza Mastery

for example in this code:

import backtrader as bt


class TestStrategy(bt.Strategy):
    params = (
        ('ma_period' , 20) ,
    )

    def __init__(self):
        self.inds = dict()
        for i , d in enumerate(self.datas):
            self.inds[d] = dict()
            self.inds[d]['EMA'] = bt.indicators.ExponentialMovingAverage(self.datas[i] , period=self.params.ma_period)


class analyze:

    def __init__(self , strategy):
        self.strategy = strategy
        self.cerebro = bt.Cerebro(stdstats=False)

        # Add a strategy:
        self.cerebro.addstrategy(strategy)

        # load data:
        # (function to load data)

        self.cerebro.run()


if __name__ == '__main__':
    test = analyze(strategy=TestStrategy)

Alireza Mastery

the solution I came up with is this:

import backtrader as bt


class TestStrategy(bt.Strategy):
    params = (
        ('ma_period' , 20) ,
    )

    def __init__(self):
        self.result = []
        self.inds = dict()
        for i , d in enumerate(self.datas):
            self.inds[d] = dict()
            self.inds[d]['EMA'] = bt.indicators.ExponentialMovingAverage(self.datas[i] , period=self.params.ma_period)



class analyze:

    def __init__(self , strategy):
        self.strategy = strategy
        self.cerebro = bt.Cerebro(stdstats=False)

        # Add a strategy:
        self.cerebro.addstrategy(strategy)

        # load data:
        # (function to load data)

        self.cerebro.run()


if __name__ == '__main__':
    test = analyze(strategy=TestStrategy)

Alireza Mastery

the solution I came up with is this:

import backtrader as bt


class TestStrategy(bt.Strategy):
    params = (
        ('ma_period' , 20) ,
    )

    def __init__(self):
        self.result = []
        self.inds = dict()
        for i , d in enumerate(self.datas):
            self.inds[d] = dict()
            self.inds[d]['EMA'] = bt.indicators.ExponentialMovingAverage(self.datas[i] , period=self.params.ma_period)

    def next_open(self):
        if len(self.data) == self.data.buflen():
            for i , d in enumerate(self.datas):
                if self.inds[d]['EMA'][0] < self.datas[i].close[0]:
                    self.result.append(self.datas[i]._name)

    def stop(self):
        print(self.result)

class analyze:

    def __init__(self , strategy):
        self.strategy = strategy
        self.cerebro = bt.Cerebro(stdstats=False)

        # Add a strategy:
        self.cerebro.addstrategy(strategy)

        # load data:
        # (function to load data)

        self.cerebro.run()


if __name__ == '__main__':
    test = analyze(strategy=TestStrategy)

Alireza Mastery

by the way, how a post can be edited in this forum? :)

ab_trader

@Alireza-Mastery editing is disabled