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Support Resistance Line Break

  • Hi
    How can I find days when the resistance line is broken I found local extremum days by this code and I want to find after each extremum when the resistance line was break ! my code:

    max_idx = list(argrelextrema(data_f.close.values, np.greater, order=5)[0])
    min_idx = list(argrelextrema(data_f.close.values, np.less, order=5)[0])
    idx = max_idx + min_idx

    I want to find days like this:
    download (1).png
    How can I do that with backtrader!

  • How can I find Local extremum? any idea ?

  • @sadegh said in Support Resistance Line Break:

    You'll either need to break down the numpy formula and convert that into indicators, or you could use numpy on your data in a dataframe before you enter it into the system, and then just read the signal. You need to make a custom pandas class for your signal. Option two sounds easier.

  • BT has built in 'Highest' and 'Lowest' indicators that will do this for you.

    For a long time I used it wrong a received inconsistent results. This structure works for me now:

    import backtrader as bt
    import backtrader.indicators as bt.ind
    class TheStrategy(bt.Strategy):
        params = (
            ('highperiod_0', 60),
            ('lowperiod_0', 60),
    def __init__(self):
        self.highest = highest = bt.ind.Highest(, period=self.p.highperiod_0, plot=True, subplot=False)
        self.lowest = lowest = bt.ind.Lowest(, period=self.p.lowperiod_0, plot=True, subplot=False)
    def next(self):
        #LONG POSITION: Breakout high when > self.highest
        #SHORT POSITION: Breakout low when < self.lowest

    You need to set the period for the number of bars you want to find the highest/lowest data for. Once you have this static high/low working, try using a dynamic indicator for something a little more complex:

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