Support Resistance Line Break
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)) min_idx = list(argrelextrema(data_f.close.values, np.less, order=5)) idx = max_idx + min_idx idx.sort()
I want to find days like this:
How can I do that with backtrader!
How can I find Local extremum? any idea ?
run-out last edited by
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.
mics last edited by
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(self.data, period=self.p.highperiod_0, plot=True, subplot=False) self.lowest = lowest = bt.ind.Lowest(self.data, period=self.p.lowperiod_0, plot=True, subplot=False) def next(self): #LONG POSITION: Breakout high when self.data.close > self.highest self.buy() #SHORT POSITION: Breakout low when self.data.close() < self.lowest self.sell
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: