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Creating unique identifiers on my indicator.
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Hey I've been working on my mean reversion strategy but I'm having a hard time creating a unique identifier for each respective band.
Here is my code so far:import backtrader as bt class MeanReversionLong(bt.Strategy): lines = ('kama', 'top1', 'bot1', 'top2', 'bot2', 'top3', 'bot3', 'top4', 'bot4') params = ( ('period', 30), ('fast', 1.4), ('slow', 7.7), ('perc1', 0.3), ('perc2', 0.6), ('perc3', 0.9), ('perc4', 1.35) ) """Create and define indicator(s)""" def __init__(self): self.ama1 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period, fast=self.p.fast, slow=self.p.slow, perc=self.p.perc1, plotname='ama1') plotlinelabels = # Plot and give each individual band a unique identifier, 1st step # Formula for the upper band is: Kama * (1 + 0.3%) switch out + with - for the below band self.ama2 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period, fast=self.p.fast, slow=self.p.slow, perc=self.p.perc2, plotname='ama2') # Plot and give each individual band a unique identifier, 2nd step # Formula for the upper band is: Kama * (1 + 0.6%) switch out + with - for the below band self.ama3 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period, fast=self.p.fast, slow=self.p.slow, perc=self.p.perc3, plotname='ama3') # Plot and give each individual band a unique identifier, 3rd step # Formula for the upper band is: Kama * (1 + 0.9%) switch out + with - for the below band self.ama4 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period, fast=self.p.fast, slow=self.p.slow, perc=self.p.perc4, plotname='ama4') # Plot and give each individual band a unique identifier, 4th step # Formula for the upper band is: Kama * (1 + 1.35%) switch out + with - for the below band """Define trade logic""" def __next__(self): passWhat I want is to be able to use each top and bottom band and make them display values when I plot. So far my output is:
As you can see here I can only access the moving average, what is the best way to create unique identifiers for each respective band so I can easily access them in:def __next__(self):I've tried doing this to no effect:
self.l.top1 = self.ama1(self.p.period * (1 + self.p.perc1) bt.LinePlotterIndicator(self.l.top1, name='top1)What am I doing wrong?
cept0r
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Solved it!
After hours of trying different things I managed to solve it using this code:def __init__(self): self.ama = bt.indicators.AdaptiveMovingAverage(period=self.p.period, fast=self.p.fast, slow=self.p.slow, plotname='AdaptiveMovingAverage', color='yellow') # Create upper & lower band 1 self.l.top = self.ama * (1 + self.p.perc / 100) top = bt.LinePlotterIndicator(self.l.top, name='top', subplot=False) top.plotinfo.plotname = 'top' self.l.bot = self.ama * (1 - self.p.perc / 100) bot = bt.LinePlotterIndicator(self.l.bot, name='bot', subplot=False) bot.plotinfo.plotname = 'bot' # Create upper & lower band 2 self.l.top2 = self.ama * (1 + self.p.perc2 / 100) top2 = bt.LinePlotterIndicator(self.l.top2, name='top2', color='cyan', subplot=False) top2.plotinfo.plotname = 'top2' self.l.bot2 = self.ama * (1 - self.p.perc2 / 100) bot2 = bt.LinePlotterIndicator(self.l.bot2, name='bot2', color='cyan', subplot=False) bot2.plotinfo.plotname = 'bot2' # Create upper & lower band 3 self.l.top3 = self.ama * (1 + self.p.perc3 / 100) top2 = bt.LinePlotterIndicator(self.l.top3, name='top3', color='red', subplot=False) top2.plotinfo.plotname = 'top3' self.l.bot3 = self.ama * (1 - self.p.perc3 / 100) bot2 = bt.LinePlotterIndicator(self.l.bot3, name='bot3', color='red', subplot=False) bot2.plotinfo.plotname = 'bot3' # Create upper & lower band 4 self.l.top4 = self.ama * (1 + self.p.perc4 / 100) top2 = bt.LinePlotterIndicator(self.l.top4, name='top4', color='orange', subplot=False) top2.plotinfo.plotname = 'top4' self.l.bot4 = self.ama * (1 - self.p.perc4 / 100) bot2 = bt.LinePlotterIndicator(self.l.bot4, name='bot4', color='orange', subplot=False) bot2.plotinfo.plotname = 'bot4' -
This can be wrapped into single indicator:
class AmaBands(bt.Indicator): lines = ('ama', 'top', 'bot', 'top2', 'bot2', 'top3', 'bot3', 'top4', 'bot4') params = (('period',2), ('fast',2), ('slow',5), ('perc', 1.0), ('perc2', 2.0), ('perc3', 3.0), ('perc4', 4.0)) plotlines = dict(ama=dict(color='yellow'), top=dict(color='blue'), bot=dict(color='blue'), top2=dict(color='cyan'), bot2=dict(color='cyan'), top3=dict(color='green'), bot3=dict(color='green'), top4=dict(color='orange'), bot4=dict(color='orange'),) def __init__(self): self.lines.ama = bt.indicators.AdaptiveMovingAverage( period=self.p.period, fast=self.p.fast, slow=self.p.slow) self.lines.top = self.ama * (1 + self.p.perc/100) self.lines.top2 = self.ama * (1 + self.p.perc2/100) self.lines.top3 = self.ama * (1 + self.p.perc3/100) self.lines.top4 = self.ama * (1 + self.p.perc4/100) self.lines.bot = self.ama * (1 - self.p.perc/100) self.lines.bot2 = self.ama * (1 - self.p.perc2/100) self.lines.bot3 = self.ama * (1 - self.p.perc3/100) self.lines.bot4 = self.ama * (1 - self.p.perc4/100)Then called in the strategy:
def __init__(self): self.dataclose = self.datas[0].close self.ind = AmaBands(plot=True, subplot=False) def next(self): self.log('%0.2f, %0.2f, %0.2f' % ( self.dataclose[0], self.ind.top[0], self.ind.bot[0])) -
@ab_trader
Oh sweet!
Thanks
