Easy Strategy: Begginer RSI

Petter_Axcell

Hello,
I'm begginer with this library. I've developed this code... It's a simply RSI.
But it doesn't function.

My cerebro is with this code:

from __future__ import (absolute_import, division, print_function,unicode_literals)
#from backtrader_plotting import Bokeh
import datetime
from plot import *
from MyStrategy import * 

from TestStrategy import*

#Create a cerebro entity
cerebro = bt.Cerebro()

 #Add a my strategy
cerebro.addstrategy(MyStrategy)

# Add TestStrategy
#cerebro.addstrategy(TestStrategy)

#Set our desired cash start
cerebro.broker.set_cash(1000)
cerebro.broker.setcommission(commission=0.001)

data = bt.feeds.GenericCSVData(
    dataname='BTCUSDT.csv',

    fromdate=datetime.datetime(2019, 1, 1),
    todate=datetime.datetime(2020, 12, 31),

    nullvalue=0.0,

    dtformat=('%Y-%m-%d'),
    tmformat=('%H:%M:%S'),

    date=0,
    time=6,
    high=2,
    low=3,
    open=1,
    close=4,
    volume=5,
    openinterest=-1,
)

#Add Data Feed to Cerebro
cerebro.adddata(data)

#Set our desired cash start
cerebro.broker.set_cash(1000.0)

#Set the comission
cerebro.broker.setcommission(commission=0.001)

# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

# Run over everything
cerebro.run()

# Print out the final result
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

And MyStrategy is with:

import backtrader as bt
import numpy as np

class MyStrategy (bt.Strategy):

    #Parametros de los indicadores
    params = (('BBandsperiod', 20),('devfactor',2), ('RSIperiod',14))

    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))


    def __init__(self):
        #keep a reference to the close
        self.dataclose = self.datas[0].close
        
        #add a BBand and RSI
        self.rsi=bt.indicators.RSI_SMA(period=self.p.RSIperiod,plotname='mysma')
        self.bband = bt.indicators.BollingerBands(period=self.p.BBandsperiod, devfactor=self.p.devfactor)

    def next(self):
        
            if self.rsi[0] < 30:
                self.log('BUY CREATE, %.2f' % self.dataclose[0])
                self.buy()
     
            if self.rsi[0] >70:
                self.log('SELL CREATE, %.2f' % self.dataclose[0])
                self.sell()

If someone can explain me why it doesn't function... I will be very grateful.

P.S: Sorry for my English

Petter_Axcell

It show me:

...
2020-09-05, SELL CREATE, 10243.70
2020-09-05, BUY CREATE, 10061.94
2020-09-05, BUY CREATE, 10099.79
2020-09-05, BUY CREATE, 10033.66
2020-09-05, BUY CREATE, 9898.82
2020-09-06, SELL CREATE, 10256.06
2020-09-06, SELL CREATE, 10217.32
Final Portfolio Value: 134084.88

Petter_Axcell

But with only buying, it happens:

2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2020-09-05, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
Final Portfolio Value: 1000.00

ab_trader

@Petter_Axcell said in Easy Strategy: Begginer RSI:

But with only buying, it happens:

Your code has no means to print this.

@Petter_Axcell said in Easy Strategy: Begginer RSI:

If someone can explain me why it doesn't function... I will be very grateful.

First, your code is functioning, it prints logs. Second, if somehow it doesn't, show us what did you do to debug your own code before post the question on the community forum?
To avoid duplicate steps.

vladisld

@Petter_Axcell said in Easy Strategy: Begginer RSI:

2020-09-05, BUY CREATE, 10061.94

The log shows the close price IIUC:

self.log('BUY CREATE, %.2f' % self.dataclose[0])

you initialize your cash with just 1000:

cerebro.broker.set_cash(1000)

seems not to be enough to satisfy the above buy order.

Petter_Axcell

Thanks,
I knew about the close prices but I didn't know about the quantity of purchase