my code does not buy and sell

[abbas karimi]

this is my code
this code run ok with 1h time frame, but does not buy and sell with 5m time frame
data 1h and 5m saved on csv

# -*- coding: utf-8 -*-
"""
Created on Tue Jul 14 10:03:06 2020

@author: mahmoudr
"""

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
# import datetime
from datetime import datetime
import os.path
import sys
import backtrader as bt
import backtrader.indicators as btind
import backtrader.feeds as btfeeds
import pdb


class TestStrategy(bt.Strategy):
    params = (('period20', 20), ('period50', 50), ('macd1', 12), ('macd2', 26), ('macdsig', 9),
              ('rsiperiod', 14), ('period_stoch', 14), ('d_fast', 3), ('d_slow', 3))

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

    def __init__(self):
        self.dataclose = self.datas[0].close
        self.datalow = self.datas[0].low

        self.datahigh = self.datas[0].high
        self.macd = btind.MACD(self.dataclose, period_me1=self.params.macd1,
                               period_me2=self.params.macd2,
                               period_signal=self.params.macdsig)
        self.order = None
        self.buyprice = None
        self.buycomm = None

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (trade.pnl, trade.pnlcomm))

    def next(self):
        last_low = self.datalow[0]
        last_high = self.datahigh[0]
        last_close = self.dataclose[0]
        last_macd = self.macd.macd[0]
        last_signal = self.macd.signal[0]
        self.log('Close, %.2f' % self.dataclose[0])
        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:
            # Not yet ... we MIGHT BUY if ...
            #if last_macd > last_signal and last_ema_fast>last_ema_slow:
            #if last_plusDI > last_minusDI and last_plusDI>20:
            if last_macd > last_signal:
                self.log('BUY CREATE, %.2f' % self.dataclose[0])
        else:

            # Already in the market ... we might sell
            #if last_psar>last_close and last_last_psar>last_last_close:
            if  last_macd < last_signal :
                # if last_signal>last_macd or last_d>last_k or last_MA_20 > last_close :
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Datas are in a subfolder of the samples. Need to find where the script is
    # because it could have been called from anywhere

    # Create a Data Feed
    # data = bt.feeds.YahooFinanceData(dataname='BTC-USD', fromdate=datetime(2020, 1, 1),todate=datetime(2020, 6, 1))

    data = btfeeds.GenericCSVData(

        ##for minutes
        dataname='Binance-BTCUSDT-5m.csv',
        timeframe=bt.TimeFrame.Minutes,
        compression=5,
        dtformat=('%Y-%m-%d %H:%M:%S'), #for m or h
        nullvalue=0.0,
        datetime=0,
        Open=1,
        High=2,
        Low=3,
        Close=4,
        Volume=5,
        openinterest=-1
    )

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

    # Set our desired cash start
    cerebro.broker.setcash(10000.0)

    # Set the commission - 0.1% ... divide by 100 to remove the %
    cerebro.broker.setcommission(commission=0.001)

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

    # Run over everything
    cerebro.run()
    cerebro.plot()

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

[abbas karimi]

There is no one to help me?

[rajanprabu]

you dont have any self.order = self.buy() or self.sell in your next section ? Please add them and give it a try..

[abbas karimi]

@rajanprabu can you please send me a simple code to test

[rajanprabu]

three example codes are here..

https://www.backtrader.com/home/helloalgotrading/