Bollinger band top/bot .shift ability

curious_one

Re: BBand Strategy - code runs forever with no output

I am trying to create a signal/trigger for my buy and sell when self.dataclose < self.bband.lines.bot.shift() ------ because I want to trade when the close price is above/below the bollinger top/bot at T-1.

I tried it but I am getting this error below as per screenshot. please advise if there is a way to deal with that. thank you!

Have also showed part of the code showing how I added .shift to my bollinger band strategy. Thanks.

               (trade.pnl, trade.pnlcomm))

    
    def next(self):
        
# Simply log the closing price of the series from the reference
        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

        if self.getposition().size == 0:
            if self.datahigh > self.bband.top.shift(1):
                self.sell()
            elif self.datalow < self.bband.bot.shift(1):
                self.buy()

        if (self.getposition().size > 0 and self.dataclose > self.sma) or (
            self.getposition().size < 0 and self.dataclose < self.sma):
            self.close()

AttributeError                            Traceback (most recent call last)
<ipython-input-47-9a474057fbd2> in <module>
    123     cerebro.adddata(data)
    124     print('run begin')
--> 125     optimized_runs = cerebro.run(maxcpus=1)
    126 
    127     print('runs completed: ' + str(len(optimized_runs)))

~\AppData\Local\Continuum\anaconda3\lib\site-packages\backtrader\cerebro.py in run(self, **kwargs)
   1125             # let's skip process "spawning"
   1126             for iterstrat in iterstrats:
-> 1127                 runstrat = self.runstrategies(iterstrat)
   1128                 self.runstrats.append(runstrat)
   1129                 if self._dooptimize:

~\AppData\Local\Continuum\anaconda3\lib\site-packages\backtrader\cerebro.py in runstrategies(self, iterstrat, predata)
   1291                     self._runonce_old(runstrats)
   1292                 else:
-> 1293                     self._runonce(runstrats)
   1294             else:
   1295                 if self.p.oldsync:

~\AppData\Local\Continuum\anaconda3\lib\site-packages\backtrader\cerebro.py in _runonce(self, runstrats)
   1693 
   1694             for strat in runstrats:
-> 1695                 strat._oncepost(dt0)
   1696                 if self._event_stop:  # stop if requested
   1697                     return

~\AppData\Local\Continuum\anaconda3\lib\site-packages\backtrader\strategy.py in _oncepost(self, dt)
    309             self.next()
    310         elif minperstatus == 0:
--> 311             self.nextstart()  # only called for the 1st value
    312         else:
    313             self.prenext()

~\AppData\Local\Continuum\anaconda3\lib\site-packages\backtrader\lineiterator.py in nextstart(self)
    345 
    346         # Called once for 1st full calculation - defaults to regular next
--> 347         self.next()
    348 
    349     def next(self):

<ipython-input-47-9a474057fbd2> in next(self)
     86 
     87         if self.getposition().size == 0:
---> 88             if self.datahigh > self.bband.top.shift(1):
     89                 self.sell()
     90             elif self.datalow < self.bband.bot.shift(1):

AttributeError: 'LineBuffer' object has no attribute 'shift'

run-out

@curious_one said in Bollinger band top/bot .shift ability:

if self.datahigh > self.bband.top.shift(1):

Almost there. I'm assuming self.datahigh is self.datas[0].high? (include more code next time :)) If so, then try:

if self.datahigh[0] > self.bband.top[-1]:

This will yield true if the current bar high is greater then the previous bar bollinger top.

Have a look here for a further explanation of index slicing in backtrader.