ATR and ADX indicators

mahbubk9

Hi,
Does backtrader have ADX & ATR indicators within? Or need to use TA-Lib?
Thanks

ab_trader

ADX and ATR are in the backtrader.
docs - indicators ref

backtrader

Just as a side note: the 116 in the version number is the total of built-in indicators.

The TA-Lib indicators are not included in that number, because it's an add-on which people may choose to use (or not)

mahbubk9

Thanks,
Now, how would reference plusDI and Minus DI?
say I want a strategy ; when plusDI is > MinusDI and plusDI>20; Buy
how would i write this in backtrader, please?

backtrader

plusDI and minusDI are lines of the DirectionalIndicator (probably the one meant instead of the ADX which is the AverageDirectionalMovementIndex)

There is a family of those indicators and which lines are provided by which is documented.

Docs - Indicators Reference

Just look for AverageDirectionalMovementIndex

How to access the lines of any object containing them is documented here:

Docs - Platform Concepts

Strategies that buy when going over a value and sell when going below another are usually documente with a moving average cross over or a moving average compared with the close price:

Docs - Quickstart

And with signals:

Blog - Strategy with Signals

In summary

if self.mydi.lines.plusDi > self.mydi.lines.minusDI and ...:
    self.buy()

mahbubk9

Thanks for the help,
I am also not clear about the difference between bt.indicators.ATR(self.data[0], period=14) and bt.indicators.ATR(self.data,period=14).

backtrader

@mahbubk9 said in ATR and ADX indicators:

bt.indicators.ATR(self.data[0], period=14)

That's not a valid construct. self.data[0] gives you access to the current data point of data (which is an alias to data0) and at that point in time may break (will work with preloaded data, but will not work in many other circumstances)

bt.indicators.ATR(self.data,period=14)

That builds an ATR instance using self.data (aka self.data[0] aka self.datas[0]`)

mahbubk9

Thanks,
Another question, how is the latest bar/tick referenced; self.data[0].close or self.data[-1].close, is it not using python type indexing like first item of a series= series[0], last item=series[-1]?
basically i need latest bar>previous bar> previous bar

backtrader

That's all in the link above: Docs - Platform Concepts

There is a section about indexing and how 0 is the current point in time. Last is the last produced value before the current point in time and addressable with -1