psar

[nima021]

hello
I am working on strategy and I have problem in converting Parabolic SAR indicator from pineScript to python and using in backtrader.
in pine the refrence code of calculation is:

psar = ta.sar(start, increment, maximum)
start (simple int/float) Start.
inc (simple int/float) Increment.
max (simple int/float) Maximum

but in talib the refrence code are:
real = SAR(high, low, acceleration=0, maximum=0)

and in backtrader refrence code Params are:
bcktrader.ind.PSAR(period, af, afmax)
period (2)
af (0.02)
afmax (0.2)

i found :
increment val= af and maximum=afmax but I couldnt find any refrence in what happened for start? my start is 0.11 and its float and can not put start = peroid because period can not be float
how can I add start value to backtrader strategy?

[run-out]

@nima021 I had a reference script for psar, hopefully this helps.

import backtrader as bt

class Strategy(bt.Strategy):

    params = (
        ("period", 2),  # psar period ('start' in pine)
        ("af", 0.005),  # psar af ('increment' in pine)
        ("afmax", 1),  # psar
    )

    def log(self, txt, dt=None):
        """ Logging function fot this strategy"""
        dt = dt or self.data.datetime[0]
        if isinstance(dt, float):
            dt = bt.num2date(dt)
        print("%s, %s" % (dt.date(), txt))

    def print_signal(self):
        self.log(
            f"o {self.datas[0].open[0]:7.2f} "
            f"h {self.datas[0].high[0]:7.2f} "
            f"l {self.datas[0].low[0]:7.2f} "
            f"c {self.datas[0].close[0]:7.2f} "
            f"v {self.datas[0].volume[0]:7.0f} "
            f"psar {self.psar[0]:5.0f}"
        )

    def __init__(self):
        self.psar = bt.ind.PSAR(period=self.p.period, af=self.p.af, afmax=self.p.afmax)

    def next(self):
        self.log(f"period: {self.p.period}, af: {self.p.af}, afmax: {self.p.afmax}")
        self.print_signal()

if __name__ == "__main__":
    import time

    cerebro = bt.Cerebro()
    start = time.time()
    data = bt.feeds.GenericCSVData(
        dataname="data/2006-day-001.txt",
        dtformat=("%Y-%m-%d"),
        timeframe=bt.TimeFrame.Days,
        compression=1,
    )
    print(f"time {(time.time() - start)}")
    cerebro.adddata(data)

    kwargs = dict(
        period=3,
        af=.004,
        afmax=.9
    )
    cerebro.addstrategy(Strategy, **kwargs)


    # Execute
    cerebro.run()

[nima021]

@run-out thank you very much dear
as I read 'start' in pineScript == 'period' in backtrader?
I had set it on both pine script and backtrader and it worked.
But my problem is that set value of start pram = 0.11 in my strategy pineScript and I get good result
but when I wanted to convert it to python:
set value of period pram must be = 0.11 but when I give the value to period I have eroor:
TypeError: 'float' object cannot be interpreted as an integer
but when I give period=2 that works!
but I have to give period=0.11
can you help me pls?

[Ahmed Malik]

I am working on strategy How To Fix A Blown Head Gasket Without Replacing It? and I have problem in converting Parabolic SAR indicator from pineScript to python and using in backtrader.