Fisher Transform - Indicator
You already do:
self.cmo = bt.talib.CMO(self.data.close, timeperiod=10) self.fisher = Fisher(self.cmo, period=10)
But this is unnecessary
Becaue the indicators
Lowestare already telling the system which period they need.
But it is not working.
TA-Libindicators are only batch indicators. Try running cerebro with
runonce=Falseto disable batch mode and force the 2nd indicator to scan the batch indicator value by value.
Thank you. It is working now. :-)
Can we make any changes to the custom Fisher indicator so that we dont need to use this hack (runonce=False) when working on TA-Lib indicators?
Now that Fisher Transform is implemented, can we integrate this into Backtrader?
You can define the indicator class with
_nextforce = True.
Submit a pull request if you wish.
I mean, is there another way of implementing custom indicators such as Fisher Transform so that they will play nice with TA-Lib indicators, etc.
I believe forcing next mode on indicators will impose a steep performance penalty (3-4 times) on execution times.
Unfortunately there isn't in all cases.
I have submitted a pull request for Fisher Transform Indicator that I have implemented but it is not yet merged.
Is there anything I can do to help merge it?
You can use it without being merged. Again, see: Community - EoDevelopment 1.x