Navigation

    Backtrader Community
    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Question Ichimoku? #218

    General Code/Help
    2
    6
    2828
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • B
      backtrader administrators last edited by

      From Issue #218

      hI,

      I am checking Ichimoku, but i don´t know if the values are well calculated because I always got that chikou_span is Nan.

      cerebro = bt.Cerebro(runonce=False,oldsync=True)

      Chikou Span
      Closing price
      Shifted 26 periods back

      self.l.senkou_span_b = senkou_span_b(-self.p.senkou_lead)
self.l.chikou_span = self.data.close(self.p.chikou)

      Should self.p.chikou have negative sign?

      self.l.chikou_span = self.data.close(-self.p.chikou)

      if i change runonce=False by runonce=True, i get the values of self.l.chikou_span

      Rgds,
      JJ

      1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators last edited by

        Should self.p.chikou have negative sign?

        self.l.senkou_span_b = senkou_span_b(-self.p.senkou_lead)
self.l.chikou_span = self.data.close(self.p.chikou)`

        No. The value is being shiftef back. The negative signs fetches values from the past, hence the negative sign, to the current point

        I am checking Ichimoku, but i don´t know if the values are well calculated because I always got that chikou_span is Nan.

        The test suite for Ichimoku running with runonce=True shows that all values are being calculated (can also be seen in the plot below)

        You are using oldsync=True. This may be the cause. The setting was left there several versions ago in case the new data feed synchronization mechanism would show flaws. But after some maturing time it seems robust.

        • Any reason to still use it?

        The plot (directly from a test run)

        0_1481299935750_upload-d7ee971a-be3b-421a-87c2-004118930ff2

        1 Reply Last reply Reply Quote 0
        • J
          junajo10 last edited by

          Hi, i am combining Pivot Point and Ichimoku, but i calculate Pivot Point values using yesterday values.
          h = self.data.high(-1) # previous high
          l = self.data.low(-1) # previous low
          c = self.data.close(-1) # previous close

          I only get to run backtrader succesfully with oldsync=True, i am going to check today removing oldsync=True and i will attach the result.

          Rgds,
          JJ

          1 Reply Last reply Reply Quote 0
          • J
            junajo10 last edited by backtrader

            Hi,

            I have removed oldsync=True and the code is running well.
            I have problems with the values of Ichimoku

            **Option 1: chikou_span is null

            cerebro = bt.Cerebro(runonce=False)**

Indicators:
timestamp;close;tenkan_sen;kijun_sen;senkou_span_a;senkou_span_b;chikou_span
2016-03-18T00:00:00;360.4990;370.2505;376.3850;366.1344;375.2500;nan
2016-03-19T00:00:00;360.7980;370.2505;376.3850;367.8300;375.2500;nan

            .................
            **Option 2: last values of chikou_span are null

            cerebro = bt.Cerebro(runonce=True)**
Indicators:
timestamp;close;tenkan_sen;kijun_sen;senkou_span_a;senkou_span_b;chikou_span
2016-03-18T00:00:00;360.4990;370.2505;376.3850;366.1344;375.2500;376.1200
2016-03-19T00:00:00;360.7980;370.2505;376.3850;367.8300;375.2500;376.9500
2016-03-20T00:00:00;366.4550;368.4880;376.3850;369.9017;375.2500;381.0000
..........................
**2016-11-15T00:00:00;666.0500;648.5165;625.2225;570.4360;547.6300;nan
2016-11-16T00:00:00;689.9590;662.5165;639.0005;570.5160;547.6300;nan
2016-11-17T00:00:00;694.9780;664.0115;647.9950;582.7977;558.6650;nan
2016-11-18T00:00:00;703.9540;669.2405;653.2240;582.8400;558.6650;nan
2016-11-19T00:00:00;705.7700;671.5115;656.9350;582.8400;560.5360;nan
2016-11-20T00:00:00;687.0000;671.5115;657.5200;582.9435;562.0265;nan
2016-11-21T00:00:00;699.0000;671.5115;659.6250;591.4380;573.2385;nan
2016-11-22T00:00:00;708.5000;679.0650;659.6250;596.6875;577.7985;nan
2016-11-23T00:00:00;700.9900;684.4885;659.6250;597.0648;577.7985;nan
2016-11-24T00:00:00;702.2690;685.8980;659.6250;605.4462;585.1735;nan
2016-11-25T00:00:00;698.3480;692.5000;659.6250;606.3302;585.2385;nan
2016-11-26T00:00:00;694.5990;692.5000;659.6250;610.9455;585.2385;nan
2016-11-27T00:00:00;696.0090;692.5000;659.6250;619.5390;593.4080;nan
2016-11-28T00:00:00;694.5000;691.7550;659.6250;620.8195;593.4080;nan
2016-11-29T00:00:00;693.3490;697.5765;660.2450;624.1425;596.4385;nan
2016-11-30T00:00:00;702.5100;699.3600;668.1770;625.1950;596.4385;nan
2016-12-01T00:00:00;710.4000;698.8850;669.9950;626.1900;596.4385;nan
2016-12-02T00:00:00;724.9900;710.6100;682.0165;630.3900;596.4385;nan
2016-12-03T00:00:00;713.4000;710.6100;682.0165;630.3900;596.4385;nan
2016-12-04T00:00:00;724.5000;710.6100;682.0165;630.3900;596.4385;nan
2016-12-05T00:00:00;708.9950;712.0500;682.0165;630.3925;596.4385;nan
2016-12-06T00:00:00;716.0420;712.5000;682.0165;630.3925;596.4385;nan
2016-12-07T00:00:00;722.9880;712.9310;682.0165;630.3925;596.4385;nan
2016-12-08T00:00:00;728.0940;712.9310;682.0165;629.8525;600.7580;nan
2016-12-09T00:00:00;732.0950;717.6280;689.5700;633.8185;601.1995;nan
2016-12-10T00:00:00;735.1100;719.0350;695.0285;635.1047;603.2600;364.6966

            data = bt.feeds.GenericCSVData(          dataname=inputfile,
                        dtformat='%m/%d/%y',datetime=1,time=2,open=4,high=5,low=6,close=7,
                            volume=8,openinterest=9)

            Data:

            Id,Date,Time,Type,Open,High,Low,Last,Volume,Open Interest
X,01/01/16,00:00:00,Trade,397.80410,399.00000,394.00000,398.01514,1096.15766947,0
X,01/02/16,00:00:00,Trade,398.48990,401.30000,396.10100,398.40000,2389.74983727,0
X,01/03/16,00:00:00,Trade,398.40000,399.54000,389.10000,390.11100,3183.77541474,0
X,01/04/16,00:00:00,Trade,389.89001,401.54099,389.10000,400.17986,4565.96768848,0
X,01/05/16,00:00:00,Trade,400.02765,404.00000,398.71010,401.93992,4811.5375661,0
X,01/06/16,00:00:00,Trade,401.91000,402.88668,397.09000,400.03001,2855.16860685,0
X,01/07/16,00:00:00,Trade,400.03001,420.00000,399.00001,418.18670,9410.57613466,0
X,01/08/16,00:00:00,Trade,418.06760,425.99998,411.11000,415.32000,6987.74556783,0
X,01/09/16,00:00:00,Trade,415.30000,418.44178,409.45853,415.11000,2811.11644289,0
X,01/10/16,00:00:00,Trade,415.11001,415.78001,404.25978,409.78000,2827.82390239,0
X,01/11/16,00:00:00,Trade,409.78990,414.99000,408.42450,413.79000,4208.90366388,0
X,01/12/16,00:00:00,Trade,413.81000,415.50000,411.00098,414.00000,4297.48269612,0
X,01/13/16,00:00:00,Trade,413.69270,414.50000,389.69000,396.98000,7661.98296916,0
X,01/14/16,00:00:00,Trade,396.98000,400.99900,392.45170,400.22649,4011.91149506,0
X,01/15/16,00:00:00,Trade,400.20000,400.98000,347.38168,362.81000,16455.988689,0
X,01/16/16,00:00:00,Trade,361.08000,363.29000,324.50000,349.29000,19616.1152043,0
X,01/17/16,00:00:00,Trade,349.41000,361.89999,348.72010,356.40990,7795.61448764,0
X,01/18/16,00:00:00,Trade,356.40990,358.50000,344.61001,356.20000,6430.67023176,0
X,01/19/16,00:00:00,Trade,356.20011,358.30000,347.00000,348.61000,5181.60736564,0
X,01/20/16,00:00:00,Trade,348.81090,385.00000,345.00000,378.25000,11994.3177951,0
X,01/21/16,00:00:00,Trade,384.00000,393.30000,373.52000,377.48900,11081.0208615,0
X,01/22/16,00:00:00,Trade,377.48900,381.77777,351.94767,354.54310,9291.31222397,0
X,01/23/16,00:00:00,Trade,354.87414,368.42000,347.23000,362.28436,8289.87846111,0
X,01/24/16,00:00:00,Trade,361.40335,375.80000,355.30000,375.25000,6867.78182809,0
X,01/25/16,00:00:00,Trade,375.25000,376.71533,358.98500,362.63000,6894.01348893,0
X,01/26/16,00:00:00,Trade,361.73303,369.56999,361.25000,364.69662,4919.80469083,0
X,01/27/16,00:00:00,Trade,364.69663,366.99000,361.99000,363.83764,3001.22922115,0
X,01/28/16,00:00:00,Trade,364.00000,366.27009,347.84000,350.96858,6000.17102469,0
X,01/29/16,00:00:00,Trade,350.96858,357.00000,333.97866,350.00000,7673.1293277,0
X,01/30/16,00:00:00,Trade,350.00000,353.95000,343.21300,349.99950,3299.72602735,0
X,01/31/16,00:00:00,Trade,349.99950,351.99000,347.55900,350.38000,1726.48968412,0
X,02/01/16,00:00:00,Trade,350.54899,350.75990,340.40001,342.76855,5355.59397933,0
X,02/02/16,00:00:00,Trade,342.76820,344.99000,339.91100,342.80000,4796.27708556,0
X,02/03/16,00:00:00,Trade,342.89999,344.21819,333.33300,336.39715,4701.14133059,0
X,02/04/16,00:00:00,Trade,336.23210,346.47000,332.91100,344.91000,6070.96316889,0
X,02/05/16,00:00:00,Trade,345.60000,351.00000,343.19783,346.52068,6400.27035321,0
X,02/06/16,00:00:00,Trade,346.52068,347.19447,330.22000,336.31465,4977.15371927,0
X,02/07/16,00:00:00,Trade,336.31465,341.77135,334.45090,335.49000,3488.0215186,0
X,02/08/16,00:00:00,Trade,335.01000,340.00000,330.04223,332.31954,5070.27157873,0
X,02/09/16,00:00:00,Trade,332.59510,336.50000,330.45000,332.99267,7041.4705894,0
X,02/10/16,00:00:00,Trade,332.99266,343.25000,330.84379,336.55000,9580.82914836,0
X,02/11/16,00:00:00,Trade,337.02000,340.63063,329.00000,329.00010,8045.75447894,0
X,02/12/16,00:00:00,Trade,329.00010,339.90000,327.45688,337.56800,8586.78832146,0
X,02/13/16,00:00:00,Trade,337.50001,347.00000,337.08085,345.49417,6521.97895511,0
X,02/14/16,00:00:00,Trade,345.49418,357.09009,343.86304,355.80000,6827.31320601,0
X,02/15/16,00:00:00,Trade,355.25817,364.46999,352.15000,359.02999,7065.26846362,0
X,02/16/16,00:00:00,Trade,359.02998,367.22281,353.02721,365.64000,6374.23560372,0
X,02/17/16,00:00:00,Trade,365.25001,376.41100,362.21100,376.40000,8079.48951061,0
X,02/18/16,00:00:00,Trade,376.40000,382.59689,370.50000,377.99990,7541.03138694,0
X,02/19/16,00:00:00,Trade,377.88900,379.75000,371.67000,375.25994,5317.25535199,0
X,02/20/16,00:00:00,Trade,374.47011,397.87100,374.40000,395.18000,7479.3917998,0
X,02/21/16,00:00:00,Trade,395.01000,400.00000,380.00000,385.33000,11292.9590965,0
X,02/22/16,00:00:00,Trade,385.90000,394.89990,377.11100,393.99001,9592.95444759,0
X,02/23/16,00:00:00,Trade,393.99001,395.60000,376.63729,379.33233,8555.14687993,0
X,02/24/16,00:00:00,Trade,379.33232,384.99000,373.12200,384.64988,6227.82140706,0
X,02/25/16,00:00:00,Trade,384.64988,387.98000,378.10000,383.20000,5662.16177998,0
X,02/26/16,00:00:00,Trade,383.19999,388.68000,378.50001,386.19795,5508.64553257,0
X,02/27/16,00:00:00,Trade,386.19999,397.48845,385.51100,392.72100,4574.07482724,0
X,02/28/16,00:00:00,Trade,392.57000,395.40000,383.15022,393.99990,3677.77096421,0
X,02/29/16,00:00:00,Trade,394.64997,399.99000,388.90000,398.40000,4884.02000274,0
X,03/01/16,00:00:00,Trade,398.40000,399.83300,391.78000,397.70000,5988.07051192,0
X,03/02/16,00:00:00,Trade,396.31200,397.96000,392.22000,393.89000,5335.85871958,0
X,03/03/16,00:00:00,Trade,393.96800,394.94600,381.59710,381.61000,10733.1884421,0
X,03/04/16,00:00:00,Trade,381.61000,387.49900,379.03100,379.66500,7788.22130749,0
X,03/05/16,00:00:00,Trade,379.21200,379.21200,352.78000,362.30000,15073.4025369,0
X,03/06/16,00:00:00,Trade,362.27000,371.88000,354.00000,370.00000,9085.44992301,0
X,03/07/16,00:00:00,Trade,370.00000,374.58000,363.43000,373.00000,8375.12270496,0
X,03/08/16,00:00:00,Trade,374.18900,376.00000,369.73000,372.10000,8246.96242986,0
X,03/09/16,00:00:00,Trade,372.10000,375.99000,371.07900,373.27000,5913.3187262,0
X,03/10/16,00:00:00,Trade,373.24000,381.00000,371.40000,371.40100,8840.52189813,0
X,03/11/16,00:00:00,Trade,371.99900,381.50000,371.40000,377.18900,6932.42917518,0
X,03/12/16,00:00:00,Trade,376.57100,377.97500,363.20500,365.07300,7894.28417006,0
X,03/13/16,00:00:00,Trade,365.07400,372.00000,365.00000,367.98700,5192.47372824,0
X,03/14/16,00:00:00,Trade,367.12100,373.56700,366.64100,371.72000,8177.22056151,0
X,03/15/16,00:00:00,Trade,371.72000,376.04900,371.01000,374.63000,8254.08912053,0
X,03/16/16,00:00:00,Trade,374.45000,375.99000,371.31100,372.90900,6908.04496528,0
X,03/17/16,00:00:00,Trade,372.50000,375.00000,370.13000,372.20500,9032.13676796,0
X,03/18/16,00:00:00,Trade,372.20400,373.07600,359.00100,360.49900,10248.5868975,0
X,03/19/16,00:00:00,Trade,360.00100,365.49400,359.58000,360.79800,5151.63538982,0
X,03/20/16,00:00:00,Trade,360.79800,367.77000,360.10700,366.45500,3700.93652302,0
X,03/21/16,00:00:00,Trade,367.19600,367.30400,361.61500,366.99000,5385.35531127,0
X,03/22/16,00:00:00,Trade,366.36500,372.90000,365.94200,371.52000,5961.13141604,0
X,03/23/16,00:00:00,Trade,371.71000,372.99000,369.76900,372.98300,4386.24775743,0
X,03/24/16,00:00:00,Trade,372.98900,375.00000,370.50000,372.69000,6890.77965768,0
X,03/25/16,00:00:00,Trade,372.11100,374.21000,370.27500,372.92500,4303.70746272,0
X,03/26/16,00:00:00,Trade,373.30000,375.50000,372.33000,373.78000,3532.46165339,0
X,03/27/16,00:00:00,Trade,373.76400,385.99100,373.00200,383.51100,3896.2785285,0
X,03/28/16,00:00:00,Trade,383.51100,384.70800,376.04300,376.60000,5234.2917685,0
X,03/29/16,00:00:00,Trade,376.60000,379.78900,364.00000,368.38400,5503.48582505,0
X,03/30/16,00:00:00,Trade,368.38200,369.99900,362.00000,365.00000,6129.215654,0
X,03/31/16,00:00:00,Trade,365.44100,369.50000,364.00000,366.76000,7659.63642932,0
X,04/01/16,00:00:00,Trade,366.76000,369.85900,365.56700,367.20100,4844.95984408,0
X,04/02/16,00:00:00,Trade,367.03000,372.20000,366.50000,369.57900,2956.30810063,0
X,04/03/16,00:00:00,Trade,369.95000,371.00000,367.56200,369.68200,1908.25141393,0
X,04/04/16,00:00:00,Trade,369.68200,370.99000,366.32300,368.99800,5157.47767832,0
X,04/05/16,00:00:00,Trade,368.99900,372.54000,368.30000,371.20000,5801.42650475,0
X,04/06/16,00:00:00,Trade,371.68000,373.99000,370.25500,371.40000,5844.51963303,0
X,04/07/16,00:00:00,Trade,371.40000,372.99000,367.41000,371.79000,5568.37467658,0
X,04/08/16,00:00:00,Trade,371.80000,374.47000,370.73100,371.33900,4822.72122456,0
X,04/09/16,00:00:00,Trade,371.33800,371.53700,364.30000,367.89800,4344.91206841,0
X,04/10/16,00:00:00,Trade,367.78900,371.98000,366.75100,370.59900,3869.40712435,0
X,04/11/16,00:00:00,Trade,370.22100,371.26900,368.39700,370.34600,4926.56259518,0
X,04/12/16,00:00:00,Trade,370.38300,375.88900,370.00000,375.00000,5580.20251467,0
X,04/13/16,00:00:00,Trade,375.00000,377.00000,372.37800,376.12000,7151.58023934,0
X,04/14/16,00:00:00,Trade,376.00000,377.49900,374.76100,376.95000,3967.79007622,0
X,04/15/16,00:00:00,Trade,376.95000,381.67000,376.48700,381.00000,5247.34111797,0
X,04/16/16,00:00:00,Trade,381.00000,384.27100,379.36400,381.10800,2699.54680668,0
X,04/17/16,00:00:00,Trade,381.04900,381.86300,375.30800,377.01000,2261.99189254,0
X,04/18/16,00:00:00,Trade,377.14800,380.89000,375.25500,377.71900,4145.18155892,0
X,04/19/16,00:00:00,Trade,377.71900,379.00000,376.49800,377.99900,3294.09390648,0
X,04/20/16,00:00:00,Trade,378.01000,391.69600,377.51000,390.59900,6492.51071722,0
X,04/21/16,00:00:00,Trade,390.11800,397.00000,388.12000,395.99900,5789.23616361,0
X,04/22/16,00:00:00,Trade,396.00000,399.90000,392.70000,397.90000,4263.70912929,0
X,04/23/16,00:00:00,Trade,397.89900,399.11100,395.10000,398.60000,2260.97218476,0
X,04/24/16,00:00:00,Trade,398.60000,405.98000,396.62000,400.99000,4507.77068439,0
X,04/25/16,00:00:00,Trade,400.99900,412.62000,400.51600,411.40000,5776.58153414,0
X,04/26/16,00:00:00,Trade,411.40000,417.20000,408.87500,414.30000,6534.81972891,0
X,04/27/16,00:00:00,Trade,414.30000,416.88000,397.28700,402.13000,5989.5154272,0
X,04/28/16,00:00:00,Trade,402.96400,403.39000,384.31000,394.96400,8832.33060382,0
X,04/29/16,00:00:00,Trade,395.22800,397.99000,392.62400,397.98000,4584.48901401,0
X,04/30/16,00:00:00,Trade,397.97900,399.99000,390.42100,391.73000,4686.11721335,0
X,05/01/16,00:00:00,Trade,391.45100,397.28100,390.26000,393.61100,2112.71766817,0
X,05/02/16,00:00:00,Trade,394.20000,396.36900,382.00000,384.56000,6587.73246423,0
X,05/03/16,00:00:00,Trade,384.53000,392.34000,384.10000,392.34000,4178.0307601,0
X,05/04/16,00:00:00,Trade,391.53100,394.00000,387.27800,389.59000,3978.33360882,0
X,05/05/16,00:00:00,Trade,389.56900,393.99000,388.87900,393.53000,4347.2744101,0
X,05/06/16,00:00:00,Trade,393.52000,400.05000,392.24200,399.70000,5222.70312244,0
X,05/07/16,00:00:00,Trade,399.52300,405.85000,399.12100,405.53000,3758.90734216,0
X,05/08/16,00:00:00,Trade,405.53800,405.66000,399.93000,402.40000,1993.79950463,0
X,05/09/16,00:00:00,Trade,402.38000,407.99000,400.45600,406.99800,5569.81611757,0
X,05/10/16,00:00:00,Trade,406.65100,407.00000,394.55100,401.24900,5963.497491,0
X,05/11/16,00:00:00,Trade,401.12800,401.64100,396.23200,396.72900,4790.41907852,0
X,05/12/16,00:00:00,Trade,396.53000,398.99000,393.79400,397.16800,4794.15499886,0
X,05/13/16,00:00:00,Trade,397.16900,404.68000,397.16800,404.12000,5690.88453247,0
X,05/14/16,00:00:00,Trade,404.27700,404.64000,399.78400,403.54700,4047.97858302,0
X,05/15/16,00:00:00,Trade,403.54700,405.76100,401.33300,404.83000,1999.25460783,0
X,05/16/16,00:00:00,Trade,404.83000,406.20000,401.64000,404.02000,4685.99912262,0
X,05/17/16,00:00:00,Trade,403.79000,404.04000,399.78500,402.80900,5520.63970557,0
X,05/18/16,00:00:00,Trade,402.80000,404.99000,400.65600,404.98900,5735.26909847,0
X,05/19/16,00:00:00,Trade,404.27100,405.61000,398.21300,399.86800,6860.44702883,0
X,05/20/16,00:00:00,Trade,399.75000,399.83000,388.24200,395.03000,8880.38634472,0
X,05/21/16,00:00:00,Trade,395.00000,396.99000,393.50000,395.23100,2955.49836609,0
X,05/22/16,00:00:00,Trade,395.23100,396.47200,390.12800,390.91100,3674.80723782,0
X,05/23/16,00:00:00,Trade,391.48800,395.98200,387.64600,393.93900,7233.18279578,0
X,05/24/16,00:00:00,Trade,393.86000,400.39200,390.49000,399.98900,6403.29760391,0
X,05/25/16,00:00:00,Trade,399.99000,403.42000,398.00000,401.47800,5088.99341304,0
X,05/26/16,00:00:00,Trade,401.49000,404.99000,399.00100,404.05000,5517.810854,0
X,05/27/16,00:00:00,Trade,403.79100,428.28000,402.02800,423.83500,11802.223034,0
X,05/28/16,00:00:00,Trade,423.81100,448.00000,420.66500,442.69800,9510.79348017,0
X,05/29/16,00:00:00,Trade,442.78600,497.66000,438.16000,487.00000,12703.6327027,0
X,05/30/16,00:00:00,Trade,487.88900,496.97000,458.21200,479.87000,10074.5523609,0
X,05/31/16,00:00:00,Trade,479.88900,488.81800,471.47100,476.32900,8783.35786161,0
X,06/01/16,00:00:00,Trade,476.32800,485.47000,464.00000,475.17000,9185.20043643,0
X,06/02/16,00:00:00,Trade,475.00000,482.40000,473.09000,480.04800,6744.36131677,0
X,06/03/16,00:00:00,Trade,480.04800,508.71300,478.32000,503.89000,11406.4575946,0
X,06/04/16,00:00:00,Trade,503.89000,520.81000,493.78000,501.00000,9632.42801538,0
X,06/05/16,00:00:00,Trade,501.00900,515.38800,500.01000,507.50000,6097.57589232,0
X,06/06/16,00:00:00,Trade,507.00000,518.09900,500.00000,513.12000,7443.32437711,0
X,06/07/16,00:00:00,Trade,513.98900,519.97100,490.02100,506.68000,9391.85406365,0
X,06/08/16,00:00:00,Trade,506.60000,512.56000,502.51400,509.38000,6043.72582637,0
X,06/09/16,00:00:00,Trade,509.00500,512.87000,505.04000,508.92000,5794.87057928,0
X,06/10/16,00:00:00,Trade,508.92000,515.00000,507.70700,513.99900,4418.43049454,0
X,06/11/16,00:00:00,Trade,513.91000,523.00000,513.91000,519.99000,4959.56406994,0
X,06/12/16,00:00:00,Trade,519.95000,579.00000,518.50000,571.01000,14904.7303421,0
X,06/13/16,00:00:00,Trade,571.97000,634.87900,571.00000,608.90600,23121.2429669,0
X,06/14/16,00:00:00,Trade,608.84000,627.00000,587.34000,610.17900,12980.470077,0
X,06/15/16,00:00:00,Trade,609.99900,620.00000,598.24000,619.70000,7710.74777201,0
X,06/16/16,00:00:00,Trade,619.73900,684.88800,614.05000,679.04900,16548.5032286,0
X,06/17/16,00:00:00,Trade,678.98900,696.26700,624.92800,670.10000,20100.8173115,0
X,06/18/16,00:00:00,Trade,670.46600,691.50000,643.36200,686.00000,11884.723105,0
X,06/19/16,00:00:00,Trade,686.31000,694.26000,660.00000,678.28900,7988.07230426,0
X,06/20/16,00:00:00,Trade,678.00000,681.01900,622.56900,658.70000,11612.1903842,0
X,06/21/16,00:00:00,Trade,658.00100,658.69000,570.01000,582.72200,23270.9472531,0
X,06/22/16,00:00:00,Trade,585.69900,605.50000,545.22200,561.00000,17581.8249823,0
X,06/23/16,00:00:00,Trade,560.81100,565.50000,490.25600,552.30000,24981.3143356,0
X,06/24/16,00:00:00,Trade,547.00000,645.19200,536.00000,597.53800,24695.2586649,0
X,06/25/16,00:00:00,Trade,604.52100,628.00000,584.00000,593.87000,8365.21023175,0
X,06/26/16,00:00:00,Trade,595.00000,618.00000,555.99900,572.71400,7398.42345992,0
X,06/27/16,00:00:00,Trade,573.22900,602.75000,568.12000,585.21100,6401.33864924,0
X,06/28/16,00:00:00,Trade,590.12900,605.00000,579.17600,590.47600,6673.35720405,0
X,06/29/16,00:00:00,Trade,590.76600,594.77600,555.63400,578.00000,10084.7435971,0
X,06/30/16,00:00:00,Trade,578.00000,614.02700,573.00000,603.25000,9338.24520643,0
X,07/01/16,00:00:00,Trade,604.39000,619.95000,600.65200,608.18900,8362.11365623,0
X,07/02/16,00:00:00,Trade,610.29900,628.00000,606.00000,626.00000,5794.10829018,0
X,07/03/16,00:00:00,Trade,626.00000,634.00000,581.85000,594.30400,7821.85335231,0
X,07/04/16,00:00:00,Trade,594.30400,614.90000,583.32000,605.99900,6720.15140361,0
X,07/05/16,00:00:00,Trade,606.00000,617.22200,600.00000,612.74000,7017.29587592,0
X,07/06/16,00:00:00,Trade,612.74000,620.55000,606.61100,614.99000,5489.43590612,0
X,07/07/16,00:00:00,Trade,614.99000,618.48600,555.51100,565.77000,11418.4395057,0
X,07/08/16,00:00:00,Trade,565.41300,601.52100,553.85000,597.20000,6796.83815587,0
X,07/09/16,00:00:00,Trade,597.24100,610.00000,562.52200,586.64800,7532.94687332,0
X,07/10/16,00:00:00,Trade,586.42400,596.20000,580.05400,585.56200,2229.46864378,0
X,07/11/16,00:00:00,Trade,587.67700,597.00000,584.14100,590.15000,3822.08179734,0
X,07/12/16,00:00:00,Trade,590.26400,610.00000,585.00000,609.45000,5833.34451494,0
X,07/13/16,00:00:00,Trade,609.50000,611.80000,595.01000,598.10800,4994.93406941,0
X,07/14/16,00:00:00,Trade,598.10800,600.99000,590.50000,598.47800,3538.95966946,0
X,07/15/16,00:00:00,Trade,598.47100,604.88000,596.01300,604.29400,2965.28402595,0
X,07/16/16,00:00:00,Trade,604.29400,606.73900,599.35600,602.49000,2149.18646742,0
X,07/17/16,00:00:00,Trade,602.49000,622.65000,601.72000,618.99000,4115.08416724,0
X,07/18/16,00:00:00,Trade,618.99000,619.99000,608.30000,608.87000,4916.89340462,0
X,07/19/16,00:00:00,Trade,610.72900,612.99000,602.07200,608.27000,2489.77987805,0
X,07/20/16,00:00:00,Trade,609.99900,612.99000,602.19000,605.01000,3687.24208295,0
X,07/21/16,00:00:00,Trade,605.00100,606.99000,598.84100,604.69000,3149.63092675,0
X,07/22/16,00:00:00,Trade,604.69000,605.99900,591.71000,600.00300,3888.16882589,0
X,07/23/16,00:00:00,Trade,600.00100,602.99000,590.00000,599.41500,3016.45712652,0
X,07/24/16,00:00:00,Trade,600.99000,605.52500,596.90500,603.82000,2519.82629024,0
X,07/25/16,00:00:00,Trade,603.82000,604.86000,593.05100,595.95400,3628.76446341,0
X,07/26/16,00:00:00,Trade,595.44000,597.30100,581.05000,596.29900,5601.51961795,0
X,07/27/16,00:00:00,Trade,594.96500,598.10000,586.66600,593.11100,4996.14397133,0
X,07/28/16,00:00:00,Trade,594.79000,595.42800,588.71100,591.68800,2909.93398744,0
X,07/29/16,00:00:00,Trade,590.35300,592.16900,587.61000,588.90000,2841.47085546,0
X,07/30/16,00:00:00,Trade,588.90000,589.30300,585.01000,585.96000,1531.01044524,0
X,07/31/16,00:00:00,Trade,585.96000,589.30300,563.08500,565.02000,4393.56480515,0
X,08/01/16,00:00:00,Trade,565.00000,589.30300,543.81000,545.49100,7119.5334448,0
X,08/02/16,00:00:00,Trade,544.91100,589.30300,496.34400,507.20000,13381.5628394,0
X,08/03/16,00:00:00,Trade,507.18100,518.99000,430.00000,513.68000,27729.0951432,0
X,08/04/16,00:00:00,Trade,512.86000,529.00000,506.22200,513.59700,9823.71352825,0
X,08/05/16,00:00:00,Trade,520.24000,528.93000,511.53000,522.90500,4274.53267439,0
X,08/06/16,00:00:00,Trade,521.99700,536.12800,515.00000,531.61000,4096.17031646,0
X,08/07/16,00:00:00,Trade,531.72100,548.24000,527.35000,535.60000,4799.5146655,0
X,08/08/16,00:00:00,Trade,535.60000,541.81600,534.00000,539.99700,2989.2407315,0
X,08/09/16,00:00:00,Trade,539.86800,541.58000,529.32000,530.15100,4649.95417871,0
X,08/10/16,00:00:00,Trade,530.15100,540.00000,521.00000,538.78200,5478.88523963,0
X,08/11/16,00:00:00,Trade,538.78100,538.78100,530.00000,532.99000,4091.89116973,0
X,08/12/16,00:00:00,Trade,531.79000,532.99000,521.31000,524.78100,3908.10338301,0
X,08/13/16,00:00:00,Trade,525.37600,528.98000,522.92700,527.19900,1747.18267759,0
X,08/14/16,00:00:00,Trade,526.92200,527.20000,502.00000,503.46200,3713.82648987,0
X,08/15/16,00:00:00,Trade,504.92000,513.51700,501.11000,506.96600,4005.81584358,0
X,08/16/16,00:00:00,Trade,506.14500,521.13000,503.03200,517.12000,5172.14784827,0
X,08/17/16,00:00:00,Trade,515.77700,518.99000,506.21000,507.56700,3004.01196422,0
X,08/18/16,00:00:00,Trade,507.25000,511.48600,506.00000,509.50000,3461.57003587,0
X,08/19/16,00:00:00,Trade,509.50000,513.67000,505.70000,510.00000,3391.50255935,0
X,08/20/16,00:00:00,Trade,510.00000,518.05000,507.90000,514.90000,1922.48356872,0
X,08/21/16,00:00:00,Trade,514.88900,517.83000,511.22000,514.98000,1528.90392108,0
X,08/22/16,00:00:00,Trade,514.98000,520.95000,512.12000,518.78800,3332.77490266,0
X,08/23/16,00:00:00,Trade,518.99000,519.81700,513.56300,515.78900,3842.52889435,0
X,08/24/16,00:00:00,Trade,515.77000,517.59200,513.00000,516.10000,3213.59146643,0
X,08/25/16,00:00:00,Trade,516.08000,516.10000,508.00100,510.01000,3482.65756215,0
X,08/26/16,00:00:00,Trade,510.01000,515.74400,508.21000,515.68000,3444.13769267,0
X,08/27/16,00:00:00,Trade,515.68000,516.49800,505.55000,508.28000,2334.4297248,0
X,08/28/16,00:00:00,Trade,508.31000,512.99000,507.46200,510.60000,1482.91630349,0
X,08/29/16,00:00:00,Trade,510.51000,516.58700,510.00000,512.70000,2942.43905903,0
X,08/30/16,00:00:00,Trade,512.66100,518.54000,511.00900,517.10200,3495.43546011,0
X,08/31/16,00:00:00,Trade,517.00000,518.11000,511.73600,514.59900,3024.63215053,0
X,09/01/16,00:00:00,Trade,514.59000,514.96000,508.91000,511.48900,3485.69064702,0
X,09/02/16,00:00:00,Trade,511.48900,513.99000,507.69800,512.99000,3379.4462727,0
X,09/03/16,00:00:00,Trade,512.99000,515.00000,511.44000,514.69000,2628.43417554,0
X,09/04/16,00:00:00,Trade,514.69000,549.00000,514.42100,544.98000,7593.07907811,0
X,09/05/16,00:00:00,Trade,544.97200,546.20400,536.88900,542.31900,3789.71916759,0
X,09/06/16,00:00:00,Trade,541.63200,547.49600,538.85100,543.96000,3685.88681471,0
X,09/07/16,00:00:00,Trade,543.96000,546.99000,538.14000,546.43800,3011.89813204,0
X,09/08/16,00:00:00,Trade,546.42000,557.43000,544.63000,554.87000,4719.07481076,0
X,09/09/16,00:00:00,Trade,554.87000,556.49000,548.00000,552.90000,2989.75075634,0
X,09/10/16,00:00:00,Trade,552.41100,557.85500,552.12100,557.48700,1929.11156816,0
X,09/11/16,00:00:00,Trade,557.48400,562.49900,553.84500,559.45100,1975.8742122,0
X,09/12/16,00:00:00,Trade,560.00000,560.55500,524.88800,540.98900,5823.8372459,0
X,09/13/16,00:00:00,Trade,540.98900,545.22000,540.00000,545.19000,3472.24529706,0
X,09/14/16,00:00:00,Trade,545.17200,547.16800,542.92100,544.42000,3372.40283738,0
X,09/15/16,00:00:00,Trade,544.42000,544.97000,540.12100,542.04000,2792.88177272,0
X,09/16/16,00:00:00,Trade,542.04000,544.99000,540.00000,544.50000,4082.23364008,0
X,09/17/16,00:00:00,Trade,544.50000,545.00000,541.60100,543.54900,1535.41765002,0
X,09/18/16,00:00:00,Trade,543.54900,545.69000,541.67400,545.65000,1953.40473265,0
X,09/19/16,00:00:00,Trade,545.64900,546.22500,543.28500,544.47500,2841.15493014,0
X,09/20/16,00:00:00,Trade,544.45000,545.64900,542.51000,543.40700,3686.17308315,0
X,09/21/16,00:00:00,Trade,543.40700,545.35500,520.47700,534.50000,5265.32666897,0
X,09/22/16,00:00:00,Trade,534.50000,534.98900,529.11600,532.00000,4163.13813055,0
X,09/23/16,00:00:00,Trade,531.88100,537.68000,529.99900,537.68000,3179.90454624,0
X,09/24/16,00:00:00,Trade,537.66000,539.99000,535.50000,538.65700,2025.99561435,0
X,09/25/16,00:00:00,Trade,538.65700,539.08800,534.12000,535.67900,1302.75492251,0
X,09/26/16,00:00:00,Trade,535.67900,542.82800,534.44000,541.13100,2800.12388838,0
X,09/27/16,00:00:00,Trade,540.34500,543.37500,539.42700,541.97000,3180.05038367,0
X,09/28/16,00:00:00,Trade,541.41100,547.69200,539.83000,542.20000,3353.93498202,0
X,09/29/16,00:00:00,Trade,542.50900,545.13000,539.58600,542.39500,3486.33555451,0
X,09/30/16,00:00:00,Trade,542.39500,545.75100,540.00000,543.85800,3418.26644245,0
X,10/01/16,00:00:00,Trade,543.85700,553.83900,541.24200,551.74800,3621.79242862,0
X,10/02/16,00:00:00,Trade,550.53500,552.71500,544.00100,545.98900,1352.01210165,0
X,10/03/16,00:00:00,Trade,545.98900,548.97300,544.04700,547.48900,2200.56677779,0
X,10/04/16,00:00:00,Trade,547.39000,548.00000,544.00000,545.88400,3084.24599635,0
X,10/05/16,00:00:00,Trade,545.88300,552.48300,544.32000,550.99900,3855.79945332,0
X,10/06/16,00:00:00,Trade,551.00000,553.38000,547.78200,551.84500,3209.42467711,0
X,10/07/16,00:00:00,Trade,551.84500,560.79000,549.47800,557.29800,3633.59024275,0
X,10/08/16,00:00:00,Trade,557.29900,559.46000,552.26600,554.82000,1662.38991289,0
X,10/09/16,00:00:00,Trade,554.81900,555.96600,552.25500,554.99000,1159.17965042,0
X,10/10/16,00:00:00,Trade,554.99000,558.85400,551.72000,557.40000,3103.69214964,0
X,10/11/16,00:00:00,Trade,557.31900,579.00000,555.70000,577.70000,6104.40271322,0
X,10/12/16,00:00:00,Trade,577.70000,586.61000,576.50200,580.95300,4353.96148003,0
X,10/13/16,00:00:00,Trade,580.99000,582.35300,573.93000,575.55000,3596.87196918,0
X,10/14/16,00:00:00,Trade,575.54900,584.70000,572.50000,583.45000,5106.6380422,0
X,10/15/16,00:00:00,Trade,583.99000,587.56200,581.30000,584.84900,2096.13812005,0
X,10/16/16,00:00:00,Trade,584.95900,587.04200,578.71100,584.88800,2064.74023509,0
X,10/17/16,00:00:00,Trade,584.88800,585.99900,580.11900,581.94000,2975.49953561,0
X,10/18/16,00:00:00,Trade,581.94000,585.34500,579.00100,582.46700,4142.73637894,0
X,10/19/16,00:00:00,Trade,582.41000,582.99000,572.51000,575.71200,4985.64115453,0
X,10/20/16,00:00:00,Trade,575.71200,583.00000,574.01900,578.54000,3393.46787506,0
X,10/21/16,00:00:00,Trade,578.54000,584.00000,578.04500,582.99000,2881.82836724,0
X,10/22/16,00:00:00,Trade,582.99000,609.63200,581.00100,602.40000,5492.09672178,0
X,10/23/16,00:00:00,Trade,602.00000,605.88000,597.30000,599.56900,2884.11447321,0
X,10/24/16,00:00:00,Trade,601.50000,602.00000,596.00000,600.88900,3749.83481658,0
X,10/25/16,00:00:00,Trade,600.88900,606.69859,598.88000,604.11000,4567.62422931,0
X,10/26/16,00:00:00,Trade,604.86000,626.00000,600.05000,623.66000,6391.30894438,0
X,10/27/16,00:00:00,Trade,623.66000,635.12000,617.23800,628.99000,6308.81606756,0
X,10/28/16,00:00:00,Trade,629.31100,634.00000,626.01100,629.02100,4662.99774369,0
X,10/29/16,00:00:00,Trade,629.02100,649.87000,626.22000,648.00000,7036.55916486,0
X,10/30/16,00:00:00,Trade,648.00000,650.00000,626.00000,635.96000,4300.6480305,0
X,10/31/16,00:00:00,Trade,636.07000,646.22300,616.51000,643.88900,5853.80457582,0
X,11/01/16,00:00:00,Trade,637.30000,666.33900,633.41600,658.16300,7011.86721676,0
X,11/02/16,00:00:00,Trade,659.98700,662.00000,648.00000,657.73500,4445.95803025,0
X,11/03/16,00:00:00,Trade,657.73400,672.40000,604.26000,636.60600,12796.5450508,0
X,11/04/16,00:00:00,Trade,636.60500,639.50000,605.50000,626.65400,9658.53444017,0
X,11/05/16,00:00:00,Trade,626.68000,634.70000,621.36400,630.50900,3261.15084435,0
X,11/06/16,00:00:00,Trade,630.39000,642.00000,625.00000,634.49000,3110.90570975,0
X,11/07/16,00:00:00,Trade,634.49000,643.00000,629.34500,635.10000,3338.46195196,0
X,11/08/16,00:00:00,Trade,635.00000,646.96400,632.00000,643.45900,4332.9198452,0
X,11/09/16,00:00:00,T,643.41000,669.00000,638.50000,662.22300,10720.9414852,0
X,11/10/16,00:00:00,T,661.76700,664.90000,651.00000,653.00000,4421.68660534,0
X,11/11/16,00:00:00,T,655.00000,664.26200,651.11500,660.93900,4026.92325377,0
X,11/12/16,00:00:00,T,660.93900,661.99900,643.34900,646.67600,3399.69800585,0
X,11/13/16,00:00:00,T,646.99000,649.20700,628.03300,644.70000,5016.97117224,0
X,11/14/16,00:00:00,T,644.70000,657.33400,643.14000,655.99800,4280.75519965,0
X,11/15/16,00:00:00,T,657.35200,667.76600,653.98700,666.05000,4708.80165365,0
X,11/16/16,00:00:00,T,661.69400,697.00000,656.80600,689.95900,9481.42073527,0
X,11/17/16,00:00:00,T,689.90000,699.99000,677.86000,694.97800,6673.19476117,0
X,11/18/16,00:00:00,T,694.97800,710.44800,685.12700,703.95400,5097.53489709,0
X,11/19/16,00:00:00,T,703.95400,714.99000,691.00000,705.77000,2982.91250349,0
X,11/20/16,00:00:00,T,705.77000,710.00000,670.01000,687.00000,5218.72284442,0
X,11/21/16,00:00:00,T,684.88400,701.44400,681.65300,699.00000,4395.14491877,0
X,11/22/16,00:00:00,T,698.99900,713.50000,689.01000,708.50000,6107.88151655,0
X,11/23/16,00:00:00,T,708.50000,708.54900,692.10000,700.99000,5654.09886741,0
X,11/24/16,00:00:00,T,700.97500,705.00000,692.10000,702.26900,4759.29998283,0
X,11/25/16,00:00:00,T,702.24800,702.40100,691.30600,698.34800,3965.07751652,0
X,11/26/16,00:00:00,T,698.34700,702.67900,685.22000,694.59900,3112.99626354,0
X,11/27/16,00:00:00,T,694.59900,699.11000,688.10000,696.00900,1592.2833973,0
X,11/28/16,00:00:00,T,696.59300,698.50000,689.00000,694.50000,3499.81921455,0
X,11/29/16,00:00:00,T,694.50000,695.99900,691.01800,693.34900,3559.64347847,0
X,11/30/16,00:00:00,T,693.34900,703.83000,689.86200,702.51000,4794.6070315,0
X,12/01/16,00:00:00,T,702.90000,712.55000,699.25600,710.40000,4854.0293682,0
X,12/02/16,00:00:00,T,710.40000,736.00000,705.42000,724.99000,7372.06260984,0
X,12/03/16,00:00:00,T,724.99000,731.17400,713.20000,713.40000,1787.77035284,0
X,12/04/16,00:00:00,T,722.49400,730.00000,719.28000,724.50000,1877.22319175,0
X,12/05/16,00:00:00,T,724.98600,735.12000,702.00000,708.99500,7328.55623023,0
X,12/06/16,00:00:00,T,708.99400,720.00000,704.24000,716.04200,5544.95616896,0
X,12/07/16,00:00:00,T,717.10900,724.84200,711.94400,722.98800,4397.10671533,0
X,12/08/16,00:00:00,T,722.98700,729.29900,712.95000,728.09400,4068.52461627,0
X,12/09/16,00:00:00,T,729.69900,735.70000,724.31100,732.09500,3741.57034565,0
X,12/10/16,00:00:00,T,732.95000,736.07000,731.59100,735.11000,729.24234807,0
            1 Reply Last reply Reply Quote 0
            • B
              backtrader administrators last edited by

              The last values of chikou_span MUST and WILL BE NaN.

              chikou_span lags 26 days. That doesn't mean that at point [0] (current instant) you get the value that was there 26 periods ago.

              See for example: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ichimoku_cloud

              Check the 1st chart and see how chikou_span stops producing data 26 bars before the end of the chart.

              If you double check against the chart above, the case is exactly the same.

              The difference in the charts is that hte StockCharts version also gives you the leading values into the future. Originally backtrader had a parameter in Cerebro called lookahead which was meant to support such scenarios. But given the mix of use cases supported, it makes little sense to try to support that.

              The test cases in the backtrader suite show also that the last value of chikou_span is NaN. And additionally that values are produced at some other points in time (both with runonce=True and with runonce=False)

              1 Reply Last reply Reply Quote 1
              • J
                junajo10 last edited by

                Thanks, i have read again the definition, and i agree with you. All is working well.

                1 Reply Last reply Reply Quote 0
                • 1 / 1
                • First post
                  Last post
                Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors