Using my own pre-calculated indicators
JMT last edited by
I have a Pandas dataframe which contains my Open, High, Low, Close, Volume columns at minutely resolution. I will load this custom data-set into Backtrader. In addition, I have my own indicators/signals pre-calculated for every minutely time-step.
Having already skimmed the Platform Concepts (https://www.backtrader.com/docu/concepts.html) in the documentation, I haven't been able to see how best to load my own pre-calculated signals.
Please could someone point me to the correct place in the documentation, or share a code snippet? Sorry if this is a duplicate topic, happy to be pointed to the best original topic also.
Thank you very much in advance.
vbs last edited by
I am quite new to this myself but two ideas:
- either use your precalculated data to fake a regular data feed and add it to the strategy. E.g. put your indicator values to the feed's closes value or something
- or implement a simple indicator that just loads the precalculated data from a file (csv?). I am not aware that such an indicator already exists
hobart-liu last edited by
check the link below
this is my test code
class MyDataFeed(btfeeds.GenericCSVData): lines = ('aaa','bbb','ccc') params = ( ('nullvalue', 0.0), ('dtformat', ('%Y-%m-%d %H:%M:%S')), ('datetime', 0), ('time', -1), ('open', 1), ('close', 2), ('high', 3), ('low', 4), ('volume', 5), ('aaa', 6), ('bbb', 7), ('ccc', 8) ('openinterest', -1), ('timeframe', bt.TimeFrame.Minutes) )
(BTW, I am learning this framework too.)
JMT last edited by
Thanks guys - I did infact solve this precisely as you suggested.
I'm having trouble getting this to work with Pandas but works fine with GenericCSVData.
More information is here:
Paska Houso last edited by
PandasDatayou probably want to see this thread and the mention of the