@ard9000 said in Adding data after cerebro.run():
Adding data after cerebro.run()
Not after.
@ard9000 said in Adding data after cerebro.run():
Can .adddata() be called during .run() ?
Not during.
Any other suggestions?
Yes.
@ard9000 said in Adding data after cerebro.run():
our FIX interface we developed for our firm with BackTrader.
You are a firm, pay to get something done which fits your needs instead of being cheap.
@Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy:
You say you want to work with the INDICATOR.
@backtrader said in Can somebody explain me how to use the heikin ashi indicator into a strategy:
The indicator version has with 4 output lines
ha_open
You get information for the INDICATOR
@Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy:
but is using hk.close instead of ha_close that you told me.
Apparently you DON'T want the INDICATOR. You want a standard data stream transformed into a Heikin Ashi data stream.
But first, if you have the indicator ... with a line named ha_close, you don't do this
@Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy:
self.sma=bt.indicators.SimpleMovingAverage(self.hk.ha_close[0], period=self.params.speriod)
Because as pointed out by @momentum, you are passing the CURRENT value (which at the moment you actually create it ... it doesn't exist) to the SimpleMovingAverage
You pass the ENTIRE line
self.sma=bt.indicators.SimpleMovingAverage(self.hk.ha_close, period=self.params.speriod)
If you want the transformed data you add a filter
data.addfilter(bt.filters.HeikinAshi)
Please read this post
Let me venture into the crystall ball territory ... you did
pip install oandapy
(Yes I know, my crystal ball is incredible ... but it doesn't work with lottery numbers unfortunately)
The documentation explicitly states (Docs - Oanda)
pip install git+https://github.com/oanda/oandapy.git
Hopefully you see the difference. Furthermore, you are installing something for Oanda REST v20 which isn't supported by the built-in functionality.
That's why another part of the website lists 3rd party resources such as
@elihubogan said in Backtrader, oandapy and OandaError issues:
can't make much progress in the QuickStart if the module won't load
The Quickstart doesn't reference Oanda.
@edge7 said in Backtest accuracy:
Am I right?
Of course. Targeting 5-min bars is going to give a lot more accuracy than targeting 1-day bars.
@Darshil-Shah said in Cerebro.run() Type Error:
I am new to this community and have just started using backtrader.
Basics
As such (and the top of each and every page in the forum)
For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
Without that your code is basically unreadable for human beings with two eyes (those with three may possible add an extra visual dimension and put the code back together)
There are a couple of obvious things in any case:
@Darshil-Shah said in Cerebro.run() Type Error:
It shows TypeError: must be real number, not LineBuffer
Haven't you considered that sharing the error (the trace) is as important as the code?
This is telling you, that you are passing the line to an assigment, where you should be passing a float (or something which can be converted directly to a float like an int
@Darshil-Shah said in Cerebro.run() Type Error:
if date in date_sentiment: self.sentiment = date_sentiment[date]
That code at the beginning is obviously doomed to fail, because there is no date_sentiment defined anywhere even if the code is unreadable.
@Darshil-Shah said in Cerebro.run() Type Error:
self.date = self.data.datetime date = bt.num2date(self.date[0]).date()
A lot easier (and timezone aware if timezones are used) if you do:
date = self.data.datetime.date()
Sincerely: you need to make up your mind as to what you want. What you post makes no sense. You probably have an idea about the direction in which you want to go.
If your take-profit/stop-loss is based on the value increase/decrease of an asset you have acquired, record the initial value and exit when the value has gone beyond your limits.
I would argue your problem is in how you call the indicator. But it is a long shot, given that part isn't shown.
You can always have your own signals as an extra input, overlay any number of indicators, run the backtrader script once a day and let it act accordingly.
Yes.
But it will of course take development time from your side.
@jabbarabdullah said in Assigning independent value for multi assets:
data_d_cash = portfolio_cash * (1/len(datalist)).
Apply then that in your loop.
The indicator version has with 4 output lines
It works exactly as any other indicator. What is the problem?