@momentum said in indicator with dynamically changing data:

Do you mean instead of changing the data of the indicator, change the data feed itself?

No, I said that you create a data feed which dynamically changes the data it serves.

You fail to understand that the self.datas array in each object is a different one. This is obvious if you consider that you can do this

ma_on_ma = bt.ind.SMA(bt.ind.SMA(self.data, period=5), period=5)

The outer SMA has, obviously, only 1 data feed which happens to be another SMA (the inner one)

Futhermore, you expect things to use the array self.datas and you manipulate it with that expectation. As noted above, this is not supported, given that other notations and references are used in the internals.

@zblp said in Problem with plotting buy sell arrows:

Buy sell arrows don't seem in the correct place

They are

@zblp said in Problem with plotting buy sell arrows:

There is some kind of scaling issue

No, there isn't. Your data doesn't have enough price difference from the highest high to the lowest low for the default configuration. See:

• Docs - Observer Reference

Disable the standard observers in cerebro using stdstats and add the observers you may wish with the configuration of your choice. See:

• Docs - Cerebro
• Docs - Observer and Statistics

My very sincere advice: if you don't know how to keep a reference in a class to a value, you need to really work on the very basics of programming. And work a lot.

It may seem very tempting to get a straight answer and go and develop a winning strategy: you won't develop any winning strategy, because so far you cannot program (which doesn't mean you cannot learn and be very good at it) and your code will be like a minefield.

But if you wish you can google it ... or even go to Stackoverflow where someone had the same problem (which isn't really a problem)

• https://stackoverflow.com/questions/43164468/anyone-uses-backtrader-how-can-i-keep-a-reference-in-a-method

Choose your own path.

@momentum said in Multiple data feeds - Strategy starting later:

I thought minimum period is something used for indicators. Is there some option I am missing?

Yes. The minimum period applies to anything to all objects with lines, because the buffers (i.e.: when you access [0]) have to produce something. That's guaranteed in next.

If some data feeds start later, they wouldn't be able to produce data when the earlier data feeds do it, hence breaking the contract which you have in next.

@alain said in plot size question:

hight = 30

Things are in the matplotlib arena, but that could have something to do with it.

The messages from the API are completely different, same as the keys. Your best bet is to check with the creators of the v20 broker module.

Thank you ... you overtook me!

@d-virant said in Oanda data feed:

but I assume that installing OandaPy avoids the issue of V20 not being supported?

How?

A user wrote a wrapper for the v2: https://github.com/ftomassetti/backtrader-oandav20

@sylvain said in Question on PyFolio:

Is there any way I could format the trading result and feed to Pyfolio and make it works?

Your use case is not covered by the PyFolioAnalyzer which is the analyzer wrapping the calls to PyFolio.

You would have to use the existing code as basis for a new analyzer which decides which data feeds to consider.

@baktra said in Strategy Optimizer Result Print Order:

there is something I am missing.

What do you think you are missing?

@baktra said in Strategy Optimizer Result Print Order:

I would appreciate if you help

Exactly with what?