@ab_trader said in IndexError: array index out of range:
If you need some advice, you may want to share full script. Not just arbitrary piece of it.
Indeed ... although this time
@YELNAr said in IndexError: array index out of range:
if (self.data.close[2] < self.sma and self.data.close[2]
It should be clear that looking into the future is still a very difficult feat.
@vladisld said in Live trading multiple strategies, each one on a separate data feed:
The suspicious error I'm getting from IB broker:
<error id=16777228, errorCode=420, errorMsg=Invalid Real-time Query:Historical data request pacing violation>Also no 'next' methods are called on any of the added strategies.
Because the error breaks data continuity?
@vladisld said in Live trading multiple strategies, each one on a separate data feed:
till the question remains, why no 'next' method is called on any of the strategies, even when running during the market session hours given that:
1 data feed, have no warm-up period and see what happens?@J-Javier-Gálvez said in On-close orders:
Reading the documentation of backtrader it seems that it doesn't have this feature in backtest mode.
It is in the docs as Close and uses the known (or implied) end of session price to execute.
@MuSaCN said in How to change the index of indicator to the opposite ？:
Is there any other way besides the function ?
I don't know which "function" you may be referring to, because there is no such function.
But if you want to change the semantics of backtrader about what's the past and what's the future, you should consider using something else.
The semantics were chosen to stay as close as possible to the semantics of "last" in Python (i.e.: -1) and have a pivot point around 0 (Python has no notion of a pivot for an array)
@yoghurtshawn said in Multicore Optimization and self define analyzers:
How can I modify my codes so that multi core opt could work properly
We don't know. Your code isn't there.
Glad you solved the problem, but as it is often the case, any kind of help or diagnostic is impossible if you say
@MuSaCN said in cerebro.plot() error!!!:
I want to use Backtrader on Python IDE ,not with anaconda, not in jupyter.
every is ok, only cerebro.plot() get error.
but you are really doing something different.
@MuSaCN said in cerebro.plot() error!!!:
cerebro.plot(iplot= True) will set backend to "nbAgg".
@Shubham-Puri said in Stock prediction using sentiment analysis error:
if date in date_sentiment: self.sentiment = date_sentiment[date] self.lines.sentiment[0] = self.sentiment
The first time you go into the code the if date in date_sentiment evaluates to False. As such the declaration and assigment of self.sentiment = xxxxxxx is not executed and this member attribute does NOT exist.
You then do
self.lines.sentiment[0] = self.sentiment
The best the indicator can do, given the undefined self.sentiment is to look in the lines declaration and see if sentiment exists there ... and yes. It is a line buffer which you try to assign to itself in a point in time.
Define self.sentiment to have another name and you will quickly see the error popping up.
@YELNAr said in BackTrader, algorithm, buy if price decreasing:
def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.orderid = list() self.order = None self.dataclose = self.datas[0].close self.upper_limit = self.p.upper # self.counttostop = 0 self.datastatus = 0 self.bar_executed = 0
Your __init__ statement contain no indicators and no constraints to ensure buffers are filled with a minimum. This means that when you enter next the first time anything which uses [-1] and [-2] is actually broken, because the minimum period is 1, which means the code goes directly into next as soon as data is available.
My recommendation: learn backtesting loading data from a file and not playing with InteractiveBrokers.
In the meanwhile read this about the minimum period: https://www.backtrader.com/docu/operating/
@kam-dorra said in bt.If operator/function:
I have no coding experience at all
The problem is not there (that's another problem), the problem is understanding why bt.If delivers two values. bt.If returns a line. This is just like, for example, self.data.close.
Which means that for each tick (call iteration if you wish) it has to have a value.
@kam-dorra said in bt.If operator/function:
could you show me how to only have the self.data.low results in the line?
@ab_trader cannot show you that, neither can anyone else, because you cannot have a line that sometimes has values and some other times doesn't. You have something similar if you don't fill the value (which is often done when developing an indicator), because if you skip setting a value, the default value is filled in for you, with the default value bein NaN (aka "Not a Number" or a default representation in the IEEE Floating Point Standard to indicate that it doesn't represent an actual value)
The thing with NaN is that it may actually be what you need or it may not. Because, not being a number, arithmetic and logic operations won't work the way you expect them to (they will work, but the result may not match your expectations, which in fact means ... it doesn't work)
Use a well defined floating point value such as Inf or -Inf is better in order to have well defined operations and results. If your problem is the low, what seems plausible is:
low_or_inf = bt.If(sma1(-2) > self.data.close(-1), self.data.low, float('Inf'))
One can be sure that the low will always be less than Inf.
Later in your code you can do the following
if low_or_inf[0] < float('Inf')
do_something_here()
With that logic implying that if something is less than infinitum ... it has to be low
Given that your initial statement gave an example
@kam-dorra said in bt.If operator/function:
def next(self): if only_low[-1]>only_low[-2]: self.buy() # enter long
the obvious thing would be
def next(self):
if low_or_inf[0] < float('Inf'):
if low_or_inf[-1] > low_or_inf[-2]: # this may also be pre-calculated as a line
self.buy() # enter long
To pack everything as a line
low_or_inf = bt.If(sma1(-2) > self.data.close(-1), self.data.low, float('Inf'))
low_signal = bt.If(low_or_inf < float('Inf'), low_or_inf(-1) > low_or_inf(-2), False)
Later in the code
def next(self):
if low_signal[0]:
self.buy()