If I well understood, you probably need to use a mix between multiple data strategy and managing the size of the position in the strategy like I did here

It's both:

• You can set a limit order that will trigger as soon as the price hit the target price
• or you can set a simple buy order based on an SMA strategy like here that will trigger once the period is closed

@darkknight9394 @KK I tried to make it work here

html full report rendering is not working for the moment, I need to work on it ... if you find a solution in the mid time ... 😎

@KK here 🙂

@Jakob-Schütte maybe self.data[0].close.get(size=self.p.period) instead of self.data0.close.get(size=self.p.period) ? 🙂

@KK as far as I know pyfolio is not supported anymore with backtrader (there is a topic about quantstats as an alternative)

Hello @Dimasik007 ! Maybe you should use the valid parameter for creating your orders (https://www.backtrader.com/docu/order/#order-creation)

for example when the buy order is filled, on notify_trade function you can create a sell order with a valid in datetime (+ 2/3 minutes)

ok finally I went for a good old method:

print('--------------------')
# calculating bbw
bbw = (self.bbw.top - self.bbw.bot) / self.bbw.mid
# listing last 20 bbw
result_t = [self.calculateBBW(k) for k in range(-20, 0)]
# filtering nan value in the list
minbbw = 0 if math.isnan(min(result_t)) else min(result_t)
# comparing values
print(bbw <= minbbw)
print('--------------------')

I really struggle sometimes to understand the documentation when there are no examples

@ab_trader in the documentation it is explained that it calculates the lowest value for the data in a given period:

• lowest = min(data, period)

To me I assumed (and was mistaken as you said):

• that data is the bbw indicator
• period is the last 60 candles

So if I'm right, I should:

• create an array with the last 60 bbw values (bbwArray)
• find the minimum in the array
• compare this minmum with bbw[0]

bbw = (self.bbw.top - self.bbw.bot) / self.bbw.mid
minbbw = min(bbwArray, 60)
print(bbw == minbbw)

Right ?

I use the Lowest indicator.
I try to compare my bollinger bandwith value with the minimum one on a specific period (60).
Unfortunately the minimum one is always equal to my bollinger bandwith value calculated.

Any thoughts ?

class BaseStrategy(bt.Strategy):
    def __init__(self):
      self.bbw = bt.indicators.BollingerBandsPct()

    def next(self):
      print('--------------------')
      bbw = (self.bbw.top - self.bbw.bot) / self.bbw.mid
      minbbw = min(bbw, 60)
      print(bbw == minbbw) # alway True
      print('--------------------')