Posts made by chaT123

My data is in the format below:
7/29/2019 6:00
7/29/2019 6:15
7/29/2019 6:30
7/29/2019 6:45
7/29/2019 7:00
7/29/2019 7:15
7/29/2019 7:30
7/29/2019 7:45
7/29/2019 8:00
7/29/2019 8:15

i.e I get a price every 15 minutes.
This is stored in Pandas Dataframe.

When I load it,

data = bt.feeds.PandasData(...., timeframe=bt.TimeFrame.Minutes, compression = 1)

Compression should be = 1 or 15?

When plotting results, how can I add label name to each data series in self.datas[]? Now when I plot, on the upper left of each data series, it shows no name.

I tried to set the name using self.datas[0].plotinfo(), but I cannot find how to add the name.

Thank you very much. Just to check, where should I use the plotinfo.plot = False? In the "def init(self):" inside the Strategy Class?

I juse tested self.broker.getvalue() is working.

But self.stats.broker.value[0] not working. So I can just use self.broker.getvalue() right? My goal is to print out broker value every day.

The below code has error message below when I load only one series of OHLC data (In Pandas DataFrame format). But it doesnt have problem when I add a second series of data. i.e with two data series it works.

And when I use "runonce=True" setting, it works also.

So it ONLY doesn't work when I load only one series of data and use "runonce=False" set up. Does anyone know what is wrong here?

"C:\ProgramData\Anaconda3\lib\site-packages\backtrader\linebuffer.py", line 163, in getitem
return self.array[self.idx + ago]
IndexError: array index out of range

class TestStrategy(bt.Strategy):
     def __init__(self):

        self.closePx = self.datas[0].close
       
        

    def next(self):

       # The LINE BELOW POP UP ERROR MSG ABOVE
        print(self.stats.broker.value[0])
       
        # ***************************************************************

    def stop(self):
        pass

data = bt.feeds.PandasData(dataname=dailyOHLCDF, open='Open', high='High', low='Low', close = 'Close', volume = 'Volume'\
, openinterest=None)


cerebro = bt.Cerebro(stdstats=False)

cerebro.adddata(data)
cerebro.addobserver(bt.observers.Broker, plot = False)
cerebro.broker.setcash(500000.0)
cerebro.addstrategy(TestStrategy)
thestrats = cerebro.run(runonce=False)

How can I plot broker.value in one graph object while rest backtesting results in a separate graph object? Plotting everything together in one graph makes the details very small to see.

@ab_trader Thank you! Can I have an example code of an observer that output whether each trade is closed by stop loss order or market order (based on other rules)?

i.e to code the logic "buy if MA(20) > MA(40) AND last trade made money." in "def next(self):", can I use analyzer? Or best way is dasch's way above?

Thank you. The fundamental data is in pandas dataframe format.
Yes, adding a line and use it through method data.pe is what I need.
What if I already have dataframe as hand, instead of a CSV file?

I'm thinking maybe I create a dataframe X with date index equal to the security price input. And in the log function, I input the stop loss order information into columns of X[0]. Then at the end, I output the dataframe as a csv file. Is this supported?

Thank you all! Will I be able to use analyzer's value to determinate the next trade? I.e I buy if MA(20) > MA(40) AND last trade made money. How to code this with a analyzer showing if last trade made money?

also how can I output the order notification to a csv file instead of command line output?

Thank you! So there is no way to record my order submit and execution history (e.g notify_order method) in a csv file? Also in WriterFile csv file, I want to specify which closing trade is based on stop loss order and which closing trade is based on other trading rules. e.g I want to add a column in the WriterFile csv file showing "S" if the closing trade is from stop loss order and "O" if closing trade is from other trading rules.

I have fundamental data (say stock P/E time series) saved as a dataframe. How should I input and use it in backtrader? I load the dataframe using bt.feeds.PandasData and put "close" = "PE?

Can I have an example of when I should code in stop loss order?
The best practice is I submit a stop loss order at the same time I submit the order to open a position?
Also how can I track what are the stop loss order outstanding (size, and limit price) every day in the WriterFile csv file?

Using the moving average cross over system. But I want to add another criteria that I only buy when the previous trade made money.
I.e I buy if MA(20) > MA(40) AND last trade made money.
How do I implement that indicator showing whether previous trade made money or not?