Hey Guys,

I am trying to set a Buy Limit Order on the Donchian High and and a Sell oder on the DonchianLow. I don't know why my code doesn't work.

Here you can see how I calculated the Donchian High and Low:

entry_price = bt.indicators.Highest(self.data.high[-1], period=30)
stop_price = bt.indicators.Lowest(self.data.low[-1], period=15)

These are my lines, which should open and close the trades:

if self.position.size == 0:
   self.buy(exectype=bt.Order.Limit, price=entry_price, size = size)
else:
   self.close(exectype=bt.Order.Stop, price=stop_price)

So I want to open a Trade with a limit Order, when the price reaches the Donchian High and I want to close it, when the price goes down to the Donchian Low.

thank you for your help :)
best regards Christian

@run-out Hey I found the error!!!

here I found the solution: https://community.backtrader.com/topic/2582/run-multiple-data-in-for-loop

I gave my trade_list class an other name. In my example I gave it the name "Trade_The_List" and than I replaced it in the analyzer like this:

cerebro.addanalyzer(Trade_The_List, _name='trade_list')

now it works :)

thank you for your help!

@run-out Yes you are right. This is because of the trade_list.

If I comment the trade_list results out like this...

        #trade_list = results[0].analyzers.trade_list.get_analysis()
        #tabulate(trade_list, headers="keys")

... than the code works fine. But I need the results of the trade list. (this is why I make the backtest ^^)

@run-out Hey I found the error!!!

here I found the solution: https://community.backtrader.com/topic/2582/run-multiple-data-in-for-loop

I gave my trade_list class an other name. In my example I gave it the name "Trade_The_List" and than I replaced it in the analyzer like this:

cerebro.addanalyzer(Trade_The_List, _name='trade_list')

now it works :)

thank you for your help!

@run-out Yes you are right. This is because of the trade_list.

If I comment the trade_list results out like this...

        #trade_list = results[0].analyzers.trade_list.get_analysis()
        #tabulate(trade_list, headers="keys")

... than the code works fine. But I need the results of the trade list. (this is why I make the backtest ^^)

@chhrissi2909 line 309 is this line:

results = cerebro.run(tradehistory=True)

Hello,

I am trying to backtest some stocks at ones. To solve this I want to loop through the cerebro for every stock in the code.

When I do that, than the code perfectly runs and calculates my resuluts, but when the code goes into the second loop, than I get an error message like this:

Traceback (most recent call last):
  File "d:\Desktop\DonchianMT5Data_alle_Stocks.py", line 309, in <module>
    results = cerebro.run(tradehistory=True)
  File "C:\Python\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Python\lib\site-packages\backtrader\cerebro.py", line 1257, in runstrategies
    strat._addanalyzer(ancls, *anargs, **ankwargs)
  File "C:\Python\lib\site-packages\backtrader\strategy.py", line 247, in _addanalyzer
    analyzer = ancls(*anargs, **ankwargs)
TypeError: 'list' object is not callable
PS D:\Desktop> 

the code in the cerebro part looks like this:

symbolpfad = "D:\Desktop\ZigZag Freelancer\MT5_Daten\SPX_Symbole komplett1.csv"
symbolliste = pd.read_csv(symbolpfad)
if __name__ == '__main__':
    ## ----------------------------------------------- Prepare Backtestfeed -----------------------------------------------
    # Find Data.
    for i in range(len(symbolliste)):
        cerebro = bt.Cerebro()
        datapath = "D:/Desktop/ZigZag/strategy/data_Tiingo/SPX/"+symbolliste.Symbol[i]+".csv"
        data_df = pd.read_csv(datapath,
                                index_col=0, 
                                usecols=["time", "open","high", "low", "close"])
        data_df.index = pd.to_datetime(data_df.index)
        feed = bt.feeds.PandasData(dataname=data_df) 
        cerebro.adddata(feed)
        cerebro.broker.setcash(STARTING_CAP)
        cerebro.broker.setcommission(commission=COMMISSION, leverage=2)

        # Add Analyzers
        cerebro.addanalyzer(MaxDD, _name='max_dd')
        cerebro.addanalyzer(HitRate, _name='hit_rate')
        cerebro.addanalyzer(TotalTrades, _name='total_trades')
        cerebro.addanalyzer(trade_list, _name='trade_list')
        cerebro.addanalyzer(btanalyzers.SharpeRatio, _name='sharpe', riskfreerate=0.0)
        cerebro.addstrategy(NoStrategy, period_high=DONCHIAN_HIGH,
                                        period_low=DONCHIAN_LOW,
                                        lookback=0,
                                        risk=RISK,
                                        Einstiegs_Puffer=EINSTIEGS_PUFFER,
                                        Ausstiegs_Puffer=AUSSTIEGS_PUFFER,
                                        Use_TSL_close=USE_TSL_CLOSE)

        ## Run Backtest ---------------------------------------------------
        # Print out the starting conditions
        print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
        # Run over everything
        results = cerebro.run(tradehistory=True)
        # Print out the final result
        print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
        rendite = round(( (cerebro.broker.getvalue()/STARTING_CAP) - 1)*100,2)
        # Print Analyzers

        # Plot
        trade_list = results[0].analyzers.trade_list.get_analysis()
        tabulate(trade_list, headers="keys")
        #print (tabulate(trade_list, headers="keys"))
        
        trade_list_df = pd.DataFrame(trade_list) 
        print(trade_list_df)

1. Is it even possible to loop through cerebro for more than 20 Stocks an save the resuluts f.e. in a excel?
2. If yes, what is wrong with my code?

best regards
Chrsitian

Hello,

I wrote a Backtest.py script. In this script I start to initialize some variables, than there are 7 classes and in the end I run the cerebro when:

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    ...
    ...

If I run the script manually, the backtest works perfectly and I get exactly the results I want.
But if I want to run this script from another Script like this:

import os
import Backtest
os.system('Backtest.py')

for this I put all the scripts in one folder and imported each script in the Runner Script. Each script works perfectly, only the Backtest.py script gives the error message

sh: Backtest.py: command not found

I also have to mention that the other scripts (which work and can also be executed by the runner script via os.system ) all contain no classes and no "if name == 'main':".

Does anybody know why this backtest.py script is not found and how I can solve this problem?

best regards
Christian

@vladisld said in How to reset the tradehistory:

TotalTrades

Hello vladisld,
no that is not a stupid question, but in my whole script the "word" "TotalTrades" only appears twice. The first in the class name:

class TotalTrades(bt.Analyzer):

and secondly in the addanalyzer:

cerebro.addanalyzer(TotalTrades, _name='total_trades')

@chhrissi2909
and I run these analyzers like this:

results = cerebro.run()
total_trades[i] = results[0].analyzers.total_trades.get_analysis()

so I use

strats = cerebro.run(tradehistory=True)

for the pasted class trade_list
and

results = cerebro.run()

for my own analyzers..

could this be the problem?

@vladisld said in How to reset the tradehistory:

TotalTrades

class TotalTrades(bt.Analyzer):
    def __init__(self):
        self.tradeanalyzer = bt.analyzers.TradeAnalyzer()
    def get_analysis(self):
        tradeanalyzer = self.tradeanalyzer.get_analysis()
        try:
            tot_trades = tradeanalyzer.total.closed
        except:
            tot_trades = 0
        return tot_trades

Hello vladisld,

I can't post my whole code, but I try to give you an overview about my logic:

class trade_list(bt.Analyzer):
      # --> pasted code of the link in the problem description
class ZigZagStrategy(bt.Strategy):
     # --> my Strategy

if __name__ == '__main__':
    for i in range(len(alleSymbole)):
        print("(", alleSymbole[i][0],")", ".... process complete ....   ",round(i/len(alleSymbole)*100,2),"%")
        cerebro = bt.Cerebro()
        datapath = DATA_LOCATION+alleSymbole[i][0]+".csv"
        data_df = pd.read_csv(datapath, 
                            index_col=0, 
                            usecols=["date", "open","high", "low", "close"])
        data_df.index = pd.to_datetime(data_df.index)
        feed = bt.feeds.PandasData(dataname=data_df,name=alleSymbole[i][0]) 
        cerebro.adddata(feed)
        cerebro.broker.setcash(STARTING_CAP)
     
        cerebro.broker.setcommission(commission=COMMISSION, leverage=2)
        cerebro.addanalyzer(TotalTrades, _name='total_trades')

        strats = cerebro.run(tradehistory=True)
            # get analyzers data
        trade_list = strats[0].analyzers.trade_list.get_analysis()
        trade_list_tabuliert = tabulate(trade_list, headers="keys")
        trade_list_pandas = pd.DataFrame(trade_list)


        
        # 1. calculating profit factor 
        winners = 0
        winner_counter = 0
        loosers = 0
        looser_counter = 0
        for q in range(len(trade_list_pandas["pnl"])):
            if trade_list_pandas["pnl"][q] >= 0:
                winners += trade_list_pandas["pnl"][q]
                winner_counter += 1
            else:
                loosers += trade_list_pandas["pnl"][q]
                looser_counter += 1
        winners = winners / winner_counter
        loosers = (loosers / looser_counter) * (-1)
        profit_factor[i] = round(winners/loosers,2)

        for l in range(len(trade_list_pandas["cumpnl"])):
            Stock_Equity[l][i] = round(trade_list_pandas["cumpnl"][l],2)


   symbole = np.empty(len(alleSymbole),dtype=str)
   for i in range(len(alleSymbole)):
   symbole[i] = alleSymbole[i][0]

    pandas = pd.DataFrame(Stock_Equity.tolist(),columns=symbole)
    PATHi = "/Users/MYPATH.xlsx"
    pandas.to_excel(PATHi, index=True)

My Error message is here:

File "/Users/PATH", line 484, in <module>
  strats = cerebro.run(tradehistory=True)
File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/backtrader/cerebro.py", line 1127, in run
  runstrat = self.runstrategies(iterstrat)
File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/backtrader/cerebro.py", line 1257, in runstrategies
  strat._addanalyzer(ancls, *anargs, **ankwargs)
Fi**le "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/backtrader/strategy.py", line 247, in _addanalyzer
  analyzer = ancls(*anargs, **ankwargs)
TypeError: 'list' object is not callable

Hello,

In my code I loop through all my symbols. In detail I backtest a strategy with cerebro on a symbol and if it is ready I loop through the next stock.

For analyzing the results I use the "class trade_list(bt.Analyzer):" (https://community.backtrader.com/topic/1274/closed-trade-list-including-mfe-mae-analyzer)

If I just loop through 1 Stock there is no problem and the code runs well. But if I loop through 2 or more Stocks, than this error message shows:

"TypeError: 'list' object is not callable"

I think the problem is with this line in my cerebro plot:

strats = cerebro.run(tradehistory=True)

I think I have to reset the trade history, if the next Stock is looping. (If I print my Sticks than I can see, that the first stock loops through and as soo as the second Stock comes, the code stops)

Is there a opportunitie to reset the tradehystory, if my loop starts with the next Stock. For example like this:

if i == 0:
set_tradehystory = False 
else:
set_tradehistory=true

thank you for your help :=)

best regards
Christian