Hello,

I wrote an indicator (with help of an example code) wich draws the lines of an ZigZag Indicator.

Now I can take a look on the indicator and it looks very good.

The problem now is, that I need the values of this indicator for my strategy. But how can I write an Indicator, which gives back some values? (the indicator should give me back 2 arrays. The highPoints and the LowsPoints)

Is it possible to write in the indicator class some lines, which allows me to use my ZigZag indicator just as simple as the SMA() indicator, which is already implemented in the backtrader? so that I can call the values for example like this:

        self.ZigZagHighPoints = bt.indicators.ZigZag(
           self.data.OHLC, 
           retracement=0.25,
           minbars=5,
           

        self.ZigZagLowPoints = bt.indicators.ZigZag(
           self.data.OHLC, 
           retracement=0.25,
           minbars=5,
           

best regards,
Christian

For everybody in the Future :D (I fixed the problem to my self):

import os, sys, argparse
import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime
from tiingo import TiingoClient

cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
pathIndex = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/Index EOD Data/^GSPC.csv"

# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(path, index_col=1, parse_dates=True, infer_datetime_format=True)

# create data feed pandas df

stock_prices.index.name = "datetime"
data = bt.feeds.PandasData(dataname=stock_prices)
cerebro.adddata(data)
cerebro.run()
cerebro.plot(volume=False)
cerebro.plot(style='candle')

there are 2 key lines, the first is, that for intraday data, if there is no volume you have to tell that backtrader like this:

cerebro.plot(volume=False)

And the second key line was how to read the csv:

stock_prices = pd.read_csv(path, index_col=1, parse_dates=True, infer_datetime_format=True)


Thanks for all your help :)

@run-out here the code:

import os, sys, argparse
import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime
from tiingo import TiingoClient

cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
pathIndex = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/Index EOD Data/^GSPC.csv"

# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(path, index_col=0, parse_dates=True, infer_datetime_format=True)

##print(stock_prices.dtypes)
print(stock_prices)

# create data feed pandas df

stock_prices.index.name = "datetime"
data = bt.feeds.PandasData(dataname=stock_prices)
cerebro.adddata(data)
cerebro.run()
cerebro.plot(style='candle')

@run-out I tired it, but this ist more or less my old code^^.. So it does not work.. Does anyone have an other idea? I think you first thinking of resample could be a good way, but I don't know how this works.

Because you are completely right, the defaults value is for daily data (and this data also works for mer) but the intraday data doesn't..

Hey @run-out thank you for your answer. I tried to use:

cerebro.adddata(feed, timeframe=bt.Timeframe.Minutes, compression=60)

Now the error sounds like:
"TypeError: adddata() got an unexpected keyword argument 'timeframe'"

Hello,

I downloaded a daily data from yahoo and my intraday from tingoo.

My Code looks like this:

import os, sys, argparse
import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime
from tiingo import TiingoClient

cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)

symbol = "AAPL"
path = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/S&P500 Aktien 1H/" + symbol + ".csv"
pathIndex = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/Index EOD Data/^GSPC.csv"
# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(pathIndex, index_col=[0], parse_dates=[0])
#stock_prices['date'] = pd.to_datetime(stock_prices['date']) #object to datetime
#stock_prices.date = pd.to_datetime(stock_prices.date, format='%Y-%m-%dT%H:%M:%S.%fZ')

print(stock_prices.dtypes)
print(stock_prices)
# create data feed pandas df

feed = bt.feeds.PandasData(dataname=stock_prices)
# add feed
cerebro.adddata(feed)

#cerebro.addstrategy(GoldenCross)
cerebro.run()
cerebro.plot(style='candle')

If I use the pathIndex as feed, then I get plotted my chart with cerebro. But if I use the path of my tiingo data, which is an intraday data (1H data), than I get the output gives me an error called: 'numpy.int64' object has no attribute 'to_pydatetime'.
I also have to mention, that my intraday format looks like this...

dtype: object
                          date    close     high      low     open
0     2017-01-03T15:00:00.000Z  115.450  115.815  115.400  115.600
1     2017-01-03T16:00:00.000Z  115.370  115.670  115.135  115.450
2     2017-01-03T17:00:00.000Z  115.470  115.525  115.270  115.365
3     2017-01-03T18:00:00.000Z  115.235  115.495  115.235  115.475
4     2017-01-03T19:00:00.000Z  115.435  115.445  115.160  115.235
...                        ...      ...      ...      ...      ...

thank you for your help,
best regards Christian

@ab_trader I can run the script in visual studio as well.. And than there comes the already named problem.. And the OUTPUT says: "AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Strateg' object has no attribute 'bt'"

@ab_trader Sorry I do not get what you want to say to me.. Do you know that's the problem in my case? My visual studio works fine and I already wrote a lot of other python scripts with it.. Why should I now run this sciript with the terminal? And why should running with the terminal solve my problem?

Hey @ab_trader, if I type python run.py in the MacBook terminal, the terminal gives me back "can't open file 'run.py': [Errno 2] No such file or directory
". Baby that's, because on the MacBook on standard there is python 2.7, but I use python 3.8...

I never used the terminal window for running a code before..

Hey Guys,

I am new to Backtrader and I am stucking now for more than 2 weeks on this F*** problem.. I don't know why the compiler gives me back an error every time.. So now to my Code.

I wrote a simple GoldenCross.py Script. In this script there is definitely no error. Now I want to run the GoldenCross Script with mx run.py Script it looks like this:

import pandas as pd 
import backtrader as bt 
from Strategien.GoldenCross import GoldenCross
import datetime


cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)


pathIndex = "/Users/me/Desktop/allgemein/Visual Studio/Stock Data/Index EOD Data/^GSPC.csv"
# read csv, parse date, use dates col as index
stock_prices = pd.read_csv(pathIndex, index_col=[0], parse_dates=[0])

print(stock_prices)
# create data feed pandas df
feed = bt.feeds.PandasData(dataname=stock_prices)
# add feed
cerebro.adddata(feed)

cerebro.addstrategy(GoldenCross)
cerebro.run()
 cerebro.plot(style='bar')

Now my compiler gives me back this error message: "Unexpected keyword argument 'dataname' in constructor call" I now tried pretty much everything, but it doesn't work!! Why does the compiler underlines the "bt." in this line:

feed = bt.feeds.PandasData(dataname=stock_prices)

and say, that the argument "dataname" is wrong?? In every script I saw, everybody write it exactly like this... Please help me!