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Kristofer Monisit

Currently I have daily data. I know how to resample it to weekly, monthly, yearly, etc. However, I only want to use it in indicator calculation. I do not want to plot the resampled data. How do I do it?

Kristofer Monisit

I would like to keep track of the time I am currently in the trade. I know that the trade object has a barlen attribute. I would like to check for it in the next() method of the Strategy. How do I do it?

https://cookbook.backtrader.com/documentation/trade/

Kristofer Monisit

@momentum Thanks! I would add that Cerebro will have to be instantiated with Cerebro(runonce=False). Otherwise, if I use the default, i.e. runonce=True, all indicators would be precalculated all the way to the end, and they would not be able to observe if a trade is open or not.

Reference for the runonce argument:
https://www.backtrader.com/docu/cerebro.html?highlight=vectorize#backtrader.Cerebro

Kristofer Monisit

I am building an indicator that does one thing if I'm not in the trade, and does another if I'm in.

Is it possible for a subclass of Indicators to access the position attribute of the Strategy?

Of course, this indicator cannot be pre-computed, but is emits data as the backtest progresses.

The following code surely raises AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Indicat' object has no attribute 'position'

class CustomIndicator(bt.Indicator):
    lines = ('custom_indicator',)
    params = (('period', 14), )
    
    def next(self):
        if self.position:
            self.lines.custom_indicator[0] = True and is_something_else_true()
            self.do_something()
        else:
            self.lines.custom_indicator[0] = False
            self.do_nothing()

Kristofer Monisit

I tried it again with a pristine installation of backtrader (pip install backtrader). With the defaults, it's OK, but with voloverlay=False, the entire DataFrame is printed.
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