@PAULO URBANO
Hi, thanks.
As i remember Metaquotes API works only on Windows OS. I don't use it at all.

Ok, I understand what is your problem. The indicator was not designed to work with two timeframes at the same time. It should be modified for your goals.

any idea why?
If you have 2 data flows: 1 and 4 hour
next happens 4 times at 4 hour data flow

Or use second ZZ on the same data. Not data1.

Hi.

Everything works. You forgot to add second data in the code that you posted. So second ZZ doesn't have any data to operate with.

df = pd.read_csv('datas\\EURUSD2019.csv', sep=',', header=0, index_col=0, parse_dates=True)
df1 = pd.read_csv('datas\\EURUSD2019.csv', sep=',', header=0, index_col=0, parse_dates=True)
     
data = bt.feeds.PandasData(dataname=df, timeframe=bt.TimeFrame.Minutes, compression=1)
data1 = bt.feeds.PandasData(dataname=df1, timeframe=bt.TimeFrame.Minutes, compression=1)
 
cerebro.adddata(data)
cerebro.adddata(data1)

Hi.
You have a very big value of retrace param, try:
retrace1=0.25
retrace2=0.125

https://www.mql5.com/en/articles/646

Data type - line

@J-T said in ZigZag indicator for live trading.:

2020-04-07 22:31:00: close:44.59, zigzag: 44.45, trend: -1.0, last_high: 46.36, last_low: 44.45

Yes.

You should dive in to the theoretical part if this indicator. There are many implementations. Each of them has its pros and cons.

https://www.mql5.com/en/articles/1468
https://www.mql5.com/en/articles/1531

Because i use Backtrader framework infrastructure. Data type

@J-T said in ZigZag indicator for live trading.:

If you dont mind also, what values do you normally use for period, retrace and minbars?

It depends on an instrument, timeframe, goals. I have the strategy with 2 Zigzags with different params. You should optimize these params for your goals.

@Nikolai said in ZigZag indicator for live trading.:

self.keep_long_lines(self.zigzag.last_pivot_ago)

In second case.

elif self.zigzag.trend[-1] == 1 and self.zigzag.trend[0] == -1:

    self.keep_short_lines(self.zigzag.last_pivot_ago)