Hi. Zigzag is the indicator, not a strategy. You should inherit from bt.Strategy and pass this class to cerebro.

import backtrader as bt
from custom.zigzag import ZigZag


class Futures(bt.Strategy):

    params = (
        ('period', 20),
    )

    def __init__(self):
        self.zigzag = ZigZag()


cerebro = bt.Cerebro()

data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
todate=datetime(2012, 12, 31))
cerebro.adddata(data)

cerebro.addstrategy(Futures)
cerebro.run()
cerebro.plot()

@backtrader, thanks for help. I finally figured out the problem. There should be both parameters. database is used for DB connection and dataname is used for DB query.

data = bt.feeds.InfluxDB(host='xxx.xxx.xxx.xxx', port='8086',
                            username='admin',
                            password=keyring.get_password("system", "admin"),
                            database='MOEX_RTS_3_19',
                            dataname='MOEX_RTS_3_19',
                            timeframe=bt.TimeFrame.Minutes,
                            startdate='2019-01-13T12:00:00Z',
                            high='high',
                            low='low',
                            open='open',
                            close='close',
                            volume='volume',
                            ointerest='oi')

@backtrader yes. there is no such parameter. Only database

params = (
        ('host', '127.0.0.1'),
        ('port', '8086'),
        ('username', None),
        ('password', None),
        ('database', None),
        ('timeframe', bt.TimeFrame.Days),
        ('startdate', None),
        ('high', 'high_p'),
        ('low', 'low_p'),
        ('open', 'open_p'),
        ('close', 'close_p'),
        ('volume', 'volume'),
        ('ointerest', 'oi'),
    )

Hi, i see that issues on GitHub are disabled. He is a bug.

backtrader/feeds/influxfeed.py
line 91

qstr = ('SELECT mean("{open_f}") AS "open", mean("{high_f}") AS "high", '
                'mean("{low_f}") AS "low", mean("{close_f}") AS "close", '
                'mean("{vol_f}") AS "volume", mean("{oi_f}") AS "openinterest" '
                'FROM "{dataname}" '
                'WHERE time {begin} '
                'GROUP BY time({timeframe}) fill(none)').format(
                    open_f=self.p.open, high_f=self.p.high,
                    low_f=self.p.low, close_f=self.p.close,
                    vol_f=self.p.volume, oi_f=self.p.ointerest,
                    timeframe=tf, begin=st, dataname=self.p.dataname)

Wrong parameter name: dataname=self.p.dataname should be dataname=self.p.database

The feed starts working after change.

@backtrader, thanks for help with the code. Tradingview didn't invent StochRSI of course. Their docs are a bit messy for this indicator. So, the goal was to get the same implementation.

@ab_trader
I did not find StochRSI in bt. As i see, it has only Stochastic and RSI as a separate indicators. TA-lib StochRSI has K & D values other than Tradingview.
Tradingview (TV) is a rapidly growing JS framwork. The goal was to receive exact the same values as TV.

Hi colleagues.
I've finished stoch RSI indicator and i would like to share it. It has the same K & D values as the Tradingview stoch RSI.
https://www.tradingview.com/wiki/Stochastic_RSI_(STOCH_RSI)

My applauds to the Backtrader developers team - excellent platform. Any comments are welcome.

from backtrader.indicators import Indicator, MovAv, RelativeStrengthIndex, Highest, Lowest
class StochasticRSI(Indicator):
      """
      K - The time period to be used in calculating the %K. 3 is the default.
      D - The time period to be used in calculating the %D. 3 is the default.
      RSI Length - The time period to be used in calculating the RSI
      Stochastic Length - The time period to be used in calculating the Stochastic
  
      Formula:
      %K = SMA(100 * (RSI(n) - RSI Lowest Low(n)) / (RSI HighestHigh(n) - RSI LowestLow(n)), smoothK)
      %D = SMA(%K, periodD)
  
      """
      lines = ('fastk', 'fastd',)
  
      params = (
          ('k_period', 3),
          ('d_period', 3),
          ('rsi_period', 14),
          ('stoch_period', 14),
          ('movav', MovAv.Simple),
          ('rsi', RelativeStrengthIndex),
          ('upperband', 80.0),
          ('lowerband', 20.0),
      )
  
      plotlines = dict(percD=dict(_name='%D', ls='--'),
                       percK=dict(_name='%K'))
  
      def _plotlabel(self):
          plabels = [self.p.k_period, self.p.d_period, self.p.rsi_period, self.p.stoch_period]
          plabels += [self.p.movav] * self.p.notdefault('movav')
          return plabels
  
      def _plotinit(self):
          self.plotinfo.plotyhlines = [self.p.upperband, self.p.lowerband]
  
      def __init__(self):
          rsi_hh = Highest(self.p.rsi(period=self.p.rsi_period), period=self.p.stoch_period)
          rsi_ll = Lowest(self.p.rsi(period=self.p.rsi_period), period=self.p.stoch_period)
          knum = self.p.rsi(period=self.p.rsi_period) - rsi_ll
          kden = rsi_hh - rsi_ll
  
          self.k = self.p.movav(100.0 * (knum / kden), period=self.p.k_period)
          self.d = self.p.movav(self.k, period=self.p.d_period)
  
          self.lines.fastk = self.k
          self.lines.fastd = self.d