only a guess.. you may need to add a warm up period to your indicator
class Dummy(Indicator):
lines = ('l',)
params = (('period', 16),)
def __init__(self):
self.addminperiod(self.params.period)
def next(self):
# Datetime of the latest completed bars in both Time-Frames
print(self.data0.datetime.datetime(0), end=": ")
print(self.data1.datetime.datetime(0))
I think your csv is reversed chronologically... Try with reverse=True
Have a look at the Platform Concepts. Init has a different purpose. One can print lines in using next() section.
When you pass close to RSI indicator.. its self.data.close not self.close
class RSI(bt.Strategy):
params = (('period', 14),)
def __init__(self):
self.rsi = bt.indicators.RSI_Safe(self.data0.close, period=14)
self.smooth_rsi = bt.indicators.ExpSmoothing(self.rsi, period=8)
BT is using adjusted close value to adjust other four values. Have a look at Data Feeds
You are reading from Yahoo finance which has a field Adj. Price this is used to adjust the open, high , low, close prices. Thats why you are seeing different price.
Please check what are you printing. I did a quick test and it has time as well..
what about position size ??
12.76 x (7079.00 - 7468.99 ) - 71.50 - 67.77
@Ron-Aw said in Multi Asset position management:
I'm under the impression that if I want to go long on an asset with a market order, I should be using self.buy(price = self.datas[i].close[0], size = (My Size Here)). Is this the right way to open a buy order for a particular asset?
In Orders Doc there is a data parameter while sending the orders. So you can use that to send data specific orders.
@Ron-Aw said in Multi Asset position management:
Assume that I have 4 data feeds, if I want position details on the first asset, should I be using self.getposition(data = self.datas[0])?
Yes I think so. Position
@Ron-Aw said in Multi Asset position management:
The object returned by self.getposition(data = self.datas[i]) has 2 attributes namely size and price. If there are no open positions on the asset, self.getposition(data = self.datas[0]) should therefore evaluate to False right?
yes.. I normally use position.size it see long, short or no positions.
@Ron-Aw said in Multi Asset position management:
If I wish to close all positions, should I use a for loop to iterate over each data feeds and call self.close(self.datas[i]) on each iteration?
this is what I do.. But I dont know if there is an elegant way.
datas[0] this indexing is for the data that feed to BT.. if you load two data sets then you will have datas[0] and datas[1].
datas[0].close[0] is current close for data[0] and data[0].close[-1] is previous close.
Please share few lines if your csv file..
its hard to answer without seeing the csv file. Possibly you may have timezone information along with time. If this doesn't work, please post few lines of csv.
@marsario Thats because you need to have same index as the active ticker. lets say your want back test 2010 to 2020 and and companies did not exist until 2015.
You take the company which has the longest existence meaning from 2010 to 2020. Take the index from that ticker and add other companies which exist from 2015. These scrips will have zeros from 2010 to 2015. When you look through the data simply check in next () section of price != 0.
I think your csv is reversed chronologically... Try with reverse=True
You may like it or not I will write this. If you want someone to do your backtesting it absolutely fine. But if you want to go live with it, this will be a difficult in long term. what happens if broker changes sockets or some bug crashes the script during a volatile day ?
Please post the code what you have tried so far.. Its very hard to suggest anything without that.
@ololo said in How can I initiate a sell based on the price value?:
Accessing open,high, low or close of the current bar is different from accessing current price
Could you please explain what do you mean by current price ?
I dont exactly understand your question. But backtrader had a plotting function which you can use to verify.
You have pslow=300.. so next will only start after 300 bars..
You dont need to define a class for that.. you can directly pass like the following
from backtrader import feeds as btfeed
data = btfeed.GenericCSVData(
dataname='/Users/prabu/Downloads/JUBLFOOD.csv',
datetime = 0,
open = 1,
high = 2,
low = 3,
close = 4,
volume= -1,
openinterest=-1,
timeframe=bt.TimeFrame.Minutes,
compression = 15
)
In case if you do want to have the custom class, you can use the following
from backtrader import feeds as btfeed
class Tickstory(btfeed.GenericCSVData):
params = (
('datetime', 0),
('open', 1),
('high', 2),
('low', 3),
('close', 4),
('volume', 5),
('openinterest', -1),
)
data = Tickstory(dataname='JUBLFOOD_15(1).csv',
timeframe=bt.TimeFrame.Minutes,
compression = 15
)