Hello , I am also fairly new to backtrader , However without giving the data name to the cerebro engine while adding the data we would not get the data name I would recommend to use the name parameter while adding the data

@kk That is fine manh.

Happy to help!!

I have resolved the issue sorry for the trouble !!.

Hello , I am also fairly new to backtrader , However without giving the data name to the cerebro engine while adding the data we would not get the data name I would recommend to use the name parameter while adding the data

The following code listed below works perfectly fine when working on resampling till compression value 50 however after 50 I am getting a strange error. Like Array index out of range even after using the Data coupling concept... Kindly help me out with the BUG. After referring through the Main code and strategy code. The same code works well on every time frame less than 50 mins such as 30 mins, 40 mins, etc. Moreover, as I am new to this platform I would like to work with people who are working on crypto, I would love to connect and work together.

"ERROR":

Traceback (most recent call last):
  File ".\resampler_main.py", line 102, in <module>
    back = cerebro.run()
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\cerebro.py", line 1630, in _runnext
    strat._next()
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\strategy.py", line 347, in _next
    super(Strategy, self)._next()
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\lineiterator.py", line 263, in _next
    indicator._next()
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\lineiterator.py", line 263, in _next
    indicator._next()
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\lineiterator.py", line 263, in _next
    indicator._next()
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\lineiterator.py", line 282, in _next
    self.nextstart()  # only called for the 1st value
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\indicators\crossover.py", line 41, in nextstart
    self.l.nzd[0] = self.data0[0] - self.data1[0]  # seed value
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\lineseries.py", line 467, in __getitem__
    return self.lines[0][key]
  File "C:\Users\ramsu\Anaconda3\envs\crypto\lib\site-packages\backtrader\linebuffer.py", line 163, in __getitem__
    return self.array[self.idx + ago]
IndexError: array index out of range

Following is the main code to run the cerebro:

cerebro = bt.Cerebro()

# adding data for a list of stocks
for instrument in cryptos:
    df = pd.read_csv(rf"C:\Users\ramsu\ltphd\data\Crypto_data\Backtesting\\{instrument}.csv",
                     index_col=0, parse_dates=True)
    df = df[-10000:]
    # adding the data into the pandas frame
    data = bt.feeds.PandasData(
        dataname=df, timeframe=bt.TimeFrame.Minutes, compression=1)
    # Adding the data
    cerebro.adddata(data, name=instrument)
    # resampling the data
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes,
                         compression=60, rightedge=False)

cerebro.addstrategy(long)

cerebro.broker.setcash(100000.0)

cerebro.addsizer(bt.sizers.PercentSizer, percents=5)
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name="sharpe")
cerebro.addanalyzer(bt.analyzers.Returns,     _name="returns")
cerebro.addanalyzer(bt.analyzers.Transactions, _name="trans")
cerebro.addwriter(bt.WriterFile, csv=True,
                  out=os.path.realpath('log_file'), rounding=2)

back = cerebro.run()

print(cerebro.broker.getvalue())

Listed below is the simple long strategy test code.

class long(bt.Strategy):

    def __init__(self):

        self.crossover = []
        self.fast_emas = []
        self.slow_emas = []
        for index in range(0, len(cryptos)+len(cryptos), 2):
            self.fast_ema = bt.ind.EMA(self.datas[index].close, period=5)
            self.slow_ema = bt.ind.EMA(self.datas[index+1].close, period=20)

            self.crossover.append(bt.ind.CrossOver(
                self.fast_ema, self.slow_ema()))
            self.fast_emas.append(self.fast_ema)
            self.slow_emas.append(self.slow_ema())

    def next(self):
        for index, value in enumerate(list(range(0, len(cryptos)+len(cryptos), 2))):
            # print(self.crossover[index])
            # print(index)
            if not self.getposition(self.datas[value]).size:
                # print(self.getposition(self.datas[value]).size)
                if self.crossover[index] > 0:
                    print(f"Higher time is {self.datas[value+1].datetime.datetime(0)} slowMA is {self.slow_emas[index][0] }\
                    Timeframe is {self.datas[value].datetime.datetime(0)}  LONGMA is {self.fast_emas[index][0]} \
                    Buying at{self.datas[value]._name} instrument at", self.datas[value].close[0])
                    self.buy(data=self.datas[value])
            elif self.crossover[index] < 0:
                self.close(data=self.datas[value])
                print(
                    f"Higher time is {self.datas[value+1].datetime.datetime(0)} slowMA is {self.slow_emas[index][0]} \
                    Timeframe is {self.datas[value].datetime.datetime(0)} LONGMA is {self.fast_emas[index][0]} \
                    Buying at{self.datas[value]._name} instrument at", self.datas[value].close[0])