The code you've shared looks highly unorthadox for backtrader. Could we take a step back and you tell us what you are trying to accomplish in general, without any solutions? We can then tell you if maybe there's a better way to handle things.

@dmeharchand
The way you have it, you've made a line out of the close value, which is good. self.datas[0] represents the first datas value, and close is the close line of that datas.

self.dataclose = self.datas[0].close

But you can't reference the values in init but using [0] and [-1]. These get used in next to say the value at the current date, and the value at the previous date. In next, there is a current date, in init, there isn't.

Try using this in init for example:

self.diff = self.dataclose(0) - self.dataclose(-1)

Or if you like, you can drop the (0) as it's assumed.

self.diff = self.dataclose - self.dataclose(-1)

Then when you wish to recall the indicator in next, you would use:

self.diff[0]

Or if you want the previous value of self.diff in next:

self.diff[-1]

That's perfectly valid in next.

If we look at your problem code, it might look something like:

# The following line will result in a line object where wins are 1 and losses are 0
 self.win_record = self.dataclose(0) > self.dataclose(-1)

# And I think this next line should work, change period.
self.avg_win = bt.ind.Average(self.win_record, period=self.p.period)

Let us know how you get on.

@sadegh said in Support Resistance Line Break:

argrelextrema
You'll either need to break down the numpy formula and convert that into indicators, or you could use numpy on your data in a dataframe before you enter it into the system, and then just read the signal. You need to make a custom pandas class for your signal. Option two sounds easier.

@booboothefool said in Group orders with transmit but with 2 orders instead of 3?:

elf.E1 = self.buy(price=entry_price, size=size, exectype=bt.Order.Stop, transmit=False)
self.SL1 = self.sell(price=stoploss_price, size=size, exectype=bt.Order.Stop, transmit=True, parent=self.E1)

I'm not sure why you are experiencing an error. I've copied your code and working for me.

@heekah7 said in Cerebro plot failed to run:

ipykernel

I don't think backtrader --> matplotlib --> jupyter play well together. Check your vevn for ipykernel where matplotlib is installed. I'm guessing you need to recreate your venv fresh with matplotlib outside of jupyter. Not sure, but I would try that.

@sadegh said in Data CSV in Strategy:

can I get that in init function? I want to use it in next function!

But you already have the close values available in next. What exactly are you trying to do?

You could track you stop loss orders in a list/dictionary, and in notify_order when an order executes you could check the list, if it's in there you print or save in an analyzer.

You can get all of the close values at the end of the backtest in stop.

    def stop(self):
        a = self.data.get(0,len(self.data))

@AlfredSisley

How about this if I understand you correctly.

def __init__(self):
    
        self.roc = {}
        self.percentrank = {}
        
        for i, d in enumerate(self.datas):   
              roc = bt.ind.ROC(self.datas[i], period=self.p.period
              prank = bt.ind.PctRank(roc, period=self.p.period)
             
              self.roc[d] =roc
              self.percentrank[d] = prank

Then when you are in next, you can access the values like:

for d in self.datas:
    # then your prank value per data
    whatever_list_or_var = self.percentrank[d]

For one indicator comparing againt itself and going back n periods.

# In the strategy class...
 def __init__(self):
        self.prank = bt.ind.PctRank(period=5)

# results in with 0.00 the bottom and 0..80 the top rank: 
2005-05-17T00:00:00, o 12.26	h 12.28	l 11.98	c 12.21	v 61633100	prank 0.40
2005-05-18T00:00:00, o 12.21	h 12.43	l 12.13	c 12.33	v 44940000	prank 0.40
2005-05-19T00:00:00, o 12.36	h 12.64	l 12.35	c 12.43	v 40463700	prank 0.80
2005-05-20T00:00:00, o 12.45	h 12.64	l 12.40	c 12.55	v 25230900	prank 0.80
2005-05-23T00:00:00, o 12.62	h 12.77	l 12.60	c 12.70	v 47390500	prank 0.80
2005-05-24T00:00:00, o 12.66	h 12.86	l 12.64	c 12.80	v 43792600	prank 0.80
2005-05-25T00:00:00, o 12.72	h 12.79	l 12.61	c 12.75	v 32280900	prank 0.60
2005-05-26T00:00:00, o 12.82	h 12.98	l 12.77	c 12.92	v 31827400	prank 0.80
2005-05-27T00:00:00, o 12.86	h 12.90	l 12.79	c 12.85	v 21594400	prank 0.60
2005-05-31T00:00:00, o 12.77	h 12.87	l 12.69	c 12.80	v 28423900	prank 0.20
2005-06-01T00:00:00, o 12.79	h 12.97	l 12.77	c 12.89	v 33329000	prank 0.60

@AlfredSisley said in PercentRank:

Was originally trying to see if there was a way to somehow access all indicator values (value at each time period) in the data and apply percentile to see on any given day where it stands relative to history.

Could you clarify this maybe with an example?