@mattewannabe said in With my data it prints only portfolio value:
dataYF = bt.feeds.GenericCSVData(
dataname = 'AAPL.csv',
dtformat = ('%Y-%m-%d'),
fromdate = datetime.datetime(2020, 8, 24),
todate = datetime.datetime(2020, 9, 18),
openinterest = -1
)
On this page look for Data Feed Common Parameters.
timeframe (default: TimeFrame.Days)
Potential values: Ticks, Seconds, Minutes, Days, Weeks, Months and Years
@ppsev This thing you will need to focus on is how to build custom indicators. Search the forum and interwebs. Start with this from the docs.
And try out this article. Written by backtraders creater Daniel Rodriquez.
https://www.backtrader.com/blog/posts/2015-07-18-developing-an-indicator/developing-an-indicator/
@curious_one You might be overthinking with the topline, blueline, redline variables. Try this simpler version.
def next(self):
# Simply log the closing price of the series from the reference
self.log('Close, %.2f' % self.dataclose[0])
# Check if an order is pending ... if yes, we cannot send a 2nd one
if self.order:
return
if self.getposition().size == 0:
if self.dataclose < self.bband.lines.bot:
self.buy()
elif self.dataclose > self.bband.lines.top:
self.sell()
if (self.getposition().size > 0 and self.dataclose >= self.bband.mid) or (
self.getposition().size < 0 and self.dataclose <= self.bband.mid):
self.close()
@gleetche said in Bracker Order Questions:
if self.p.switchp1p2:
p1, p2 = p2, p1
valid1, valid2 = valid2, valid1
Ignore this for now, the docs tend to try to provide all possibilties when entering at the terminal using args.parse.
Here is simple example of a bracket order.
order = self.buy_bracket(
size=size,
exectype=bt.Order.Market,
stopprice=stop_price,
stopexec=bt.Order.Stop,
limitprice=limit_price,
limitexec=bt.Order.Limit,
)
Order will be a list containing the three orders like:
[entry_order, stop_order, limit_order]
@gleetche said in Bracker Order Questions:
What is transmit in the bracket argument?
Transmit gets used when you are entering the orders separately, not like my example above. Setting transmit=False tells backtrader not to execute the first order by itself. Wait until all the orders are arranged, and then enter them (transmit) them together, so that the first order can be connected to later orders.
@xue said in Such problems meeted!:
self.sma = bt.indicators.MovingAverageSimple(self.datas[0],period=self.params.maperiod)
Try:
self.sma = bt.indicators.MovingAverageSimple(period=self.params.maperiod)
@ppsev said in How to create a custom indicator based on other libraries:
pykalman
What you are trying to do is not trivial. If you are new to backtrader, I would definitely not start with this. Work on some of the standard code in the docs first. Good luck!
@xue These two errors are really basic python errors you are making, not backtrader errors. You are being informed that self.lot doesn't exist, that's because your method is self.log.
elif order.issell():
self.lot('Sell executed, %.2f' % order.executed.price)
We are happy to help people learn backtrader, but we are not so eager to help people learn python. Take some time and practice some python tutorials, and when you improve a bit backtrader will easier for you to work with. Good luck!
@choc2015 I'm pretty confident this is not from the quickstart guide. :) You have a lot of things going wrong in your code. I would suggest you spend some time on the code examples without trying too much at first, and then you'll find a much easier path to your algos. Let us know how it goes.
@xue
The error is telling you that self.bar_exectued does not exist. You need to set the value of self.bar_exectued when the order is initially executed. You can do this in the notify_order method when the buy order is complete. Simply add in:
self.bar_executed = len(self)
in the notify_order method. Like this:
def notify_order(self, order):
if order.status in [order.Submitted, order.Accepted]:
return
if order.status in [order.Completed]:
if order.isbuy():
####### HERE #########
self.bar_executed = len(self)
self.log('Buy executed, %.2f' % order.executed.price)
elif order.issell():
self.lot('Sell executed, %.2f' % order.executed.price)
elif order.status in [order.Canceld, order.Margin, order.Rejected]:
self.log('Order Canceled/Margin/Rejected')
self.order = None
@marketwizard said in TimeRetrun Analyzer Values:
strategies = cerebro.run()
Sta = strategies[0]tret_analyzer = Sta.analyzers.getbyname('timereturn')
buy_and_hold = str(tret_analyzer.get_analysis())print(buy_and_hold)
You have to unpack the ordereddict. I'm sure there's a better way, but you can use list comprehesion.
strategies = cerebro.run(tradehistory=True)
tret_analyzer = strategies[0].analyzers.getbyname('timereturn')
buy_and_hold = [v for v in tret_analyzer.rets.values()][0]
print(buy_and_hold)
@xue said in Problem--when I try the guide code:
f len(self) >= (self.bar_executed + 5):
Look like self.bar_executed doesn't exist. Other than that, given the limited information you have provided, cannot really provide you with assitance. If you wish, you could copy all of your code here between triple backslashes (see instructions at the top of this page) and then maybe we can help you.
@run-out I just realized looking at the code I posted that the print_signal doesn't use the log but uses its own datetime.
@gleetche said in return self.array[self.idx + ago] IndexError: array index out of range:
#MA Function
self.sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average
self.sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average
self.crossover = bt.ind.CrossOver(self.sma1, self.sma2) # crossover signal# ATR FUNCTION range_total = 0 for i in range(-13, 1):
The SMA and crossover functions need to be defined in init, then used self.sma1[0] in next.
Also there's a built in ATR fucntion I would use unless you are modifying it.
@petehe You can use this to get logging of your ohlc.
def log(self, txt, dt=None):
""" Logging function for this strategy"""
if self.p.printon:
dt = dt or self.datas[1].datetime.datetime(0)
print("%s, %s" % (dt, txt))
else:
pass
def print_signal(self):
"""Print to termianl ohlcv."""
print(
"{} o {} \th {} \tl {} \tc {}\tv {}".format(
self.datas[0].datetime.datetime(),
self.datas[0].open[0],
self.datas[0].high[0],
self.datas[0].low[0],
self.datas[0].close[0],
self.datas[0].volume[0],
)
)
def next(self):
self.print_signal()
It seems like the order is created for stock1 but executed for stock2.
That can't happen. Orders have a dataline when created and will only execute on that stock.
To be honest I didn't look at your order management that closely. What steps have you taken to debug your code?
"02-Mar-2020"
Seems fine to me.
datetime.datetime.strptime("02-Mar-2020", "%d-%b-%Y").date()
datetime.date(2020, 3, 2)
Is that an extra set of quotes I see around your date?
@ololo I might be mistaken, but I think that if you want to set the limit price using the actual fill price of the trade, you will need to issue an order immediately after the fill, in notify_order, when the price becomes available.
@curious_one said in Code running forever but no output:
if self.dataclose < self.bband.lines.bot and not self.position:
self.redline = Trueif self.dataclose > self.bband.lines.top and self.position: self.blueline = True if self.dataclose > self.bband.lines.mid and not self.position and self.redline:
Just looking in your next, once you set self.reline = True nothing ever can change it to false. Consider just using redline=True but also setting it's value False in an else statement part of the conditional.
Secondly, I do not think your conditional
if self.dataclose > self.bband.lines.mid and not self.position and self.redline:
Can ever be true, since self.redline is only true when below bb.bottom.
Please do not use a different user name and ask the same question twice. We are all volunteers and you must be patient for an answer.
https://community.backtrader.com/topic/3491/indicator-for-multiple-datafeeds