@ab_trader Thanks , i got and fixed it. I am using intraday data, but when i plot buy and sell signals are not coming in chart(red and green symbol). can you help me?!
here BUY and SELL symbol indication and profit loss are also missing..
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Latest posts made by sarathmj_7
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RE: how to change backtrader default buy & sell signal strategy into our own strategyposted in Indicators/Strategies/Analyzers
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RE: how to change backtrader default buy & sell signal strategy into our own strategyposted in Indicators/Strategies/Analyzers
@Paska-Houso , in this code
def __init__(self): self.signal = 0 def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: return if order.status in [order.Completed]: if order.isbuy(): self.signal += 1 self.log( 'BUY EXECUTED, Price: %.5f, Cost: %.5f, Position : %d' % (order.executed.price, order.executed.value, self.signal)) self.buyprice = order.executed.price else: # Sell self.signal -= 1 self.log('SELL EXECUTED, Price: %.5f, Cost: %.5f,Position : %d' % (order.executed.price, order.executed.value, self.signal)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = Nonehere initially
self.signal = 0when this function called inside for loop
if order.isbuy():
signal is changing like -1 or 1, but order is happened before this signal changes..I have a strategy i want apply my signal here, According to that it should buy or sell if i want to do this where to change and what to change? pls help.
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how to change backtrader default buy & sell signal strategy into our own strategyposted in Indicators/Strategies/Analyzers
Hi,
I am new to Backtrader , im slowly getting everything now. I want to change default backtrader buy sell signal strategy into my own strategy. Can you help me to fix this?. I want to know following things.
- what kind of strategy it is using to generate?
- can we change?
here is my code.
from __future__ import (absolute_import, division, print_function, unicode_literals) import os.path import argparse import datetime import collections import backtrader as bt import backtrader.feeds as btfeeds import backtrader.plot as plt import backtrader.indicators as btinds MAINSIGNALS = collections.OrderedDict( (('longonly', bt.SIGNAL_LONG), ('shortonly', bt.SIGNAL_SHORT), )) class Plotter(plt.Plot): def __init__(self): super().__init__(volup='#60cc73') # custom color for volume up bars def show(self): mng = self.mpyplot.get_current_fig_manager() mng.window.state('zoomed') self.mpyplot.show() class St(bt.Strategy): def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.data.datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): self.signal = 0 def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: return if order.status in [order.Completed]: if order.isbuy(): self.signal += 1 self.log( 'BUY EXECUTED, Price: %.5f, Cost: %.5f, Position : %d' % (order.executed.price, order.executed.value, self.signal)) self.buyprice = order.executed.price else: # Sell self.signal -= 1 self.log('SELL EXECUTED, Price: %.5f, Cost: %.5f,Position : %d' % (order.executed.price, order.executed.value, self.signal)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.5f, NET %.5f' % (trade.pnl, trade.pnlcomm)) def next(self): txt = ','.join( ['%04d' % len(self.data), self.data.datetime.date(0).isoformat(), 'Open : %.5f' % self.data.open[0], 'High : %.5f' % self.data.high[0], 'Low : %.5f' % self.data.low[0], 'Close : %.5f' % self.data.close[0], 'Position : %d' % self.signal]) print(txt) if self.signal == 0: if self.data.open[0] > self.data.close[0]: o1 = self.buy(exectype=bt.Order.Market, transmit=False) print('{}: Oref {} / Buy at {}'.format( self.datetime.date(), o1.ref, self.data.open[1])) o2 = self.sell(exectype=bt.Order.Stop, price=0.99 * self.data.open[1], parent=o1, transmit=False) print('{}: Oref {} / Sell Stop at {}'.format( self.datetime.date(), o2.ref, 0.99 * self.data.open[1])) o3 = self.sell(exectype=bt.Order.Limit, price=1.01 * self.data.open[1], parent=o1, transmit=True) print('{}: Oref {} / Sell Limit at {}'.format( self.datetime.date(), o3.ref, 1.01 * self.data.open[1])) self.orefs = [o1.ref, o2.ref, o3.ref] elif self.data.open[0] < self.data.close[0]: o1 = self.sell(exectype=bt.Order.Market, transmit=False) print('{}: Oref {} / Sell at {}'.format( self.datetime.date(), o1.ref, self.data.open[1])) o2 = self.buy(exectype=bt.Order.Stop, price=1.01 * self.data.open[1], parent=o1, transmit=False) print('{}: Oref {} / Buy Stop at {}'.format( self.datetime.date(), o2.ref, 1.01 * self.data.open[1])) o3 = self.buy(exectype=bt.Order.Limit, price=0.99 * self.data.open[1], parent=o1, transmit=True) print('{}: Oref {} / Buy Limit at {}'.format( self.datetime.date(), o3.ref, 0.99 * self.data.open[1])) self.orefs = [o1.ref, o2.ref, o3.ref] elif self.signal == 1: if self.data.open[0] > self.data.close[0]: return elif self.data.open[0] < self.data.close[0]: o1 = self.sell(exectype=bt.Order.Market, transmit=False, size=2) print('{}: Oref {} / Sell at {}'.format( self.datetime.date(), o1.ref, self.data.open[1])) o2 = self.buy(exectype=bt.Order.Stop, price=1.01 * self.data.open[1], parent=o1, transmit=False) print('{}: Oref {} / Buy Stop at {}'.format( self.datetime.date(), o2.ref, 1.01 * self.data.open[1])) o3 = self.buy(exectype=bt.Order.Limit, price=0.99 * self.data.open[1], parent=o1, transmit=True) print('{}: Oref {} / Buy Limit at {}'.format( self.datetime.date(), o3.ref, 0.99 * self.data.open[1])) self.orefs = [o1.ref, o2.ref, o3.ref] elif self.signal == -1: if self.data.open[0] < self.data.close[0]: return elif self.data.open[0] > self.data.close[0]: o1 = self.sell(exectype=bt.Order.Market, size=2, transmit=False) print('{}: Oref {} / Sell at {}'.format( self.datetime.date(), o1.ref, self.data.open[1])) o2 = self.buy(exectype=bt.Order.Stop, price=1.01 * self.data.open[1], parent=o1, transmit=False) print('{}: Oref {} / Buy Stop at {}'.format( self.datetime.date(), o2.ref, 1.01 * self.data.open[1])) o3 = self.buy(exectype=bt.Order.Limit, price=0.99 * self.data.open[1], parent=o1, transmit=True) print('{}: Oref {} / Buy Limit at {}'.format( self.datetime.date(), o3.ref, 0.99 * self.data.open[1])) self.orefs = [o1.ref, o2.ref, o3.ref] class Plotter(plt.Plot): def __init__(self): super().__init__(volup='#60cc73') # custom color for volume up bars def show(self): mng = self.mpyplot.get_current_fig_manager() mng.window.state('zoomed') self.mpyplot.show() def runstrat(): args = parse_args() cerebro = bt.Cerebro() # modpath = 'd:\\I - TradersGPS\\' # datapath = os.path.join(modpath, 'GBPUSD_D1_UTC+2_00.csv') data = btfeeds.GenericCSVData( dataname='E:\\SARATH\\Project\\IQfeed\\data-1510663056754.csv', fromdate=datetime.datetime(2017, 6, 1), todate=datetime.datetime(2017, 11, 3), timeframe=bt.TimeFrame.Minutes, compression=1, nullvalue=0.0, dtformat=('%Y-%m-%d %H:%M:%S'), datetime=0, time=-1, open=2, high=3, low=4, close=1, volume=5, openinterest=6 ) cerebro.adddata(data) cerebro.addstrategy(St) cerebro.broker.setcash(100000.0) print('Starting Portfolio Value: %.5f' % cerebro.broker.getvalue()) cerebro.run(stdstats=False) print('Final Portfolio Value: %.5f' % cerebro.broker.getvalue()) plotter = Plotter() cerebro.plot(plotter=plotter,subplot=False) def parse_args(): parser = argparse.ArgumentParser( formatter_class=argparse.ArgumentDefaultsHelpFormatter, description='Sample for pivot point and cross plotting') parser.add_argument('--data0', default='d:\\I - TradersGPS\\GBPUSD_D1_UTC+2_00.csv', required=False, help='Data0 to read in') parser.add_argument('--data1', default='d:\\I - TradersGPS\\GBPUSD_H1_UTC+2_00.csv', required=False, help='Data1 to read in') parser.add_argument('--fromdate', required=False, default='2001-01-01', help='Date[time] in YYYY-MM-DD[THH:MM:SS] format') parser.add_argument('--todate', required=False, default='2007-01-01', help='Date[time] in YYYY-MM-DD[THH:MM:SS] format') parser.add_argument('--plot', required=False, action='store_true', help=('Plot the result')) return parser.parse_args() if __name__ == '__main__': runstrat()This code itself i have got one of the users from this community. Can anyone help me?
Thanks in advance