Hello, I am excited to see that Backtrader now has a community section and I want to share a simple strategy with you all. This strategy uses Backtrader's BBand indicator and buys after the market dips into the lower band and sells on the moving average after the market hits the top band. This works great in sideways/bull markets. The idea is to buy during a low period and sell if the market dips below a moving average. Also note I am new to algotrading and programming in general so don't laugh to hard at this idea/strategy
I actually use this strategy in the Bitcoin world and have had great results trading it live in the past 3 months. I use Tradewave to run it live with a small porting of my holdings.
You can use talib to create a BBands in Tradewave or you can use a simple math formula to recreate the bbands used in Backtrader....
std = data(interval=INTERVAL).btc_usd.std(SETTING1)
ma = data(interval=INTERVAL).btc_usd.ma(SETTING1)
upperband = ma + (Decimal(2) * std)
lowerband = ma - (Decimal(2) * std)
Note, I changed a lot of the code to work better such as not trading in low volatile markets, using a stop when the market turns and other things you can use to help make better, safer decisions. 
So here is the code you can copy and paste....
import datetime # For datetime objects
import os.path # To manage paths
import sys # To find out the script name (in argv[0])
# Import the backtrader platform
import backtrader as bt
# Create a Stratey
class TestStrategy(bt.Strategy):
params = (('BBandsperiod', 20),)
def log(self, txt, dt=None):
''' Logging function fot this strategy'''
dt = dt or self.datas[0].datetime.date(0)
print('%s, %s' % (dt.isoformat(), txt))
def __init__(self):
# Keep a reference to the "close" line in the data[0] dataseries
self.dataclose = self.datas[0].close
# To keep track of pending orders and buy price/commission
self.order = None
self.buyprice = None
self.buycomm = None
self.redline = None
self.blueline = None
# Add a BBand indicator
self.bband = bt.indicators.BBands(self.datas[0], period=self.params.BBandsperiod)
def notify_order(self, order):
if order.status in [order.Submitted, order.Accepted]:
# Buy/Sell order submitted/accepted to/by broker - Nothing to do
return
# Check if an order has been completed
# Attention: broker could reject order if not enougth cash
if order.status in [order.Completed, order.Canceled, order.Margin]:
if order.isbuy():
self.log(
'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
(order.executed.price,
order.executed.value,
order.executed.comm))
self.buyprice = order.executed.price
self.buycomm = order.executed.comm
else: # Sell
self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
(order.executed.price,
order.executed.value,
order.executed.comm))
self.bar_executed = len(self)
# Write down: no pending order
self.order = None
def notify_trade(self, trade):
if not trade.isclosed:
return
self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
(trade.pnl, trade.pnlcomm))
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.dataclose < self.bband.lines.bot and not self.position:
self.redline = True
if 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:
# BUY, BUY, BUY!!! (with all possible default parameters)
self.log('BUY CREATE, %.2f' % self.dataclose[0])
# Keep track of the created order to avoid a 2nd order
self.order = self.buy()
if self.dataclose > self.bband.lines.top and not self.position:
# BUY, BUY, BUY!!! (with all possible default parameters)
self.log('BUY CREATE, %.2f' % self.dataclose[0])
# Keep track of the created order to avoid a 2nd order
self.order = self.buy()
if self.dataclose < self.bband.lines.mid and self.position and self.blueline:
# SELL, SELL, SELL!!! (with all possible default parameters)
self.log('SELL CREATE, %.2f' % self.dataclose[0])
self.blueline = False
self.redline = False
# Keep track of the created order to avoid a 2nd order
self.order = self.sell()
if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()
# Add a strategy
cerebro.addstrategy(TestStrategy)
# Datas are in a subfolder of the samples. Need to find where the script is
# because it could have been called from anywhere
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(modpath, 'TSLA-USD.csv')
# Create a Data Feed
data = bt.feeds.GenericCSVData(
dataname=datapath,
# Do not pass values before this date
fromdate=datetime.datetime(2008, 4, 4),
# Do not pass values before this date
todate=datetime.datetime(2016, 12, 2),
nullvalue=0.0,
dtformat=('%m/%d/%Y'),
datetime=0,
high=2,
low=3,
open=1,
close=4,
volume=5,
openinterest=-1)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
# Set our desired cash start
cerebro.broker.setcash(10000.0)
# Add a FixedSize sizer according to the stake
cerebro.addsizer(bt.sizers.FixedSize, stake=5)
# Set the commission
cerebro.broker.setcommission(commission=0.002)
# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
# Run over everything
cerebro.run()
# Print out the final result
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
# Plot the result
cerebro.plot()
Also, you can just use this script and paste it into your browsers to grab quick market cvs data from yahoo.
http://ichart.finance.yahoo.com/table.csv?s=ENTERSTOCKHERE
I will be posting more simple examples and hope others do as well. I found backtesting ideas with Backtrader can be quick and when compared to using online backtesters and more powerful. Using the right parameters without oversampling is still a difficult thing to master. Hope to keep learning and trying new things!
