Re: Help with Volume-Weigthed Moving Average (VWMA) indicator needed
When I copy paste this code I get this error: class VolumeWeightedAveragePrice(bt.Indicator):
AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Indicat' object has no attribute '_addobserver'
I saw an earlier Post to this error but it didnt really help me. I also cant see where the error in the code is because for me it all makes sense. Thank you in Advance.
Okay I found the Error. Sorry for the inconvenience
Okay I hopefully dont annoy anybody but I found something else. I think the problem was that it was intraday but I am not sure. The Log still seems weird, because as I understannd it, it buys and than there should be a postion in the postion log. But it comes a bit too late, but the price where it opens the postion now fits the cross after I changed the Timeframe from my csv to daily.
Sale 9264.5 shares
--- Position Begin
I tried now the example Crossover Code from the Backtrader Home.
https://www.backtrader.com/home/helloalgotrading/
I got everything in the same python File and I didnt change the code and this comes out. Its so weird. I dont know what could be wrong.
https://imgur.com/a/tZgAzPj
It didnt work to include the picture here so I included the link. Hopefully its no Problem
I increased the Portfolio Value to 1000000, so it should be enough, but it isnt working. I also added the target size which was a good improvment. But still I get this problem as stated above.
class SmaCross(bt.Strategy):
# list of parameters which are configurable for the strategy
params = dict(
pfast=50, # period for the fast moving average
pslow=200 # period for the slow moving average
)
def __init__(self):
sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average
sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average
self.crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal
def next(self):
if self.crossover > 0: # if fast crosses slow to the upside
self.order_target_size(target=1)
print("Buy {} shares".format( self.data.close[0]))
print(self.position)
elif self.crossover < 0: # in the market & cross to the downside
self.order_target_size(target=-1)
print("Sale {} shares".format(self.data.close[0]))
print(self.position)
Than the Log has still the same errors. Should I use another csv file? But this cant be the problem in my opinion.
Error Log:Starting Portfolio Value: 1000000.00
Sale 8617.5 shares
--- Position Begin
And thats my code where I start the strategy.
cerebro = backtrader.Cerebro()
cerebro.adddata(data)
cerebro.addstrategy(SmaCross)
cerebro.broker.setcash(1000000.0)
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
Hello Guys, I tried this simple cross-over strategy but it isnt working as I expect it to. I want to switch Postions when a crossover happens.
The thing is it Buys at the exact Price it should buy or sell, but I can see in the Postiontext, that the price where it opens the postion, is an completely different price and I dont understand why.
class SmaCross(bt.Strategy):
# list of parameters which are configurable for the strategy
params = dict(
pfast=50, # period for the fast moving average
pslow=200 # period for the slow moving average
)
def __init__(self):
sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average
sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average
self.crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal
def next(self):
if self.crossover > 0: # if fast crosses slow to the upside
self.close()
print(self.position)
self.buy() # enter long
print("Buy {} shares".format( self.data.close[0]))
print(self.position)
elif self.crossover < 0: # in the market & cross to the downside
self.close()# close long position
print(self.position)
self.sell()
print("Sale {} shares".format(self.data.close[0]))
print(self.position)
Sale 8617.5 shares
--- Position Begin
and Sometimes it doesnt even switch
Buy 9622.5 shares
--- Position Begin
Thank you in advance