5.5 TA-Lib

• Using ta-lib

In backtrader:

import backtrader as bt

class MyStrategy(bt.Strategy):
    params = (('period', 20),)

    def __init__(self):
        self.sma = bt.indicators.SMA(self.data, period=self.p.period)
        ...

...

In ta-lib :

import backtrader as bt

class MyStrategy(bt.Strategy):
    params = (('period', 20),)

    def __init__(self):
        self.sma = bt.talib.SMA(self.data, timeperiod=self.p.period)
        ...

...

[notes] Params for the ta-lib indicators are defined by the library itself.

And for indicators that require more than one input, open, high, close need to be passed by individually.

import backtrader as bt

class MyStrategy(bt.Strategy):
    params = (('period', 20),)

    def __init__(self):
        self.stoc = bt.talib.STOCH(self.data.high, self.data.low, self.data.close,
                               fastk_period=14, slowk_period=3, slowd_period=3)

        ...

...