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Good First Issue >> Renko

See original GitHub issue

Which version are you running? The lastest version is Github. Pip is for major releases.

import pandas_ta as ta
print(ta.version)

Upgrade.

$ pip install -U git+https://github.com/twopirllc/pandas-ta

Is your feature request related to a problem? Please describe. A clear and concise description of what the problem is. Ex. I’m always frustrated when […]

Describe the solution you’d like A clear and concise description of what you want to happen.

Describe alternatives you’ve considered A clear and concise description of any alternative solutions or features you’ve considered.

Additional context Add any other context or screenshots about the feature request here.

Thanks for using Pandas TA!

Issue Analytics

  • State:open
  • Created 3 years ago
  • Comments:16 (10 by maintainers)

github_iconTop GitHub Comments

1reaction
codesutrascommented, May 9, 2021

Hey,

so columns in Renko will be the same, eg: open, close, low, high. And Renko doesn’t use volume. As it’s an only price chart 😃 and of course, Renko can only be used with price-based indicators. Not with indicators like VWAP (which uses volumne). That’s the practical aspect.

My renko class returns a dataframe. Which can be further used to apply indicators. And yeah, I’m doing reindexing before applying indicators.

<class 'pandas.core.frame.DataFrame'> RangeIndex: 706 entries, 0 to 705 Data columns (total 6 columns): Column Non-Null Count Dtype 0 date 706 non-null datetime64[ns] 1 open 706 non-null float64 2 high 706 non-null float64 3 low 706 non-null float64 4 close 706 non-null float64 5 uptrend 706 non-null bool dtypes: bool(1), datetime64[ns](1), float64(4)

In the case of strategy, I’m getting attached exceptions. exception.txt

I’d dropped you a mail already. Let’s connect when we both are available to discuss it further and plan it out. No rush from my end too.

Thanks,

0reactions
twopirllccommented, Sep 20, 2021

@AGG2017,

Thanks for the information. I will take a look. I tested several backtesting frameworks but didn’t find exactly what I needed. So, I started from the simpler one that was easy for me to understand and I tried to redo and to simplify the core logic to be able precisely to backtest several stocks and at the same time to trade several other options in complex strategies. I also needed to be able to use many standard indicators from all great TA libraries like yours and at the same time to be able to add easily my own indicators.

No worries. Makes sense.

You may be interested in trying the Custom directory so you can incorporate your own indicators and have them hook into Pandas TA. Let me know if you do and if it works for you.

I feel happy that I understand in details the one I write and I can modify at any moment whatever is needed to be modified. That’s priceless.

That’s for sure!

KJ

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