Meta Strategy

Author: Skinok

images/overview.png

@@ -19,8 +19,10 @@
 import sys
 import backtrader as bt
 
+import metaStrategy as mt
+
 # Create a subclass of Strategy to define the indicators and logic
-class ichimokuStrat1(bt.Strategy):
+class ichimokuStrat1(mt.MetaStrategy):
 
     params = (
         ('atrperiod', 14),  # ATR Period (standard)
@@ -41,12 +43,10 @@ def notify_order(self, order):
         if not order.alive():
             self.order = None  # indicate no order is pending
 
-    def __init__(self, parameters = None):
+    def __init__(self, *argv):
 
-        # Set UI modified parameters
-        if parameters != None:
-            for parameterName, parameterValue in parameters.items():
-                setattr(self.params, parameterName, parameterValue)
+        # used to modify parameters
+        super().__init__(argv[0])
 
         # Ichi indicator
         self.ichi = bt.indicators.Ichimoku(self.datas[0],

images/overview2.png

@@ -0,0 +1,30 @@
+###############################################################################
+#
+# Copyright (C) 2021 - Skinok
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+import backtrader as bt
+
+class MetaStrategy(bt.Strategy):
+
+    def __init__(self, parameters = None):
+
+        # Set UI modified parameters
+        if parameters != None:
+            for parameterName, parameterValue in parameters.items():
+                setattr(self.params, parameterName, parameterValue)
+            
+        pass

strategies/ichimokuStrat1.py

@@ -25,8 +25,9 @@
 import backtrader as bt
 import backtrader.indicators as btind
 
+import metaStrategy as mt
 
-class sma_crossover(bt.Strategy):
+class sma_crossover(mt.MetaStrategy):
     '''This is a long-only strategy which operates on a moving average cross
 
     Note:
@@ -55,15 +56,17 @@ class sma_crossover(bt.Strategy):
         ('fast', 15),
         # period for the slow moving average
         ('slow', 30),
-        # moving average to use
-        ('_movav', btind.MovAv.SMA),
         # Trade size
         ('tradeSize', 2000)
     )
 
-    def __init__(self):
-        sma_fast = self.p._movav(period=self.p.fast)
-        sma_slow = self.p._movav(period=self.p.slow)
+    def __init__(self, *argv):
+
+        # used to modify parameters
+        super().__init__(argv[0])
+
+        sma_fast = btind.MovAv.SMA(period=self.p.fast)
+        sma_slow = btind.MovAv.SMA(period=self.p.slow)
 
         self.buysig = btind.CrossOver(sma_fast, sma_slow)