Selection of output chart for data

[j209177]

How do I select a chart for certain moving averages, data, ect?

Aka, I want graph 1 and 3 together and graph 2 and 4 together.

Here is my code

def init(self):
		self.upperband = self.I(BBupper, self.data.Close, 20, 2, color='red')
		self.lowerband = self.I(BBlower, self.data.Close, 20, 2, color='red')
		self.EMA9 = self.I(EMA, self.data.Close, 9, color='black')
		self.SMA19 = self.I(SMA, self.data.Close, 19, color='green')
		self.SMA50 = self.I(SMA, self.data.Close, 50, color='blue')
		self.SMA199 = self.I(SMA, self.data.Close, 199, color='black')

		self.bid_option_size1 = self.I(SMA, self.data.bid_option_size, 1, color='black')
		self.ask_option_size1 = self.I(SMA, self.data.ask_option_size, 1, color='black')
		self.bid_option_size20 = self.I(SMA, self.data.bid_option_size, 20, color='red')
		self.ask_option_size20 = self.I(SMA, self.data.ask_option_size, 20, color='red')
		self.delta1 = self.I(SMA, self.data.delta, 1, color='black')
		self.gamma1 = self.I(SMA, self.data.gamma, 1, color='black')
		self.theta1 = self.I(SMA, self.data.theta, 1, color='black')
		self.vega1 = self.I(SMA, self.data.vega, 21, color='black')
		self.rho1 = self.I(SMA, self.data.rho, 1, color='black')
		self.volatility1 = self.I(SMA, self.data.volatility, 1, color='black')

[kernc]

To join line 1 and line 3 on the same indicator chart, you'd return a tuple of both series in the same indicator function. Something like:

    def init(self):
        ...
        def sma_cross():
            return SMA(self.data.bid_option_size, 1), SMA(self.data.bid_option_size, 20)
        self.bid_option_size1, self.bid_option_size20 = self.I(sma_cross, color=['black', 'red'])

[j209177]

Sweet, that worked for the bid and ask. But how can i get the volatility on a separate chart?

	def init(self):
		self.upperband = self.I(BBupper, self.data.Close, 20, 2, color='red')
		self.lowerband = self.I(BBlower, self.data.Close, 20, 2, color='red')
		self.EMA9 = self.I(EMA, self.data.Close, 9, color='black')
		self.SMA19 = self.I(SMA, self.data.Close, 19, color='green')
		self.SMA50 = self.I(SMA, self.data.Close, 50, color='blue')
		self.SMA199 = self.I(SMA, self.data.Close, 199, color='black')

		def sma_cross_bid():
			return SMA(self.data.bid_option_size, 1), SMA(self.data.bid_option_size, 20)
		self.bid_option_size1, self.bid_option_size20 = self.I(sma_cross_bid, color=['black', 'red'])

		def sma_cross_ask():
			return SMA(self.data.ask_option_size, 1), SMA(self.data.ask_option_size, 20)
		self.bid_option_size1, self.bid_option_size20 = self.I(sma_cross_ask, color=['black', 'red'])

		self.delta1 = self.I(SMA, self.data.delta, 1, color='black')
		self.gamma1 = self.I(SMA, self.data.gamma, 1, color='black')
		self.theta1 = self.I(SMA, self.data.theta, 1, color='black')
		self.vega1 = self.I(SMA, self.data.vega, 21, color='black')
		self.rho1 = self.I(SMA, self.data.rho, 1, color='black')
		#self.volatility1 = self.I(SMA, self.data.volatility, 1, color='black')

		def volatility():
			return SMA(self.data.volatility, 1), SMA(self.data.volatility, 20)
		self.volatility1, self.volatility20 = self.I(volatility, color=['black', 'red'])

[kernc]

Strategy.I() has an overlay= parameter:

self.I(volatility, ..., overlay=False)

The heuristic for it sometimes fails.

backtesting.py/backtesting/backtesting.py

Lines 148 to 151 in 0a76e96

	# By default, overlay if strong majority of indicator values
	# is within 30% of Close
	with np.errstate(invalid='ignore'):
	overlay = ((x < 1.4) & (x > .6)).mean() > .6

[j209177]

Perfect, that solved it.
Thank you for the help