Backtrader → Pine Script v5: Conversion Guide

Each guide pairs equivalent code side by side — same logic, both languages — and ships a free, original, MIT-licensed template you can run today. Demo-test everything: translation bugs are cheaper on demo.

Side-by-side: the core translations — Backtrader → Pine Script v5

# Backtrader: __init__
self.sma_fast = bt.ind.SMA(self.data.close, period=21)
self.sma_slow = bt.ind.SMA(self.data.close, period=55)

// Pine v5: series are implicit
fast = ta.sma(close, 21)
slow = ta.sma(close, 55)

# Backtrader: manual crossover check
if not self.position and crossover(self.sma_fast, self.sma_slow):
    self.buy(size=0.10)

// Pine v5: built-in crossover + broker emulator
if strategy.position_size == 0 and ta.crossover(fast, slow)
    strategy.entry("L", strategy.long, qty=0.10)

# Backtrader: percent sizing
self.sizer = bt.sizers.PercentSizer(percents=10)

// Pine v5: compute qty from equity + risk
qty = (strategy.equity * 0.01) / (atr * 2)

Translation notes — Backtrader → Pine Script v5

• Backtrader gives tick-level control and broker feeds; Pine backtests are bar-based — treat Pine results as approximations.
• Python state (self.x) becomes Pine `var` when it must persist between bars.
• Port the data feed last: request.security() replaces multi-feed bt.feeds for higher timeframes.

Download the templates — Backtrader → Pine Script v5

⬇️ backtrader-strategy-template.py (MIT) ⬇️ pine-v5-strategy-template.pine (MIT) 🧩 Indicator template

Also useful: the MQL5 → Pine v5 guide.