General Discussion

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  Anyone use backtrader to do live trading on Bitcoin exchange?
  crypto pairs trading • • CptanPanic

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  I think the most up to date repo is this one: https://github.com/Dave-Vallance/bt-ccxt-store
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  Adding datafeeds mid-simulation for OTC trading
  • jackg101

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  @jackg101 said in Adding datafeeds mid-simulation for OTC trading: is there a way to add datafeeds on-the-fly as the strategy decides to trade something? No it doesn't. This is something which has been even discussed privately with option traders, but it's not something in the core of backtrader
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  backtesting with manual trades
  • angles922

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  @angles922 said in backtesting with manual trades: I am trying to add a stoploss and takeprofit onto my manually imported order history. You cannot. Because the order is executed right at once and has no binding to other orders (the brackets). Set the brackets (as OCO orders) when you are notified in notify_order. See Docs - OCO Orders
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  Having historic data in the strategy
  • noobtrader

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  @noobtrader nothing in your post shows that you are using live data. So why do you expect to have it in the answer?
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  Bulk loading tickers
  • asjem

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  backtrader isn't pandas. The data feeds are a completely different abstraction.
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  Design Document of Backtrader And Extending it for multiple marketplaces (India)
  • sahil

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  @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Is there any design document or data flow diagram available for backtrader? No. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Can it be used(extended) for creating an live engine(trading for India marketplace) You need to create your own Broker and data feeds. Some people have done it. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Also, is it possible to use it for trading strategies involving multiple assets Yes. It's built-in. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): ML algorithms? That's up to you, not to backtrader. See https://github.com/Kismuz/btgym
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  Translate documents into Chinese
  • playstock

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  Ok, no problem. Thanks a lot.
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  Start with existing position, encounter IndexError: array index out of range
  • RealZ

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  @realz you have one data feed with backfilled data (it will fetch 500 entries from the past at startup), the other does not. Maybe this causes some problems too? For the data, as soon, as your data will come live, you will not get S10 and M15 data but instead tick data. to get resampled data live you would use: # cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=15,name="mlong") You can also count the amount of lines before trying to access them? But without code there It is hard to say, what's not working.
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  Problem with custom ohlc vars
  • arrr

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  @backtrader said in Problem with custom ohlc vars: @arrr said in Problem with custom ohlc vars: However if I call same self.make_ohlc() from self.next() - it works I fail to understand what the problem is. You have for sure a very clear idea about what troubles you, but you have already said it works. What you want to do with the data is of course unknown. Sorry for confusing explanation. It technically works, but I did not check if it returns correct data and, as for me, the code looks pretty weird :)
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  cerebro.plot(style='candlestick') question
  • Ilan Seeder

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  No idea. matplotlib is used.
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  Most appreciated features
  • backtrader

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  Docs - Binary Datafeed Development
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  Any backtraders in Seattle want to collaborate?
  • scottz1

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  Remove resampled data lines from chart plot
  • esondrstd

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  Thanks for your quick response, and in hindsight, realize my request was very unclear without additional context (or fully functioning code). The good news is I actually figured it out (the line coupler lines on the chart were from the pivot point indicator, which i just disabled). Thanks again!
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  Backtrader References
  • Paska Houso

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  Adding some to the list created by Paska
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  Any reasonably organized reference documentation?
  • Alexan

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  @alexan said in Any reasonably organized reference documentation?: Am I missing something? Yes you are. You could make proposals and not simply criticize. You could fund a project to get new documentation written in a way you think it's proper.
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  Data feeds comparable to QuantConnect
  • Alexan

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  What is the recommended way to retrieve underlying orders for a trade?
  • Aris L

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  Use the tradehistory. Docs - Trade (Activate it in Docs - Cerebro or in the Docs - Strategy)
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  How to define a commission scheme for Cryptos?
  • mttax

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  To Crypto or not to Crypto, that is the question. It's a simple mathematical operation. size of asset a * commission in terms of a = size of asset b * 0.998 You already know the size of asset b which is 1 and the price it has in size of asset a (your fiat currency), which means you can work out what the actual commission in fiat currency is. Obviously you do that for each operation by creating a custom sizer. Docs - User Defined Commissions
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  Way to disable shorting
  • mttax

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  @mttax said in Way to disable shorting: In some markets, such as Chinese Stock, people cannot sell short In markets in general you cannot simply sell short. You first need to contact people who have the stocks, agree on the leasing conditions, sign the agreement, notify the proper authority (not always), and you can then sell the stocks. @mttax said in Way to disable shorting: if I buy(size=1), then I cannot sell(size=2) Don't do it. The platform isn't there to think for you. Do this (as proposed by @ab_trader) @ab_trader said in Way to disable shorting: Use self.close() to close your long positions. Another way is to use correct sizes of existing positions in the self.sell(). You can always determine the current position by using self.getposition() where the returned position has the attribute size (you can use the @property shorthand position or even pass a data argument if you are using several data feeds). See Docs - Strategy
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  Is there any example on pair trading?
  • naoziwatele

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  See also this recent contribution: https://community.backtrader.com/topic/1512/kalman-pair-trade-with-ewa-ewc-from-ernie-chan-s-algorithmic-trading