@tsguo3 Good question.

take a look at the _load method of any feed class inherited from AbstractDataBase ( including the OandaData class).

In this method the new bar is extracted from the queue assigned to a particular data feed.

The _load method is eventually called from Cerebro engine run method where all the data feeds are iterated in order to get their new bars.

@rajanprabu Thannks for the comments! Would love to hear thoughts from other BT users.

Also, since there are no private messages on the forum... @run-out check your PMs @ Discord.

@damiano said in Send new trade at open:

Suppose the same crossover strategy with a simple moving average, and run the optimizer to test the moving average on Open, High, Low, Close ... is there a way to set that COO parameter WHEN the base price of that indicator is "open" ?

I don't understand your question. You can create your simple moving average on any time series in bt. cheat-on-open is independent from the indicators.

@run-out can you share the code that can runing successful.

@lclassen

you can use module which contains strategies and import these strategies from the module to the script which runs backtest. it is not different from using other modules in python.

Should be working now. At least that is what Daniel has said ( https://github.com/mementum/backtrader/pull/435)

Hey @vbs, this tool looks awesome! I just tried to save my cerebro instance and execute the plotting later in another script. Pickling does not work. Do you have a solution for that?

Which observers have u tried?

I think they are part of stdstats
https://www.backtrader.com/docu/observers-reference/
https://www.backtrader.com/blog/posts/2016-12-10-buysellarrows/buysellarrows/

Which error comes up?
Pardon me if I overread it, but didn't find the error message.

I found 2 or 3 similar discussions, but the answer to them either :

pointed to a page that discusses handling of data with different frequencies (e.g. daily and weekly"), which is not exactly the issue at hand -- btw, for some reason frequency seems to be addressed as timeframe in the docs; or were simply "read the documentation"

I confess I was hoping to find easier instructions on how to procede, particularly since this is a fairly common setup for doing backtests with shares (i.e. some companies IPO during the simulation), and the first page of the documentation advertises its ease of use.

I will continue doing some tests now that you mentioned that the order that you load the data matters, and will update if I achieve any progress.

That helped. Thank you so much!

@run-out thanks.

@freedumb2000 There is no way to edit or delete.

You can use vpn in such cases. I also often use sich tools during web surfing for protecting own plivacy. My internet speed is fast and I do not have glicthes during using https://veepn.com/vpn-features/no-log-vpn/