General Discussion

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  Add live AlphaVantage data feed
  • Amine Najahi  

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  Access strategy data or set strategy parameters during live trading from another thread
  • yeahaa828  

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  @yeahaa828 I just came across this post. I’m also trying to change parameters for a live trading cerebro instance. Would you mind sharing a code snippet of how you send messages to your strategy’s queue from the other thread?
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  Is it possible to backtest over a trading universe and also multiple strategies?
  • ThePunlee  

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  How to get analyzer values in next()
  • Tejas Pinge  

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  Microservices Based Algorithmic Trading System (MBATS) using Backtrader
  • Saeed Rahman  

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  @tianjixuetu yes it is using Oanda v20 API
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  Using indicator lines in analyzer
  • FredYellow  

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  Fixed by using self.strategy.indicatorName.lines.lineName[0] Should've read the documentation more closely...
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  which line code(function) consume more time when doing a backtest?
  • tianjixuetu  

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  @vbs while optimize encountered different situation according different strategy, some very simple may run seccessfully,some complicated may not run,some unique may just walk and have no error reporting.I don't have so much time and experience to debug this.Now,I debug the analyzers,there are some errors.
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  Is it possible to label each plot when plotting multi assets using a PandasData feed?
  • Matthew Scarborough  

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  I found the answer in another post. When I'm looping through my data, I rename the dataframe columns to fit the BT convention, then I convert that into a data feed and apply the name. I'll share my Norgate Data Code here for future reference. # Obtain a Pandas dataframe for a given security from Norgate Data priceadjust = norgatedata.StockPriceAdjustmentType.TOTALRETURN padding_setting = norgatedata.PaddingType.NONE start_date = '2019-05-01' #end_date = '2011-12-31' timeseriesformat = 'pandas-dataframe' universe = ['AAPL','TSLA']#,'GE','AMD','SPY'] for ticker in universe: pricedata_dataframe = norgatedata.price_timeseries( ticker, stock_price_adjustment_setting = priceadjust, padding_setting = padding_setting, start_date = start_date, #end_date = end_date, format=timeseriesformat, ) # Rename columns to suit Backtrader pricedata_dataframe.rename( columns={ 'Open':'open', 'High':'high', 'Low':'low', 'Close':'close', 'Volume':'volume', 'Open Interest':'open interest'}, inplace=True) data = bt.feeds.PandasData(dataname=pricedata_dataframe) data._name = ticker cerebro.adddata(data) Anyways, thanks for creating and sharing such an amazing project.
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  Optimization - Sequence multiple combination of parameters
  • lampalork  

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  @lampalork following @backtrader advise, i have tried the strategy selection pattern. it works great in my case. thanks! For ease of reference: https://www.backtrader.com/blog/posts/2016-10-29-strategy-selection/strategy-selection/
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  four ways to load data and it's different time
  • tianjixuetu  

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  Wow, thanks for doing the hard work!
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  It seems like 'margin call' does not work properly.
  • MarkWhatson  

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  To me it would seem your code does not work properly. But I cannot know, neither can anyone, because there is no code (which would let people understand how you have configured things) and no logs beyond an isolated line (which lacks information such as ... size for example) As far as the story goes, you say you stared with a portfolio value of $100k (all in cash), have made a trade in the wrong direction and the value of your portfolio is $5k. It is what usually happens when one makes a trade in the wrong direction. You can even go negative (in real life ... too) @MarkWhatson said in It seems like 'margin call' does not work properly.: if my position should be sold by force? If you are implying that the simulation broker is going to liquidate your positions, I would kindly ask for a pointer to where you have read that will happen. It is not a functionality of the broker.
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  documents error in https://www.backtrader.com/docu/datafeed/
  • tianjixuetu  

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  Bokeh Integration - Interactive Webbrowser Plotting
  • vbs  

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  Awesome! I've used this daily for the last year. Much appreciated.
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  array is not better than list when the number is large and append operate
  • tianjixuetu  

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  Any advice for backtesting forex?
  • Eddy Bennett  

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  @backtrader @Eddy-Bennett there are two important thing you need to think carefully. your margin\you commisstion when you backtest and the financing you get or pay from your account.
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  Backtrader with a lot of datafeed - trick to reduce data loading time
  • lampalork  

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  @backtrader @lampalork @vladisld maybe,this is a way to speed up! How to speed up almost 100 times when add data and preload data?
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  How to speed up almost 100 times when add data and preload data?
  • tianjixuetu  

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  Python Notebook Research
  • Ryan Bell  

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  @Ryan-Bell said in Python Notebook Research: to create a sort of RSIEMA https://www.backtrader.com/docu/indautoref/#rsi_ema @Ryan-Bell said in Python Notebook Research: (or, perhaps a fit it against a polynomial approximation with ARIMA forecast weighting.) https://www.backtrader.com/docu/indautoref/#relativestrengthindex The RSI (and subclasses) have a movav parameter which allows customization of the moving average which is applied to the underlying values produced before they are smoothed. If you want to use a polynomial fit approximation, simply create it and pass it as movav. @Ryan-Bell said in Python Notebook Research: In this sense, it would be really cool to decouple the algorithm from the portfolio performance testing environment, Well, you had a tight integration with a backtester, which shows that the goal is not attainable. Either you do research, which gives you an approximation and a notion if you want to further pursue things, or you backtest for accurate results (by the way, your selected backtester supports virtually no order types, so much for accuracy) @Ryan-Bell said in Python Notebook Research: I'd like to be able to test a strategy with multiple backtesting frameworks and ultimately see the same results for confirmation. I guess you have plenty of free time.
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  Is anyone want to develop a function to plot the backtest result like this using dash?
  • tianjixuetu  

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  @vladisld Thank you. In fact,when I decide to develop this,I have known OmegaUI from github. I don't read its source code, and from its example,I think,it cannot give me what I want to test the strategy,so I decide to develop one.
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  Machine Learning Integration
  • aaggmm  

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  Thank you for the clarification and link, will look into it.