General Discussion

• N

  next() called multiple times with resampled data feeds
  • nimrare  

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  Minor typos on website (self.believes) for @bt
  • James Benson Bacque  

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  I will continue to post any issues with web-content here, then. While your response was pending (re: my non-thread question), I was coming to the same conclusion that I was abusing the class, and had moved some temporal functions back up to strategy-level in order to overcome the absence of inherited time-context, the rationale for which I understand. With the ability to call bt.LinePlotterIndicator(func) from up there if I want to see it plotted, I think I have all I need. Thanks for the notes and for caring enough to update the minor typos: "How infinitessimal is the importance of anything I do. How infinitely important it is that I do it." (approximately Voltaire, but likely slightly mis-quoted, from memory)
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  Visualisation and Analysis Possible Without Backtesting?
  • NewestTrader  

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  See this: Blog - Evaluating external historical performance - https://www.backtrader.com/blog/posts/2017-07-05-order-history/order-history/
• Y

  BID and ASK on Interactive Brokers
  • YELNAr  

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  see my WIP contribution here: https://community.backtrader.com/topic/1539/get-bid-ask-price-and-size-on-interactive-brokers-data-feed/3
• L

  Backtesting with Futures data (Actual individual contract)
  • lampalork  

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  If you load all contracts as separate data feeds into bt, than bt will build the date-time axis from the very first date of the very first contract to the last date of the last contract. If I remember correctly, this is how I did it some time ago. @lampalork said in Backtesting with Futures data (Actual individual contract): therefore the backtest is only performed with a subset of the contracts (i.e. Datafeed) and only from the date where the last datafeed added to Cerebro has data To make the backtest along the whole history put trading logic into both prenext() and next(). But accurately check if data available in the prenext() call.
• S

  Anyone using Backtrader for live trading
  • skytrading54  

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  @stevetree or other fellow traders, if you have the time, could you kindly take a look at my query? Basically, the final delayed data bar is generated at the time of connection rather than at the time of bar complete formation. This is affecting the calculation of my indicators, such as Moving Average, as the final delayed data bar is used to arrive at the indicator value. Has anyone noticed this? If yes, does anyone have a solution? For details on the code, pls refer to the earlier post. Any response will be greatly appreciated!
• E

  IQfeed support for backtrader
  • Ed Bartosh  

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  The best way is to have it as an independent module, which anyone can use by simply importing the package as in (example, it can look entirely different) import btiqfeed ... data = btiqfeed.IQFeed(dataname='thename', credentials='mycredentials', option1='value1', ...) cerebro.addata(data) ... It may also follow te store pattern as in import btiqfeed iqstore = btiqfeed.IQFedd(credentials='mycredentials', ...) data = iqstore.getdata(dataname='thename', option1='value1', ...)) cerebro.adddata(data) ...
• 

  Any advice for backtesting forex?
  • Eddy Bennett  

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  Ok thanks, that's good to have the confirmed :)
• Y

  AttributeError: 'module' object has no attribute 'IBBroker'
  • YELNAr  

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  The most usual problem: you installed using pip but are running inside another environment like Spyder. You have to install it in your environment (the interpreter you use in the shell happens to be another installation)
• L

  Backtrader with a lot of datafeed - trick to reduce data loading time
  • lampalork  

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  Pickling cerebro won't help. The way to achieve what you want is to develop your own data feed which would use pre-loaded data already residing in RAM.
• 

  Any reason for not writing Backtrader in Java, Scala or C# for example?
  • Fayssal El Mofatiche  

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  Many thanks for the detailed answer! I totally agree with most of the points you made. Though, I do think people also opt for Java and other strongly typed languages for other reasons than just ease of integration with legacy systems (stability, speed, better concurrency support, better inheritance support, etc.). Out of curiosity, how do you see the emergence of languages like Julia? Do you think it has a chance to bridge the worlds of HPC and the development speed of languages like Python and R?
• N

  Backtest vs live bars "off-by-1" discrepancy?
  • nooby_mcnoob  

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  Realize that there's no reply, so just want to follow up and ask if anyone has any insights on this query that I raised?
• 

  message for the Admin: online Course
  • Raimondo Marino 0  

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  I totally agree. I think that the quality of the documentation is really world class, all thanks to @backtrader Nevertheless, having an online course would probably bring traders like myself up the learning curve much faster. And I don't mind paying a small premium for the course.
• 

  Limit order trade entry not correct
  • kr  

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  @kr said in Limit order trade entry not correct: def notify_trade(self, trade): print("TRADE:", self.datetime.datetime(ago=0), trade.status, self.data0.close[0]) and Adding to the answers above. t @kr said in Limit order trade entry not correct: ORDER: 2019-01-01 00:00:02.247996 2 4 1.00367 TRADE: 2019-01-01 00:00:02.247996 1 1.00367 That's NOT the trade time or the order execution time. That's the current datetime kept by the strategy by tracking the latest timestamp reported by the different data feeds. Order execution data is kept in the attribute order.executed. See: Docs - Order - https://www.backtrader.com/docu/order/ Furthermore, an order has different states notified and the code is accounting for none to understand when the execution is reported as Complete. The same with trade. See: Docs - Trade - https://www.backtrader.com/docu/trade/
• 

  how to custom commission based on order type?
  • Jingsi  

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  I think commissions are more related to the broker than the assets, The broker take that money any way. So in my view, custom broker's commission means a customize commission scheme, what you think?
• 

  How to change username?
  • Jingsi  

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• C

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

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  @ThisMustBeTrue Thanks for your debugging. It works flawlessly. But for better and true logging, user must call order data manually in "notify_order()" function. This is my custom function for multiple coins either for backtesting and live production. I added these lines: def notify_order(self, order, *args, **kwargs): dict = order.__dict__ target = self.data._name.replace('/USDT', '') if ENV == PRODUCTION: exec_time = dict['ccxt_order']['datetime'] exec_price = dict['ccxt_order']['average'] pair = dict['ccxt_order']['symbol'] cost = dict['ccxt_order']['cost'] size = dict['ccxt_order']['filled'] target = pair.replace('/USDT', '') else: pass ....#continues as same.
• J

  On-close orders
  interactive orders intraday • • J. Javier Gálvez  

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  @backtrader Thanks for your prompt reply and it does solve my problem. Sorry that I missed it in my first reading. Thanks again for your support.
• 

  Last Bar of Delayed Data from Interactive Brokers
  • Squirrel Singing  

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  How to give to EMA DAILY timeframe?
  • YELNAr  

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  Thanks, Do you know where I can parse historical forex data hourly?