General Discussion

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  Live trading manual execution
  • André Tavares  

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  I can open an account from Brazil with them, but cannot trade brazilian assets on the Bovespa Exchange.
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  what lines are there in a strategy?
  • Li Mike  

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  The 'lines' are typically whatever you put into your strategy. The starting point would be your trading data, OHLCV open interest. This of course would have a datetime element. But you could also add custom information or signal lines to your trading data using a custom data class and these custom data lines would also show up in your strategy. And then also you could use indicators in your strategies which have lines defined as part of the indicator or defined by you in a custom indicator.
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  Any guidance on when to use self. ?
  • Li Mike  

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  Got it. I misunderstood something stupidly.
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  Problem to obtain Live data from IB for US options
  • Palinosk  

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  Alpaba Backtrader API - key issue
  • yanke_zulu  

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  @yanke_zulu see the following post and let me know if it works https://community.backtrader.com/topic/2693/timeframe-days-works-but-timeframe-minutes-doesn-t/14
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  Backtrader to Simulate MakerDAO/Compound CDP
  • dmintercept  

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  Nice dashboard. I like the way you organized your code.
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  How to output plots in a dark theme?
  • Arthur Pendragon  

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  This is my whole dark theme, I´ve tried to emulate TradingView schema. plt.style.use('fivethirtyeight') plt.rcParams["figure.figsize"] = (10, 6) plt.rcParams['lines.linewidth'] = 1 SIZE = 7 plt.rcParams['axes.labelsize'] = SIZE plt.rcParams['ytick.labelsize'] = SIZE plt.rcParams['xtick.labelsize'] = SIZE plt.rcParams["font.size"] = SIZE COLOR = '1' plt.rcParams['text.color'] = COLOR plt.rcParams['axes.labelcolor'] = COLOR plt.rcParams['xtick.color'] = COLOR plt.rcParams['ytick.color'] = COLOR plt.rcParams['grid.linewidth']=0.1 plt.rcParams['grid.color']="0.2" plt.rcParams['lines.color']="0.5" plt.rcParams['axes.edgecolor']="0.2" plt.rcParams['axes.linewidth']=0.5 plt.rcParams['figure.facecolor']="#101622" plt.rcParams['axes.facecolor']="#101622" plt.rcParams["savefig.dpi"]=120 dpi = plt.rcParams["savefig.dpi"] width = 700 height = 1200 plt.rcParams['figure.figsize'] = height/dpi, width/dpi plt.rcParams["savefig.facecolor"] ="#101622" plt.rcParams["savefig.edgecolor"]="#101622" plt.rcParams['legend.fontsize'] = SIZE plt.rcParams['legend.title_fontsize'] = SIZE + 1 plt.rcParams['legend.labelspacing'] =0.25 plt.rcParams['image.cmap']='tab10'
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  Bayesian Optimization Framework
  • Euler Sousa  

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  I think it's awesome you posted this and haven't forgotten, just haven't got to it yet.
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  How to speed up almost 100 times when add data and preload data?
  • tianjixuetu  

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  @tianjixuetu Thanks for sharing. It helped me save over 140sec per run.
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  Strategy not exists
  strategy • • Twss  

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  @vladisld said in Strategy not exists: try to print bt.file sorry, formatting error - it should be: print(bt.__file__)
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  Compound value
  • mudassar031  

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  Broker cash adjust delay
  • exu  

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  Hi, Did you solve that? Im trying to backtest mutual funds and need to simulate this behavior, typycally the mutual funds admin spend 3/4 days to make a change here in latin america. So I decided to implement this logic into any strategy code but open to recieve some feedback in order to have a better implementation. I´d rather to put this logic into cerebro/order management. def nextstart(self): self.order= None self.diacambio = 0 self.fondo="In" self.buy(self.data0) def __init__(self, **kwargs): self.__dict__.update(kwargs) super().__init__() self.signal_buy = [False] self.signal_sell = [False] self.data0_emarapida = EMA(self.data0.close,period=self.p.emarapida,plotname="FastEMAPLOT", plot=False) self.data0_emalenta = EMA(self.data0.close,period=self.p.emalenta,plotname="SlowEMA", plot=False) self.crossoverEMA = CrossOver(self.data0_emalenta, self.data0_emarapida, plotname="CrossOver", plot=False) def next(self): self.diacambio = self.diacambio + 1 if self.crossoverEMA[0] > 0 and self.fondo == "Out": self.signal_buy[0] = True if self.crossoverEMA[0] < 0 and self.fondo == "In": self.signal_sell[0] = True if self.diacambio >= self.p.delayed: if self.fondo == "Order Buy": self.order=self.buy(data=self.data0) #self.log("BUY EXECUTED " + self.data0._name) self.fondo ="In" self.signal_buy[0] = False return elif self.fondo == "Order Sell": self.order=self.sell(data=self.data0) #self.log("SELL EXECUTED" + self.data0._name) self.fondo ="Out" self.signal_sell[0] = False return if self.fondo == "Out": if self.signal_buy[0] == True : self.log("BUY " + self.data0._name) self.fondo ="Order Buy" self.diacambio = 0 return elif self.fondo == "In": if self.signal_sell[0] == True : self.log("SELL " + self.data0._name) self.fondo ="Order Sell" self.diacambio = 0 return
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  General Insurance Company In India
  • Kajalkamble123  

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  oandav20 resampling from 15m to 4h shows extra bars.
  • ahoyahoy  

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  @amulya-agarwal Use compression, as above, compression 1 for 1 minute bars if you wish, as below: timeframe=bt.TimeFrame.Minutes, compression=barsize, useRTH=False, #outsideRth=True, fill orders outside rth -- use for orders, not here... sessionstart=datetime.time(9, 30, 0), sessionend=datetime.time(16, 30, 0), ...and then your adddata or resample line using these arguments.
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  Walk Forward Analysis Demonstration
  • Curtis Miller  

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  Params just appears to be a dict. To pass arguments you would want kwargs. I believe what you are asking is "How do I convert a dict to kwargs?" Here's a q&a that might help: https://stackoverflow.com/questions/5710391/converting-python-dict-to-kwargs
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  strategy and data in sector/industry
  • yxd0018  

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  @run-out Sorry for my wording. I wonder if there is some sample script to retrieve sector/industry info so that I can build upon.
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  Suggestions on close order
  • Jingsi  

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  what @ab_trader said is what you should follow to prevent later issues. You could overwrite the close method of the strategy and check for your broker. If it is your broker, use a different way to close the order, if not, just call super(self).close(order)
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  AttributeError: module 'oandapy' has no attribute 'OandaError'
  • mayuequn  

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  :), Many thanks. It indeed solved the issue!!
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  How to Get Live Data from IB
  • songcl  

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  @songcl said in How to Get Live Data from IB: I've run your code almost unchanged (up to some syntax errors) and it seems to be working ok: Using IBstore Data added to cerebro Server Version: 76 TWS Time at connection:20200613 12:40:05 Strategy initialization finished. ***** DATA NOTIF: DELAYED next begin 2020-04-01 13:30:00 : 35.62 1,2020-04-01T13:30:00,35.50,35.81,35.42,35.62,966.00 next begin 2020-04-01 13:32:00 : 35.6 2,2020-04-01T13:32:00,35.73,36.16,35.60,35.60,592.00 next begin 2020-04-01 13:34:00 : 35.92 3,2020-04-01T13:34:00,35.68,36.20,35.67,35.92,502.00 next begin 2020-04-01 13:36:00 : 36.16 4,2020-04-01T13:36:00,35.89,36.44,35.88,36.16,576.00 Please check if there is a problem with your TWS account or client is not running. You may also examine the TWS API logs for some errors.
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  ib paper live trade error
  • bc10  

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  It seems the connection to IB broker was terminated from the server side. You may want to take a look at the TWS API Logs to see what was the cause (it could be a lot of different reasons for connection drop)