General Discussion

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  how to custom commission based on order type?
  • Jingsi  

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  Regardless of different views, it simply not posible out of the box.
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  Is there any commercial support available?
  • Yury Tsar  

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  That probably depends on your definition of that. But see https://backtest-rookies.com/professional-services/ https://datatrading.info/ And there are people listing backtrader as a skill in freelancing platforms: Upwork: https://www.upwork.com/o/profiles/browse/?q=backtrader And in other platforms like Codementor, Freelancer. Some of the offers seen are gathered here: Backtrader - References - Job Offers- https://www.backtrader.com/home/references/jobs/ Browsing some of them may give you and idea as how to post a project on one of the hire-for-pay sites. You also have several listing backtrader as a skill in LinkedIn Backtrader - References - LinkedIn - https://www.backtrader.com/home/references/linkedin/ They may be open to be contacted ... or not.
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  How best to track trade PNL
  • Eddy Bennett  

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  How do you access the attribute values out of _trades? I've tried this: for k, v in self._trades.items(): print(k.tradeid) and get this error: AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'tradeid'
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  How to set strategy's member externally
  • Kas David  

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  Cool works for me, thanks. class firstStrategy(bt.Strategy): params = ( ('period',21), ) x= self.params.period cerebro.addstrategy(firstStrategy, period=14)
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  Wanted: Book and Forum for Futures Trading
  • NewestTrader  

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  thanks a lot!
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  Anyone use backtrader to do live trading on Bitcoin exchange?
  crypto pairs trading • • CptanPanic  

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  @Rodrigo-Brito Hello Rodrigo, thank you very much for your cool Trading Bot, it really gives me a great learning opportunity.
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  Anyone using Backtrader for live trading
  • skytrading54  

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  Just want to follow up on this issue that I face and wonder whether someone can kindly help me? Thank you
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  Dynamic parameters passed to cerebro.optstrategy()
  • lampalork  

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  Just to be clear, what have you exactly found? The signature for addstrategy and optstrategy is clear an documented. It taks *args and *kwargs and where possible some of the keyword arguments are incorporated to the declarative built-in params (see below). The rest is given verbatim to the strategy. Docs - Cerebro - https://www.backtrader.com/docu/cerebro/ Note: you probably didn't want to use addstrategy in your last post, given that you obviously pass a combination of parameters meant for optimization. @lampalork said in Dynamic parameters passed to cerebro.optstrategy(): For addstrategy(), I'm using something like cerebro.addstrategy(MyHolyGrailStrategy, parameters) where parameters is a dictionary that is received by the __init__ method of my strategy def __init__(self, params): That pattern for example goes against the declarative params provided as a built-in by backtrader and brings absolutely no benefit. Docs - Concepts - Parameters - https://www.backtrader.com/docu/concepts/#parameters
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  Setting cash order size
  • Sang  

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  Try this (not tested) def next(self): if self.openinterest[0] == 2: self.order_target_value(target = -100) if self.openinterest[0] == 1: self.order_target_value(target = 100) But with all my respect, you may want to apply more efforts to understand docs and programming by yourself, if you want to get to success faster. This was probably easiest task from what you can expect on algotrading road.
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  Visualisation and Analysis Possible Without Backtesting?
  • NewestTrader  

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  @backtrader Thanks, it's so cool to see what a large set of features this platform offers!
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  DataFeed for Tradingview
  • ThatBlokeDave  

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

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  @backtrader Hello backtrader Thanks for your reply. What you say makes sense and I will use the trading calendar feature. But just to make sure I understand the behavior correctly, let's look at the duplicate timestamp of 2018-02-09 shown in my first post above. 2018-02-09 is a Friday. So the the backtrader resampling mechanism creates a daily bar at the end of the day 2018-02-09. At this point it cannot know whether trading might continue on the weekend so it basically looks at the days 2018-02-10 and 2018-02-11. It cannot find that data, so it produces a weekly bar with the timestamp 2018-02-09 in a separate call to next(). Am I assuming correctly that backtrader assumes by default that a week is ending on Sunday if nothing else is specified in terms of trading calendars? Also in the above code you see that I am using two resampled data feeds but NOT the original data feed. If I am using the original data feed together with one resampled data feed this alignment problem does not seem to happen. I understand that you may need more information to give an answer to this but maybe it's obvious and I am missing something.
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  Portfolio of futures with different slippage assumptions
  • lampalork  

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  @backtrader noted. thanks
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  Backtesting with Futures data (Actual individual contract)
  • lampalork  

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  Thanks, ab_trader and sorry for getting back so late. I'll double-check your claim and will update if it does not behave like you describe; for now, my trick works for it feels unnecessary.
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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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  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
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  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) ...
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  Any advice for backtesting forex?
  • Eddy Bennett  

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