General Discussion

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  Problem with resampling 1m data to 5m/15m
  • ppawel

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  There were several patches to resampling, which probably had an impact on rightedge. Use this code as a template to achieve your desired effect. rd = cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=5) def _new_load(self): ret = self._old_load() if ret: dt = self.datetime.datetime(0) self.datetime[0] = bt.date2num(dt - datetime.timedelta(minutes=5)) return ret rd._old_load, rd._load = rd._load, _new_load.__get__(rd, rd.__class__)
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  Send trade events to API/webhook for execution
  • nomad5am

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  @nomad5am said in Send trade events to API/webhook for execution: we would like to send the trades from Backtrader to our Bot API/Webhook instead of the broker You have missed how things work. A Broker in backtrader is simply an interface to something. The default broker is meant for backtesting, but this can be replaced by other brokers, which ma interface to API, Webhooks or to whatever you want. This is what the integrated brokers for Oanda (v1API), Interactive Brokers´ andVisualChartdo. An example of an independently developed broker (Oanda` (v2API)) https://github.com/ftomassetti/backtrader-oandav20 For examples of how to change brokers Docs - Interactive Brokers The Cerebro reference Docs - Cerebro
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  Having "Margin" problem when reversing the position using order_target_percent
  • barton05

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  @backtrader Thanks man, tried but unfortunately not working. At the end I used one more bar to settle the trade and initiate a new trade one day later. Let me know if you have any clever solution. *I further change multi-feed back to one feed def next_open(self): pos = self.getposition(self.data).size self.log('{} Close:{}, SMA:{:.2f}/{:.2f}/{:.2f}, Size:{}, V:{}'.format(data._name, self.data.close[0],self.inds['sma1'][0],self.inds['sma2'][0],self.inds['cross'][0], pos, self.broker.getvalue())) #no position if not pos: if self.inds['cross'][0] == 1 or self.inds['cross'][-1] == 1: # Keep track of the created order to avoid a 2nd order self.o = self.order_target_percent(data=self.data,target=1,price=data.open) self.log('{} Initial Buy - Order No:{} Size:{}'.format(data._name, self.o.ref,self.o.size)) elif self.inds['cross'][0] ==-1 or self.inds['cross'][-1] == -1: # Keep track of the created order to avoid a 2nd order self.o = self.order_target_percent(data=self.data,target=-1,price=data.open) self.log('{} Initial Sell - Order No:{} Size:{}'.format(data._name, self.o.ref,self.o.size)) else: if self.inds['cross'][0] == 1: self.o = self.close() #self.o = self.order_target_percent(data=self.data,target=1,price=data.open) self.log('{} Reverse Buy - Order No:{} Size:{}'.format(data._name, self.o.ref,self.o.size)) elif self.inds['cross'][0] == -1: self.o = self.close() #self.o = self.order_target_percent(data=self.data,target=-1,price=data.open) self.log('{} Reverse Sell - Order No:{} Size:{}'.format(data._name, self.o.ref,self.o.size)) 2017-04-17, GOOGL Close:855.13, SMA:847.50/846.58/0.00, Size:0, V:1000000.0 2017-04-18, GOOGL Close:853.99, SMA:846.64/847.32/-1.00, Size:0, V:1000000.0 2017-04-18, GOOGL Initial Sell - Order No:1 Size:-1172 2017-04-18 Order 1 Status Accepted 2017-04-18 Order 1 Status Completed 2017-04-19, GOOGL Close:856.51, SMA:845.94/847.99/0.00, Size:-1172, V:998300.5999999999 2017-04-20, GOOGL Close:860.08, SMA:846.26/848.69/0.00, Size:-1172, V:995347.1599999999 2017-04-21, GOOGL Close:858.95, SMA:846.77/849.31/0.00, Size:-1172, V:991163.1199999999 2017-04-24, GOOGL Close:878.93, SMA:847.74/849.89/0.00, Size:-1172, V:992487.4799999999 2017-04-25, GOOGL Close:888.84, SMA:849.93/850.87/0.00, Size:-1172, V:969070.9199999999 2017-04-26, GOOGL Close:889.14, SMA:852.44/851.95/1.00, Size:-1172, V:957456.3999999999 2017-04-26, GOOGL Reverse Buy - Order No:2 Size:1172 2017-04-26 Order 2 Status Accepted 2017-04-26 Order 2 Status Completed 2017-04-26, OPERATION PROFIT, GROSS -45532.20, NET -45532.20 2017-04-27, GOOGL Close:891.44, SMA:854.87/852.95/0.00, Size:0, V:954467.7999999998 2017-04-27, GOOGL Initial Buy - Order No:3 Size:1072 2017-04-27 Order 3 Status Accepted 2017-04-27 Order 3 Status Completed 2017-04-28, GOOGL Close:924.52, SMA:856.95/853.98/0.00, Size:1072, V:956011.4799999999 2017-05-01, GOOGL Close:932.82, SMA:860.70/855.72/0.00, Size:1072, V:991473.2399999998
• K

  A way to add next_orderbook
  • kausality

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  No. And it has been discussed in the past several times: backtrader is not a bid/ask platform, even if it can be forced to partially use the values due to built-in extension capabilities. But something like next_orderbook has nothing to do with the design per se.
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  How to setup matplotlib for "retina" display (DPI 2x)
  • davider80

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  Optimizing using gpu
  • arikenig

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  No, there is not.
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  Having trouble printing daily high, low, and close
  • bullyellis

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  Thanks for your help, I really appreciate it. The course basically walks you through writing a primitive back tester and explains some basic machine learning and pandas. Bad news though, I will continue peppering your forum with questions, but I will make a greater effort to read first.
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  Binance API or updating backtrader every 5 min
  • guwop

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  Your best bet is to create a data feed which reports to be a live data feed. This data feed waits for something like: A csv file which grows A binary file which grows Communication over a socket or pipe ... It can even call the Binance API every 5 minutes and use the result Of course you want to pay attention to these events in a background thread. And you return the data to the system. Check for example the sources for OandaData: https://github.com/backtrader/backtrader/blob/master/backtrader/feeds/oanda.py
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  Where to get OHLCV data on crypto currencies?
  • Søren Pallesen

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  @tomasrollo , Could you please post your code for Binance? It's exactly what I'm looking for!
• D

  Addind MACD line around data but nothing appears
  • data-analyst

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  Misunderstanding of the process: Order created but not executed at the same price
  • viktor.w

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  I am glad @viktor-w said in Misunderstanding of the process: Order created but not executed at the same price: @backtrader the only line of code I needed was: cerebro.broker.set_coc(True) I am glad to know that was the only line of code you needed. I do truly and respectfully disagree. And you also disagree with yourself. For example: https://stackoverflow.com/questions/54457556/backtrader-order-created-i-would-like-that-the-order-is-execute-instantly-and @viktor-w said in Misunderstanding of the process: Order created but not executed at the same price: We are a company You obviously can buy professional support then.
• V

  Same bar order execution
  • valentin

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  Thank you. Your hints were enough to find a solution for now. For testing I simply shift the signal simply up a row. For live purposes I will find another way
• J

  Adding datafeeds mid-simulation for OTC trading
  • jackg101

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  @jackg101 said in Adding datafeeds mid-simulation for OTC trading: I assume the major difficulty is that introducing new price feeds after cerebro has initialized could potentially introduce new trade times that cerebro doesn't The assumption is wrong. It is explained above. Each element in the system has a different notion of what data feeds it has available, notion which is created when the element is instantiated. That's how it is possible to make a moving average on top of a moving average. @jackg101 said in Adding datafeeds mid-simulation for OTC trading: How hard would it be for me to implement this? You'd be better off writing your own engine.
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  Anyone use backtrader to do live trading on Bitcoin exchange?
  crypto pairs trading • • CptanPanic

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  I think the most up to date repo is this one: https://github.com/Dave-Vallance/bt-ccxt-store
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  backtesting with manual trades
  • angles922

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  @angles922 said in backtesting with manual trades: I am trying to add a stoploss and takeprofit onto my manually imported order history. You cannot. Because the order is executed right at once and has no binding to other orders (the brackets). Set the brackets (as OCO orders) when you are notified in notify_order. See Docs - OCO Orders
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  Having historic data in the strategy
  • noobtrader

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  @noobtrader nothing in your post shows that you are using live data. So why do you expect to have it in the answer?
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  Bulk loading tickers
  • asjem

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  backtrader isn't pandas. The data feeds are a completely different abstraction.
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  Design Document of Backtrader And Extending it for multiple marketplaces (India)
  • sahil

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  @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Is there any design document or data flow diagram available for backtrader? No. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Can it be used(extended) for creating an live engine(trading for India marketplace) You need to create your own Broker and data feeds. Some people have done it. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Also, is it possible to use it for trading strategies involving multiple assets Yes. It's built-in. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): ML algorithms? That's up to you, not to backtrader. See https://github.com/Kismuz/btgym
• P

  Translate documents into Chinese
  • playstock

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  Ok, no problem. Thanks a lot.
• 

  Start with existing position, encounter IndexError: array index out of range
  • RealZ

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  @realz you have one data feed with backfilled data (it will fetch 500 entries from the past at startup), the other does not. Maybe this causes some problems too? For the data, as soon, as your data will come live, you will not get S10 and M15 data but instead tick data. to get resampled data live you would use: # cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=15,name="mlong") You can also count the amount of lines before trying to access them? But without code there It is hard to say, what's not working.