There was a pull request some time ago which added a calculation for aligning unequal (lengthwise) streams when plotting with multiple figures. The calculation was not 100% accurate, but it should be now with this commit.
Quickfix is an implementation of the FIX protocol. The problem with this being that FIX is a protocol but integration with each and every FIX provider requires specific tailoring (and a lot more work than integrating an HTTP stream)
Interactive Brokers offers FIX ... but not to you ... (actually the traffic running between TWS and the server is tagged as FIX by network analyzers)
A FIX implementation would require a funded development project. Your best bet is contacting a professional FIX integrator.
To start with, congratulations for the neat framework you have here came up with. Have been fiddling around since few weeks ago with it, and i am surprised with the simplicity of use, yet powerful abilities available.
Going to the subject under discussion, I would like to give it a go and try some implementation of different bars, initially with Heikin-Ashi and later on with Renko or Range bars.
The first question would be if you have any advice on where to plug the code for those bars? After looking into backtrader docs, i wonder if Filters are the right way to do it, after looking at it's description:
'Filters transform the values provided by a data feed to deliver a different data feed' ?
Or rather one shall just previously compute the bars and just add them as a regular datafeed to cerebro? Obviously this would loose later on the live trading ability and just be useful for backtesting purposes.
As for the issue with datetime stamping observations for price based bars, i don't see an issue there, as from my pov they shall have anyhow a time-stamp associated with the time they were started/per observation, therefore comparable with regular bars, just not with a regular interval. Apart from plotting which shall be non sense, the rest should work. Does this make any sense?
The de-facto Interactive Brokers uses the BID price as the reference for Forex, but you can track anything you want, including the MIDPOINT (which is obviously the middle point in between BID and ASK)
Just a matter of choosing (and leave open what to choose via parameters)
You can resample 1000 times in pandas if you wish, there is nothing against it. It will actually probably save you time (more if you save it to disk/database/something-else) and read it from there each time.
But you are simply not telling the platform to what you actually resampled to and therefore the default settings bt.TimeFrame.Days/1 are applied.
@Taewoo-Kim said in Animated Charting?:
If possible, go step by step (input() style wait) and look at trades and analysis incrementally
next will be called each time and provides therefore a framework for you to stop and look.