General Discussion

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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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  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
• 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) ...
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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)
• 

  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 change username?
  • Jingsi  

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  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?
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  How can I check data for missing values?
  • alexgiul  

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  @Brandon-Johnson thanks a lot. I will try
• 

  long or short by price point
  • clement ng  

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  Probably you can use limit or stop orders which are issued in advance.
• 

  Walk Forward Analysis Demonstration
  • Curtis Miller  

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  @barton05 Is there any way to make runTest work with params without having to specify explicitly the parameter names such as inOrOut, selfLog etc.? Would something like tester.addstrategy(trainingIdea, params = params) work? It doesn't work: TypeError: __init__() got an unexpected keyword argument 'params'
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  Backtest Intraday - Interactive Brokers
  • Andre Villela  

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  @Andre-Villela said in Backtest Intraday - Interactive Brokers: it is possible to do intraday backtest using Interactive Brokers for getting the past intraday data ? If you have data permissions. @Andre-Villela said in Backtest Intraday - Interactive Brokers: Also, there is any issue on using in Future Market (continuous contracts) or would I be limited to do only stocks & forex ? Never downloaded future contracts from TWS, you will have to try it yourself.
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  Escape from OHLC land in the main documentation
  • GozatSwing  

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  What kind of close price should I use for backtesting?
  • alexgiul  

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  Thanks @backtrader , my problem is I dont understand how to obtain same results present on websites: for clarification I show you an example: https://www.justetf.com/en/etf-profile.html?isin=IE00B1YZSC51&tab=returns for this instruments I see annual returns, but if I execute a simple buy and hold strategy and add the AnnualReturn analyzer I got different results; in particular on justETF the annual return for 2015 is 8.23%, while on my backtest 6.87% and so on Can you drive me in order to understand ? Ps: for buy-and-hold strategy I used the code available here(Buy and Forget): https://www.backtrader.com/blog/2019-06-13-buy-and-hold/buy-and-hold/