General Discussion

• K

  Best IDE for Backtrader
  • kaya  

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  atom.io , with some plugins for python installed, linter, linter-python, autocomplete-python, bracket-colorizer , file-icons, minimap, python-autopep8
• A

  Cheat on order execution price
  • Aris L  

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  @backtrader14 Try not to mention the price argument, and just add the security. That's what I did and it worked for me : cerebro = bt.Cerebro(cheat_on_open=True) def next(self): #order to sell at close price self.order = self.sell(data=self.datas[0], coo=False, coc=True) def next_open(self): # order to buy at open price self.order=self.buy(data=self.datas[0], coo=True, coc=False) Hope you get it to work !
• J

  line info lost during resampling
  • JohnShiu  

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  @backtrader it seems that doesn't work now. Custom filter should be added after Resampler filter which always return True. From the sources of feed.py: for ff, fargs, fkwargs in self._filters: # previous filter may have put things onto the stack if self._barstack: for i in range(len(self._barstack)): self._fromstack(forward=True) retff = ff(self, *fargs, **fkwargs) else: retff = ff(self, *fargs, **fkwargs) if retff: # bar removed from systemn break # out of the inner loop And that means that no filters will be executed after Resampler. So, what is the right way to resample custom lines? Thanks.
• 

  Testing RSI and SMA using bt.feeds.CCXT for Bittrex
  • conr  

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  OK, CCXT was calling BITTREX far to much for offline testing, I applied data=bt.feeds.PandasData(dataname=df,datetime=-1,open=-1,high=-1,low=-1,close=-1,volume=-1,openinterest='openinterest',timeframe=bt.TimeFrame.Days,compression=1) after creating a static extract from the API using from bittrex.bittrex import Bittrex, API_V2_0 trade = 'BTC' currency = 'DOGE' market = '{0}-{1}'.format(trade, currency) tick_interval ='day' my_bittrex = Bittrex(None, None, api_version=API_V2_0) # or defaulting to v1.1 as Bittrex(None, None) t = my_bittrex.get_candles(market,tick_interval) df = pd.DataFrame(t['result']) df['T'] = pd.to_datetime(df['T']) df.set_index(df['T'],inplace=True) df.columns = ['BV','close','high','low','open','datetime','volume'] df['openinterest'] = 0
• 

  Disconnect behavior when live trading
  live data • • vbs  

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• I

  Can't Read The Csv
  • ishaan200  

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  Read, read and read. For example read this everytime you see the forum For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/ Read this https://www.backtrader.com/algotrading/backtesting/dataloading.html
• Y

  bt.talib.CORREL not working properly
  • Yi Fang  

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  I don't understand what your expectations are. The code is broken (redacted, extracted and broken) It is an external function from an external library (have you tried directly with ta-lib ... no) I do truly believe you are posting in the wrong forum.
• 

  How to load data with a 60 min timeframe from a CSV file?
  • Vincere  

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  And compression has to obviously match the number of minutes the bars contain.
• 

  I want to apply multiple filters to a stock universe of 193 stocks
  oanda cerebro filters volume • • Het Dagli  

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  @yi-fang said in I want to apply multiple filters to a stock universe of 193 stocks: Even if it was another indicator, the original data info should be pass by. An indicator can have many inputs and these can belong to multiple data feeds, indicators and ...
• 

  How do I access the Trade object from within the next() method of Strategy?
  strategy trade • • Kristofer Monisit  

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  I was doing the following: def notify_trade(self, trade): if trade.justopened: self.trade_length = 0 if trade.isclosed: self.trade_length = None def next(self): pos = self.getposition() if pos: self.trade_length += 1
• 

  Tracking an Index with equal weight positions
  • Nicola Prada  

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  @nicola-prada I think this can be done by creating subclass of existing indicator, effectively 'extending' an indicator
• Y

  target order with different price limit depends on buy or sell
  target order • • Yi Fang  

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  @backtrader My goal is described in my old post: https://community.backtrader.com/topic/1076/daily-upper-and-lower-bound-of-price/3 Only here I am trying to take into account daily upper and lower bound of price for target order. target order or not, I did try to follow your suggestion in old post, but: Having a custom Sizer This wont work for me since my order are with specific size, a global custom Sizer will be overwritten. 2.Having a commission scheme I read the custom commission scheme, dont see how this will work. The def _getcommission(self, size, price, pseudoexec) only pass in the execution price for orders, not previous bar's (when the order is created) close price, I wont be able to compare these two prices thus impose an inf commission accordingly. Official name for such trading restriction is called daily maximum price fluctuation I think, and it is common in commodity futures as well, might be a good idea to implement such feature natively.
• D

  Intraday resample issue
  • dzz007  

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• D

  incorrect 2 hour resampling
  • dzz007  

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  @backtrader Every trading day is composed of thirteen 30 min periods. Each single trading day is also broken up into four 2 hour periods. Each trading day has 6.5 hours in it. 6.5 is not evenly divisible by 2 hours. This means that one of the four 2 hour periods will be using data that is actually 30 mins long. Backtrader makes the 2 hours period that is composed of 30 mins worth of data as the first 2 hour period of the day (this is the first 30 minutes of the trading day). When trying to compare a strategy that was created using a different platform, like tradingview.com, the 2 hour period data is inconsistent. Tradingview.com, as well as real time data for live trade execution, uses the last 2 hour period/candle stick of the day as the 2 hour candle stick that is composed of 30 min data (because remember, 6.5 is not evenly divisible by 2 so this last candle stick of the day would equal the .5 remainder), as opposed to backtrader which uses the first 30 mins of the data from the day to print (the .5 remainder) 2 hour candle stick. In backtrader, is there any way I can change the 2 hour period that is using 30 mins worth of data(the .5 remainder) to the last 2 hour period of the trading day instead of it being the first 2 hour period/candle stick of the trading day?
• B

  Multi-currency portfolio with Futures markets
  • bill  

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  I settled on: Adding a step to the broker's next method that will update each comminfo (possibly one for each data feed) with the new respective FX rate Update the methods of a new commission class that extends CommissionInfo as per the original suggestion. My first post was just confused. With the 2 changes here, the commission info objects have the current rate and apply it to the calculations, and only one minimal change is needed to the broker, and no changes to Trade or other classes are needed.
• C

  Computing pnl for sub-periods
  • CremaKing  

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  strat[0].broker.logical_trade_counts. You may want to enlighten us and let us know where that comes from. There isn't such a thing. Ahh, good point. It is a variable I'm keeping track of in the strategy to count the number of times I put on or take off a hedged position. Analyzers? Docs - Analyzers Docs - Analyzers Reference Thank you. bt.analyzers.PositionsValue seems to give me what I need when I add cash=True.
• 

  Dividends and interest for short positions
  • Nicola Prada  

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• S

  Leverage API question/suggestion
  • scottz1  

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  One is telling you the leverage that will be applied to an asset when acquiring it. The other is telling you the actual leverage of your account, which is obviously 1 if nothing has been bought. It's in the topic you link to: @backtrader said in get_leverage() calls: @ThatBlokeDave said in get_leverage() calls: However, self.broker.get_leverage() appears to be doing a different calculation It's not a different calculation. It's different altogether. Invoking that method, which is intended for user consumption unlike the one above, reports the actual leverage level in the market.
• P

  I introduce myself. I am French. My name is Pierre Rougier and I am interested in Backtrader since today.
  • Pierre8r  

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  Hi everybody, I'm french and I'm living close to Paris. I developped strategies since 2010. You can contact me to tb@groupebourdin.com to talk about that.
• 

  Volume plot of PandasData uses the whole DataFrame as legend label
  plot • • Kristofer Monisit  

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  I tried it again with a pristine installation of backtrader (pip install backtrader). With the defaults, it's OK, but with voloverlay=False, the entire DataFrame is printed.