thank you very much for the prompt answer. that worked.

After checking with plaftorm: 003 YHOO. Where 003 is obviously the code for Nasdaq.

@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.

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.

Thank you. Will give it a try

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)

There has been an update to that part and probably that got missing. Thanks for spotting it.

Hi @backtrader,

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?

Cheers

Thanks for the prompt reply!

There was some discussion here: Community - How to implement walk-forward optimization with backtrader

@Maxim Korobov

Many thanks for the suggestion, i will take a look!

thank you

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.

Oanda was a an early request in the project. It could have been any other.

Not at the moment, but it will be looked into.

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.

https://github.com/mementum/backtrader/commit/f0dbadef2bc61ba1046e7f07b6a944aae864b96f

This somehow got under the radar. In any case the recommendation would be to use now a trading calendar which should cover all those cases, including those of days which end up early.

deleted: <spoke too soon>

The `blaze´ data feed takes data from the iterator. When queried ... an iterator doesn't have an obligation to immediately return. It can block until it decides to return data.

Rather than thinking about "pushing data", you consider that you block until you want to return the data, which is effectively the same thing.

You simply then need to implement a source which implements the iterator protocol (__iter__ or the __len__ / __getitem__ combination). The collections Abstract Base Classes provide most of the machinery you may ever need by simply providing a single method.

Your other option is to do something like Oanda.

When _load is called you return

True if you have filled the buffers

False if the data source is exhausted

None (periodically) to let other elements, like the resampler, decide if a resampled bar has to be returned because the real time clock has gone over a boundary.

There is no obligation to return None if you are only backtesting or you have no plans to mix multiple datas, but you will cooperate best with the other elements if you do.

The periodicity is controlled in this case with a queue.Queue which raises an Exception after a period qget if no message from the actual data source (probably running in a background thread) has arrived.

You also override the method live to return True. Although this only plays a role in a real connection to real live feeds And since your goal is to step, you probably don't need this.