Hi, not sure if you ever had a resolution for this, but I came accross the same error when I wanted to plot without a strategy. The following resolved this issue for me:
cerebro = bt.Cerebro(stdstats=False)
A similar explanation others pick different dialects. It steers clear of it's anything but a decent or an ill-conceived notion. Java, Python and PHP offers things which different dialects don't. Simultaneously it comes up short on certain things which different dialects do. It is regardless perhaps the most famous dialects, for valid justifications and notwithstanding its innate downsides
@alexgorbachev at last ,it prove it is works,but there some thing to say,if your extend num>=2,
the extend in bstart and bupdate must be define and inplement by strict sort,it seem the backtrader recoginze them by order and not name
i was curious as to what advantages there are in event based (or time based) systems. Seems to me with vector based, you can almost instantaneously generate the history for buy/sell signals - even if the signals are time based (i.e. event 2 is preceded by event 1 being True).
This is a good question but actually a generic backtesting question, rather than a backtrader question. There are plenty of articles and discussion available. Try searching on the net backtesting event vs. vector.