General Discussion

• S

  Design Document of Backtrader And Extending it for multiple marketplaces (India)
  • sahil

  2
  0
  Votes
  2
  Posts
  298
  Views

  B

  @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Is there any design document or data flow diagram available for backtrader? No. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Can it be used(extended) for creating an live engine(trading for India marketplace) You need to create your own Broker and data feeds. Some people have done it. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): Also, is it possible to use it for trading strategies involving multiple assets Yes. It's built-in. @sahil said in Design Document of Backtrader And Extending it for multiple marketplaces (India): ML algorithms? That's up to you, not to backtrader. See https://github.com/Kismuz/btgym
• P

  Translate documents into Chinese
  • playstock

  3
  0
  Votes
  3
  Posts
  361
  Views

  P

  Ok, no problem. Thanks a lot.
• 

  Start with existing position, encounter IndexError: array index out of range
  • RealZ

  5
  0
  Votes
  5
  Posts
  488
  Views

  D

  @realz you have one data feed with backfilled data (it will fetch 500 entries from the past at startup), the other does not. Maybe this causes some problems too? For the data, as soon, as your data will come live, you will not get S10 and M15 data but instead tick data. to get resampled data live you would use: # cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=15,name="mlong") You can also count the amount of lines before trying to access them? But without code there It is hard to say, what's not working.
• A

  Problem with custom ohlc vars
  • arrr

  8
  0
  Votes
  8
  Posts
  501
  Views

  A

  @backtrader said in Problem with custom ohlc vars: @arrr said in Problem with custom ohlc vars: However if I call same self.make_ohlc() from self.next() - it works I fail to understand what the problem is. You have for sure a very clear idea about what troubles you, but you have already said it works. What you want to do with the data is of course unknown. Sorry for confusing explanation. It technically works, but I did not check if it returns correct data and, as for me, the code looks pretty weird :)
• I

  cerebro.plot(style='candlestick') question
  • Ilan Seeder

  2
  0
  Votes
  2
  Posts
  297
  Views

  B

  No idea. matplotlib is used.
• B

  Most appreciated features
  • backtrader

  10
  0
  Votes
  10
  Posts
  3122
  Views

  B

  Docs - Binary Datafeed Development
• S

  Any backtraders in Seattle want to collaborate?
  • scottz1

  1
  0
  Votes
  1
  Posts
  259
  Views

  No one has replied

• E

  Remove resampled data lines from chart plot
  • esondrstd

  3
  0
  Votes
  3
  Posts
  431
  Views

  E

  Thanks for your quick response, and in hindsight, realize my request was very unclear without additional context (or fully functioning code). The good news is I actually figured it out (the line coupler lines on the chart were from the pivot point indicator, which i just disabled). Thanks again!
• P

  Backtrader References
  • Paska Houso

  4
  4
  Votes
  4
  Posts
  1865
  Views

  B

  Adding some to the list created by Paska
• A

  Any reasonably organized reference documentation?
  • Alexan

  3
  0
  Votes
  3
  Posts
  301
  Views

  B

  @alexan said in Any reasonably organized reference documentation?: Am I missing something? Yes you are. You could make proposals and not simply criticize. You could fund a project to get new documentation written in a way you think it's proper.
• A

  Data feeds comparable to QuantConnect
  • Alexan

  1
  0
  Votes
  1
  Posts
  377
  Views

  No one has replied

• A

  What is the recommended way to retrieve underlying orders for a trade?
  • Aris L

  2
  0
  Votes
  2
  Posts
  239
  Views

  B

  Use the tradehistory. Docs - Trade (Activate it in Docs - Cerebro or in the Docs - Strategy)
• M

  How to define a commission scheme for Cryptos?
  • mttax

  2
  0
  Votes
  2
  Posts
  342
  Views

  B

  To Crypto or not to Crypto, that is the question. It's a simple mathematical operation. size of asset a * commission in terms of a = size of asset b * 0.998 You already know the size of asset b which is 1 and the price it has in size of asset a (your fiat currency), which means you can work out what the actual commission in fiat currency is. Obviously you do that for each operation by creating a custom sizer. Docs - User Defined Commissions
• M

  Way to disable shorting
  • mttax

  5
  0
  Votes
  5
  Posts
  487
  Views

  B

  @mttax said in Way to disable shorting: In some markets, such as Chinese Stock, people cannot sell short In markets in general you cannot simply sell short. You first need to contact people who have the stocks, agree on the leasing conditions, sign the agreement, notify the proper authority (not always), and you can then sell the stocks. @mttax said in Way to disable shorting: if I buy(size=1), then I cannot sell(size=2) Don't do it. The platform isn't there to think for you. Do this (as proposed by @ab_trader) @ab_trader said in Way to disable shorting: Use self.close() to close your long positions. Another way is to use correct sizes of existing positions in the self.sell(). You can always determine the current position by using self.getposition() where the returned position has the attribute size (you can use the @property shorthand position or even pass a data argument if you are using several data feeds). See Docs - Strategy
• N

  Is there any example on pair trading?
  • naoziwatele

  3
  0
  Votes
  3
  Posts
  453
  Views

  B

  See also this recent contribution: https://community.backtrader.com/topic/1512/kalman-pair-trade-with-ewa-ewc-from-ernie-chan-s-algorithmic-trading
• B

  Bug (with code and screenshot): only 1 trade executes modifying example on homepage
  • backtraderuser

  6
  0
  Votes
  6
  Posts
  458
  Views

  B

  @backtraderuser said in Bug (with code and screenshot): only 1 trade executes modifying example on homepage: Food for thought: If merely including the default implementation of AllInSizer in my code introduces a bug, why offer AllInSizer at all? You have written something with a logic and your expectation is that it will do "x", but it is doing "y". It is obviously a bug. You are using the wrong pieces of the puzzle. If I allocate memory with malloc and expect it to be initialized with zeroes ... my code is buggy, because I should be using calloc. And my code won't do what I am expecting it to do. @backtraderuser said in Bug (with code and screenshot): only 1 trade executes modifying example on homepage: code implementation that fails to execute the intuitive meaning represented to the user You are expecting one thing from the framework without understanding what the framework does. If you put an AllInSizer and execute it together with a Market order on the closing price of an OHLC bar, your order may never be executed. Simply because the execution price is the next incoming tick which is the next O, which may gap away from the calculated size, leaving you with not enough cash reserves for the order to be executed. Your broker would reject such an order and so does the framework. Do the same with a Limit order and the execution (if possible because the price is visited) will happen with the calculated size. The link for order management and execution (form above): Docs - Order Management and Execution And because the framework does what it is designed to do (avoid cheating) and is not meeting your (wrong) expectations you immediately call for a bug. You may of course be interested in modeling an AllIn strategy and using the close price for it (it seems to be the trend, probably due to cryptocurrency) and that's why you may use cheat-on-open and cheat-on-close. The default behavior is to be as realistic as possible, given the inherent constraints of backtesting with OHLC prices. And cheat-on-open and cheat-on-close reduce the expected realism of order execution.
• I

  cash not used entirely
  • Ilan Seeder

  3
  0
  Votes
  3
  Posts
  449
  Views

  B

  In any case, the alternative is that your data contains huge differences from the open to the close (which could also be the explanation for the colour of the volume bars)
• H

  back testing 1 minute data from yahoo finance
  • harifsingh

  3
  0
  Votes
  3
  Posts
  375
  Views

  B

  The implemented feed does only download days or larger timeframes.
• 

  Missing candle in replay data
  • marticols

  1
  0
  Votes
  1
  Posts
  239
  Views

  No one has replied

• A

  Multiple asset with missing data
  • Aris L

  11
  0
  Votes
  11
  Posts
  842
  Views

  B

  No. Different lengths are perfectly supported. You can simultaneously trade the SPX and the DAX, which have different trading calendars and different lengths. Your concrete problem is the warm-up or minimum period which is needed to ensure all buffers can produce something at [0]. If you have things starting at different dates, the buffers cannot be guaranteed to deliver until the latest date has been reached.