Could you be a bit more descriptive regarding your requirements please?

format it a bit better

if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() datapath = 'datas\\orcl-1995-2014.txt' data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # # Do not pass values before this date todate=datetime.datetime(2010, 12, 31), # # Do not pass values after this date reverse=False ) # Add the Data Feed to Cerebro cerebro.adddata(data) cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio') thestrats = cerebro.run() pyfstats = thestrats[0].analyzers.getbyname('pyfolio') returns, positions, transactions, gross_lev = pyfstats.get_pf_items() import pyfolio as pf pf.create_full_tear_sheet( returns, positions=positions, transactions=transactions, gross_lev=gross_lev, live_start_date='2000-01-01', # This date is sample specific round_trips=True )

@waterloo said in Order Execution:

stdstats

Update - With commissions set to 0, it works. So I believe the issue is that I'm getting a lot of commission fees as I'm making profit and buying more shares. Is there a way of calculating the size so that I invest all my available capital (whilst accounting for commission fees as well)?

Thank you

@james https://www.backtrader.com/docu/writer/

Apparantly I had simply forgotten to add the strategy when live trading using

cerebro.addstrategy( TestStrategy)

This also meant none of the indicators were initialized...

Hope this helps someone!

I just noticed you are using tick data. Tick data can be huge and you might just be running out of memory. Try running in smaller batches, shorter dates (filter in pandas before loading to backtrader), or resample to a higher timeframe.

@fredyellow
This works for me.

b = Bokeh(style='bar',scheme=Tradimo(),output_mode='save',filename='test.html') cerebro.plot(b)

Maybe try editing the "Tradimo" scheme to include your parameters or create a new scheme and load your parameters via that custom scheme--scheme=custom().
backtrader_plotting/schemes/Tradimo.py

@pythonnoob

You are reading from Yahoo finance which has a field Adj. Price this is used to adjust the open, high , low, close prices. Thats why you are seeing different price.

@yacc2000, yep, something is not right with this forum's setup. At first I thought that it was a problem with the latest upgrade of the underlying 'NodeBB' infrastructure - but visiting other 'NodeBB' forums I don't see these issues.

Only members of 'administrators' group ( only @backtrader actually) can change the settings. But probably we may still ask for technical assistance in the 'NodeBB' support forum itself:

https://community.nodebb.org/category/16/technical-support

@ethan this is discussed in the following post:

https://community.backtrader.com/topic/3422/how-to-change-asset-dynamically

:-) Thanks @vladisld

I know it is created and start as a thread by streaming_prices. But I don't know who whill call back it.

@zuj

Have a look here

One can either request from broker or use the local date to backfill the required data.

Hi, I have a question related to the topics discussed here.

In live trading, I'm trying to send a "MOC" order to Interactive Brokers, and the orders appear to be correct on the TWS blotter, but IB won't accept my order, with the error message:

"Rejected by System: Invalid OCA Handling method."

I've tried sending the MOC order with these lines:

self.sell(data=self.datas[1], size=100, exectype=bt.Order.Close, valid=bt.Order.T_Close)

self.sell(data=self.datas[1], size=100, orderType='MOC', valid=bt.Order.T_Close)

But if I manually create a MOC order on TWS, with the same TIF/Order Type attributes, it gets accepted without errors.

Any thoughts on this? Thanks

@li-mike said in Where is the triger point for the next method in strategy using Oandadata feed.:

self.qlive.get(timeout=self._qcheck))

Thanks @rajanprabu and sorry @run-out i will be conscious in this in future.

@xxx change log function to

def log(self, txt, dt=None): dt = dt or self.datas[0].datetime.datetime(0) print('%s, %s' % (dt.isoformat(), txt))

And please don't post pictures. Use text and backticks as it is described above.

Interesting is that I DO seem to be able to respond to someone else's posts but can't create one myself.

drftr

@tsguo3 said in Security Concerns:

Hi, yes I'm aware I can read the source code, but 1) even if I tried, I'm certainly not good enough to identify any suspicious code, and 2) that would take me forever! I wonder how other people have approached this problem. Is there a shortcut to address security concerns?

If you are indeed as you say "planning to use Backtrader for institutional purposes" and "compliance with company cybersecurity policy" is a concern, you can either get your company's cybersecurity department to look into it, or get it audited by an independent cybersecurity firm.

It sounds like you have all the available resources from source code to institutional backing to make an evidence based decision instead of a faith-based one.