General Discussion

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  How to query data from InfluxDB into Backtrader?
  • Bozz srinikorn  

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  Bug using Pandas hdf?
  • Chapachan  

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  @thatblokedave thanks, that's work for me.
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  Problem on multi datafeeds with different time range
  • Alicc  

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  Your problem it's called "survivorship bias". And the reason for not getting into next is that next is a method in which all buffers are guaranteed to deliver data. Docs - Operating the Platform There are several entries in the community discussing this, but there is a recent article which touches, amongst others, the topic https://www.backtrader.com/blog/2019-05-20-momentum-strategy/momentum-strategy/
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  New Documentation Site Search Function
  • algoguy235  

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  Google Custom Search has been integrated. You can now use it to look for quicknotify (for example)
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  For IB, now there is TWS API, is IBPy still valid?
  • sdmovie  

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  Agree with you @backtrader... If it ain't broke, don't fix it
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  STOP TRAIL order questions.
  • ciceron  

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  @ciceron hi again. I was wrong. Oanda broker has StopTrail implementation. if order.exectype == bt.Order.StopTrail: okwargs['distance'] = order.trailamount https://github.com/ftomassetti/backtrader-oandav20/blob/master/btoandav20/stores/oandav20store.py I didn't have any practice with Oanda broker, so i don't know how stoptrail works on Oanda side. But your understanding is correct for backtesting.
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  How to use BT for signal generation
  • alexgiul  

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  Thanks @backtrader for your reply. Today I am working on this part but I am confused and I am not sure doing the right thing. I try to explain the goal, maybe you can give me your opinion and put me on right road. I have a simple channel breakout strategy made by 2 indicators (entry channel breakout, exit channel breakout). The strategy backtested uses the entry channel breakout to enter the market long or short and then uses the "exit channel breakout" to close the position. Now I will run the strategy (the original strategy or the SignalStrategy) every day on latest XX bar and I want to send an email when the entry signal is fired and another when it is time to exit. Actually I was thinking to use original strategy and use order generated as "signals", what do you think? And if it looks like acceptable how can I access the current order situation and type (long/short)?
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  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
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  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 !
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  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.
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  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
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  Disconnect behavior when live trading
  live data • • vbs  

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  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
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  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.
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  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.
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  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 ...
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  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
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  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
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  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.
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  Intraday resample issue
  • dzz007  

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