General Discussion

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  Suggestions on close order
  • Jingsi  

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  what @ab_trader said is what you should follow to prevent later issues. You could overwrite the close method of the strategy and check for your broker. If it is your broker, use a different way to close the order, if not, just call super(self).close(order)
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  AttributeError: module 'oandapy' has no attribute 'OandaError'
  • mayuequn  

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  :), Many thanks. It indeed solved the issue!!
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  How to Get Live Data from IB
  • songcl  

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  @songcl said in How to Get Live Data from IB: I've run your code almost unchanged (up to some syntax errors) and it seems to be working ok: Using IBstore Data added to cerebro Server Version: 76 TWS Time at connection:20200613 12:40:05 Strategy initialization finished. ***** DATA NOTIF: DELAYED next begin 2020-04-01 13:30:00 : 35.62 1,2020-04-01T13:30:00,35.50,35.81,35.42,35.62,966.00 next begin 2020-04-01 13:32:00 : 35.6 2,2020-04-01T13:32:00,35.73,36.16,35.60,35.60,592.00 next begin 2020-04-01 13:34:00 : 35.92 3,2020-04-01T13:34:00,35.68,36.20,35.67,35.92,502.00 next begin 2020-04-01 13:36:00 : 36.16 4,2020-04-01T13:36:00,35.89,36.44,35.88,36.16,576.00 Please check if there is a problem with your TWS account or client is not running. You may also examine the TWS API logs for some errors.
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  ib paper live trade error
  • bc10  

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  It seems the connection to IB broker was terminated from the server side. You may want to take a look at the TWS API Logs to see what was the cause (it could be a lot of different reasons for connection drop)
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  backtrader2
  • dasch  

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  There's a third way. We continue to do bug fixes on backtrader keeping the core engine in place. We can focus on making add-ons/plugins/additional libraries that work on the edges of the engine.
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  Seeking backtrader developer - job posted on upwork
  • trader007  

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  Resampled candles is different than on chart
  • dt  

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  I solved this by adding "boundoff=1" cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=60, boundoff=1) Now is shows exactly as on TW platform.
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  Qs about behavior of once_via_next and runonce
  • JasonTam  

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  Looks like if you want to run your indicator in the vectorized mode, you need __init__() and once() methods to be present in the indicator. next() is not processed in the vectorized mode.
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  Data to backtest
  • marketlab3  

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  @marketlab3 MarketLab is a service to help developper and trader to backtest their own crypto trading strategies. We offer data recorded in realtime, open source libraries and documentation to backtest easly your algorithms. Have a look on our website and get started for free: https://www.market-lab.app/ Regards, Charles
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  Question about the implement of SimpleMovingAverage
  • Johnny Cui  

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  thank you so much! got it~
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  Why is the self.position always zero ?
  • songcl  

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  Awesome!
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  How to assign a market order execution price different than open
  • Matheus Pires  

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  @ab_trader great call, dude! I didn't know about this StopLimit order Thank you very much!
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  Backtrader maintenance
  • KP T  

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  @ab_trader , I discovered your good tool backtrader_addons & start using it. I found a 'ZeroDivisionError: float division by zero' bug when there is no trade in a test. Below are the stacktrace for your reference. Traceback (most recent call last): File "C:/Users/john/PycharmProjects/Backtrader/venv/Include/IBPaperTrade.py", line 83, in <module> strats = cerebro.run(tradehistory=True) # for trade_list File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\cerebro.py", line 1127, in run runstrat = self.runstrategies(iterstrat) File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\cerebro.py", line 1301, in runstrategies TestStrategy, Bracket, 2020-06-04-030233, Strategies execution completed 0 trade with self.broker.cash=7788592.0392 and self.broker.getvalue()=7788591.99 strat._stop() File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\strategy.py", line 486, in _stop analyzer._stop() File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\analyzer.py", line 200, in _stop self.stop() File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader_addons-0.18.10-py3.6.egg\backtrader_addons\analyzers\limited_test_report.py", line 80, in stop self.rpt['win_percent'] = 100.0 * win_percent / len(trades) ZeroDivisionError: float division by zero
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  Support Resistance Line Break
  • sadegh  

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  BT has built in 'Highest' and 'Lowest' indicators that will do this for you. https://www.backtrader.com/docu/indautoref/#highest https://www.backtrader.com/docu/indautoref/#lowest For a long time I used it wrong a received inconsistent results. This structure works for me now: import backtrader as bt import backtrader.indicators as bt.ind class TheStrategy(bt.Strategy): params = ( ('highperiod_0', 60), ('lowperiod_0', 60), ) def __init__(self): self.highest = highest = bt.ind.Highest(self.data, period=self.p.highperiod_0, plot=True, subplot=False) self.lowest = lowest = bt.ind.Lowest(self.data, period=self.p.lowperiod_0, plot=True, subplot=False) def next(self): #LONG POSITION: Breakout high when self.data.close > self.highest self.buy() #SHORT POSITION: Breakout low when self.data.close() < self.lowest self.sell You need to set the period for the number of bars you want to find the highest/lowest data for. Once you have this static high/low working, try using a dynamic indicator for something a little more complex: https://www.backtrader.com/blog/posts/2018-02-06-dynamic-indicator/dynamic-indicator/
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  Data CSV in Strategy
  • sadegh  

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  @run-out I mean I want to process all data in init function and use the result in next function
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  retrieve backtraders information as a dataframe
  • Jens Halsberghe  

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  @run-out thanks a lot, really appreciated! hadn't read that far yet so should have just read the full guide first.
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  Chaining Strategies
  • Ronny Li  

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  Write two strategy classes and add both to bt. Both strategies will use the same account.
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  Dynamic Asset Allocation Weights Indicator
  • Ronny Li  

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  Crossing Problem
  • sadegh  

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  so you could use intraday data and replay it to 1day timeframe
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  Run Multiple Data in For Loop
  • sadegh  

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  @sadegh said in Run Multiple Data in For Loop: cerebro.addanalyzer(trade_list, _name='trade_list') addanalyzer method expects the class name as a first argument. It seem the list was passed instead.