@KT said in Broker with different multiplier for different dataset:

I would like to check how to set broker with unique multiplier for each datasets.

Use different CommissionInfo customized (with the desired multiplier and settings) instances for each asset.

@backtrader Hey just came across this searching for info. How do you mean 'no trade.ref' as it's in the trade object. Thanks
e.g.

ref:3 <-- here
data:<backtrader.feeds.csvgeneric.GenericCSVData object at 0x1032cf438>
tradeid:0
size:0
price:88.800003
value:0.0
commission:0.0
pnl:3.2400050000000107
pnlcomm:3.2400050000000107
justopened:False
isopen:False
isclosed:True
baropen:14
dtopen:736338.0006944444
barclose:30
dtclose:736346.0013888889
barlen:16
historyon:False
history:[]
status:2

Probably related to the answer to this post a couple of days ago: https://community.backtrader.com/topic/678/manual-order-execution-trigger/3.

There is a post on how to automatically trigger orders at a given price for historical performance evaluation.

https://www.backtrader.com/blog/posts/2017-07-05-order-history/order-history.html

Here are some links that might be relevant:

https://community.backtrader.com/topic/110/anyone-using-backtrader-for-live-trading/3

The discussion above also supports @Paska-Houso's advice that the API may limit the number of instruments.

Also the FAQ addresses it:

https://community.backtrader.com/topic/381/faq

What would be the advantages of those other platforms?

Who says that backtrader cannot do vectorization? (which is actually the default mode)

Since you seem to know those platforms, just let us know.

If I have to bet, those two platforms have actually a lot less features than backtrader and the usability pales when compared with it. It's just a bet of course.

@ab_trader Thanks, Good catch.

Do the admins of this site normally see this kind of approach to new user replies as being a successful way to create an open and tolerant community?

I can understand you may have some frustration with the questions, but such a disparaging tone doesn't really help anyone except you feel good about bashing newbies.

I don't really think I want to communicate on here if this the way people are replied to. I like the software framework but this seems a bit off on the tone on the community forums.

@steffen

Thanks for the link. I was thinking to create simple strategy in bt which will go thru all of the contracts and return me continuous contract data feed built by my rules.

Since I am using daily bars I am not so concerned about live trading right now. I is beneficial, but not mandatory.

@Paska-Houso said in Does 'preload' have to be set as 'False' while bt running in live-trading mode?:

Not to by knowledge. But you have self.datas and self.getposition

A simple comprehension should do it:

d_with_pos = [d for d in self.datas if self.getposition(d)]

From the docs: https://www.backtrader.com/docu/strategy.html

There are two posts about that:

https://www.backtrader.com/blog/posts/2016-10-29-strategy-selection/strategy-selection.html https://www.backtrader.com/blog/posts/2017-05-16-stsel-revisited/stsel-revisited.html

But since you say:

@kctrader said in Implementing strategy entirely from external files:

So the first solution that comes to mind is to write the indicators in my custom software in a form that could be directly consumed by backtrader. Then, I'd just read them from the file/join them in as the "strategy."

You may actually be looking at having an indicator that delivers signals (or simply values) at given moments in time, I guess the approach would be:

Load the data for the indicator in __init__ from the external source. It will contain timestamped values. When the next of your indicator is called, check the timestamp of the data and if it maches the timestamp of your external data source ... deliver the value

If your external data source delivers data with gaps (for example several bars without a value), you should consider if you want that to remain as NaN or you want to deliver something like a no-op in those occasions (0 for example)

@Paska-Houso said in How to Pick From Several Stocks?:

@ab_trader may be referring to this: https://www.backtrader.com/blog/posts/2017-04-09-multi-example/multi-example.html

Operating on the stock you want is as simple as self.buy(data=my_target_data)

thanks a lot, that was very helpful (I saw the blog post, but was not able to refer it to my question)

@ccoder I don't think this order will be implemented by the owner. But you are welocme to do it by yourself and share with the community.

hi guys
just saw this thread which is obviously a few days old. I am working on an option trading model and wondering if I can use backtrader for live trading but having some doubts if that is possible. Firstly the IBPy API cannot handle Futures Options. Secondly the instruments seems to be fairly hardwired in backtrader and dynamically creating new instruments for the model to trade seems do be seriously difficult to implement but obviously necessary as the decision which expiry and strike to trade depends on time and on the underlying price. Any thoughts, hints, experiences would be appreciated. (rude or condescending replies will be flagged and down voted. Sadly had that unpleasant experience in the past here)
Regards
Steffen

Thank you @Paska-Houso for your actively help.

Pointers to the sections of the documents that (by quickly looking at the title on the side bar) deal with orders:

Orders Order Management and Execution OCO Orders Target Orders Stop Trail(Limit) Bracket Orders

But the most important part in any case is that the Broker instance connecting to the Cryptocurrency exchange supports the translation from the internals to the expected exchange values.

The thread you probably want to follow: https://community.backtrader.com/topic/623/anyone-use-backtrader-to-do-live-trading-on-bitcoin-exchange/

After having been involved the last weeks in answering messages, I do also see value (as ThatBlokeDave) above. It takes time (which is usually scarce) and anything posted from this side can for sure be bettered with code samples, code maintanance, introduction of new features, etc.

Which means I'll do my best to convey the message.

thanks to both of you!

ok, many thanks @ab_trader