It's a blog post.

No. And this is because such a method could fetch orders which haven't been created by the client itself. When you create them you can keep a reference to the created orders.

Your code.

@algoguy235 said in StopTrail(Limit):

@backtrader I have the same question as @Michael172.

No you don't. His question is about a specific approach to the market he has and you claim that Interactive Brokers is doing something ... but this isn't actually the case.

@algoguy235 said in StopTrail(Limit):

Why is the trailing stop based off close

It is not. Please read again the description of the functionality and the answer given above.

@algoguy235 said in StopTrail(Limit):

For example if my trailing stop is set to trailamount=20, if the high bar has a close of 2800, and a high of 2810, the stop price should be 2790. That's how IB implements a trailing stop.

This is plainly WRONG.

IB uses the LAST available price to calculate the stop. If it used the high it could be using a price which is very OLD and miles away from the current LAST price. This could lead to immediate execution of the Stop, which would make the trailing functionality *pointless

Even if it seems incredible, the LAST price is always the CLOSE price. In most cases it is just a temporary close because the current bar isn't closed. It can of course be the LAST, the CLOSE and the HIGH, all at the same time (and even the OPEN and LOW if one is operating only with ticks)

@benjomeyer said in Timers:

timername='selltimer',

Given how you pass it ... you could probably try this better

def notify_timer(self, timer, when, timername): if timername=='buytimer': self.buy_stocks() elif timername=='selltimer': self.sell_stocks()

given that you have no additional *args or **kwargs. But a more general approach I would suggest this

def notify_timer(self, timer, when, **kwargs): timername = kwargs.get('timername', None) if timername=='buytimer': self.buy_stocks() elif timername=='selltimer': self.sell_stocks()

where you can also decide if a default logic for None is needed.

Note: notice the usage of elif

ffa201ce-3fa9-4ce0-8221-7b684fc7a03b-image.png
I think it's possible to have 1 large bar to form multiple bricks but not with the implementation in backtrader's filter, you have to implement your own renko filter. every extra bricks need to have a small time offset, due to the precision, the smallest value is 10 microseconds which is small enough to use I think.

It seems the link in the original topic is no longer valid. Here is the updated link: https://www.backtrader.com/blog/2019-05-20-momentum-strategy/momentum-strategy/

you have provided a knowledgeable post about Datafeed development. This type of data feed development is most important for security.