@run-out It worked! I had tried running the next() within the indicator class but I wasn't including the subscript [0] in median[0].
THANKS A LOT!

@run-out if you start out with a portfolio with no cash and then increase it to 50% cash, the expected return and standard deviation are also halved, thereby leaving the Sharpe ratio unchanged.

@run-out Hey I found the error!!!

here I found the solution: https://community.backtrader.com/topic/2582/run-multiple-data-in-for-loop

I gave my trade_list class an other name. In my example I gave it the name "Trade_The_List" and than I replaced it in the analyzer like this:

cerebro.addanalyzer(Trade_The_List, _name='trade_list')

now it works :)

thank you for your help!

@run-out yes thats what i was referring to.However i am noticing certain issues with the file as well which may be leading to the issue

when i am sampling 1 min tf to 5 min tf,i notice empty rows are coming for saturday and sunday.
How can i remove those as i have already tried
df.dropna(inplace=True) without any luck.

Here df=pandas dataframe

@petehe The line you posted issues buy trailing stop order only.

@run-out Since in the backtrader docs(backtrader.com/docu/data-multitimeframe/data-multitimeframe/) it says it needs runonce to False.

@mhk Here's an example here

Just search for backtrader pandas extend lines and you can find lots of example in the community. Let us know how it goes.

@shravan-venkataraman

I am looking to backtest option strategies (i.e. long/put) using futures/index data, exactly the same question you mentioned at the beginning of this thread.

Are you able to use backtrader to backtest options based on Futures? If yes, have you find any similar article? Thanks!

@tigerandy May I ask why you are concerened about the way this is starting up? Have you looked at the built in indicator at all?

@coder1111 I just tested the following:

self.ols = bt.ind.OLS_TransformationN(period=10) self.ols = bt.ind.OLS_TransformationN(self.datas[0], self.datas[1], period=10) self.ols = bt.ind.OLS_TransformationN(self.datas[0].close, self.datas[1].close, period=10)

And they are all working fine. Perhaps as I suggested in my earlier post you could share your data, and while you are at it, share the rest of your code altogether, and we can help you find your problem. As it stands we don't have enough information.

@vladisld Thankyou @vladisld it worked.

@marsario said in math.log with linebuffer._LineDelay object:

self.lines.mean[0]= bt.Sum(self.change_sum)/len(self.weights)

I think you are close. This line:

self.lines.mean[0]= bt.Sum(self.change_sum)/len(self.weights)

The self.change_sum is already a sum from the previous line. It's cummulative. So I think this line should read:

self.lines.mean[0]= self.change_sum[0]/len(self.weights)

Also, in your first line.

self.close_log[0] = math.log(self.datas[0].close[0])

Import math and try that. self.datas[0].close[0] is a scalar and math.log should work.

@ab_trader You were right. It was the - that was throwing it off . Thank you.

@emr Interesting. After switching to bracketed orders it worked. Still don't really understand why though.

And you're right, the TP/SL was flipped around for the sell order. Thanks for the extra set of eyes.

@ab_trader I believe that was it, I looked at the source code and it looks like calling cancel from the order object simply marks the status as cancelled and doesn't actually cancel the order with the broker. Which was very confusing because of course it wasn't giving an error and when I was printing out the orders they were marked cancelled, but the broker didn't know that.

@vladisld Thanks!