Indicators/Strategies/Analyzers

• K

  Extending a Datafeed
  • Keko  

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  got it , thanks
• O

  Extending Datafeeds GenericCSV Attribute Error
  • Osofuego  

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  See this ... https://community.backtrader.com/topic/1584/extending-a-datafeed/
• T

  Using VWR
  • tw00000  

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  No. The results you see come directly from the analyzer and nothing has changed since the post.
• S

  Question on PyFolio
  • sylvain  

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  @sylvain said in Question on PyFolio: Is there any way I could format the trading result and feed to Pyfolio and make it works? Your use case is not covered by the PyFolioAnalyzer which is the analyzer wrapping the calls to PyFolio. You would have to use the existing code as basis for a new analyzer which decides which data feeds to consider.
• S

  How to execute order during gap open on next bar ?
  • Saikee Wong  

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  You could also simulate the gap entering with a simple Stop and link both the StopLimit and Stop to make them OCO orders, which guarantees that only one of them gets executed. See Docs - OCO Orders
• J

  Clarification Regarding Filters
  • Jacob  

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  Check out Docs - Automating BackTesting. You can put the script part responsible for cerebro running into function and add parameters which will control filters, indicators, resample data etc.
• S

  Moving Average on Particular time point(eg. 10 am)everyday on Intraday Data(1min)
  • sylvain  

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  Thank you for pointing that out. So if I want to compare the current volume to the average volume at the same time historically. I need to store the rolling avg for 480points (8hours*60mins), then filter by dt.time() to get the right point and do the comparison?
• L

  Live Trading with IB - Order outside RTH
  • lch81592  

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  Docs - Live Trading - Interactive Brokers If the user wishes to modify this, extra **kwargs can be supplied to buy and sell following the IB documentation. For example inside the next method of a strategy:
• K

  Backtesting multiple symbols with different date ranges - backtest won't start until all data feeds have data
  • kaya  

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  @kaya I realize I'm late to the party. Just wondering how you made out. Did you create several thousand datafeeds? I'm considering the same issue. Please let me know if you'd like to collaborate.
• L

  Extract historical expired futures contract data from IB
  • lch81592  

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  That's not included. You could do something like this: Subclass IBData Override parsecontract With a flag that you set in the dataname or by checking the date of the contract, set m_includedExpired to True for the contract that the store (via makecontract) returns Replace DataCls in IBStore with your subclass
• J

  Optimize strategy where indicators have same parameter name?
  • jmarks512  

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  I fear you haven't read neither the documentation linked above about params nor the sample which shows how optimization works and which actually shows the params syntax just like any other. Docs - Quickstart What you actually mean with the same name is unclear. Thousands of functions have arguments which share the name and that doesn't make them incompatible. You use fast_period and slow_period as params and then assign them to whatever indicator you have.
• A

  Get position of an instrument within a strategy
  • aaggmm  

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  B

  No, there is only one broker.
• 

  Kalman Pair Trade with EWA/EWC (from Ernie Chan's "Algorithmic Trading")
  • teddykoker  

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• D

  leverage doesn't affect returns in backtesting
  • dongiulio  

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  thanks, now it makes more sense.
• A

  Store not only int values in Line object
  • AlexRozhnov  

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  Store not only int values in Line object "lines" do actually storefloat values and won't store anything else. @alexrozhnov said in Store not only int values in Line object: At first I tried to dynamically create lines in Indicator,but found that it is impossible (https://community.backtrader.com/topic/294/add-lines-to-indicator) You have probably misunderstood the discussion. See here: https://community.backtrader.com/topic/837/programmatically-extending-a-datafeed/3 @alexrozhnov said in Store not only int values in Line object: Now I do not know how to solve this problem, give me any hint please You don't provide much information to work with. But in any case it doesn't seem an Indicator may help you since from the brief description it doesn't seem like the Indicator will align to the timestamps of the data feed. But this is only an assumption.
• S

  Indicator based on other indicators with 2 data feeds
  • Søren Pallesen  

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  It was already clear. It is simply that putting all things together in a matplotlib chart with multiple timeframes and multiple different lengths (due to indicators) cannot always be done. There were several iterations of the code to try to achieve it.
• D

  convert datas[0] into a pandas DataFrame
  • dongiulio  

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  One of goals of backtrader was to not rely on libraries which are not part of the standard Python distribution, no matter how many million users it may have. Adding a as_dataframe method would break that goal. Furthermore, understanding your point, you have to consider that the internal representation of the lines is not a table-like structure (like it is the case for a dataframe). You can slice, so to say, with the get method of a line and pass the resulting array to the dataframe constructor. See: Docs - Platform Concepts - Section: Slicing
• D

  all data always available when backtesting with a pandas dataframe feed
  • dongiulio  

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  @dongiulio said in all data always available when backtesting with a pandas dataframe feed: for i in self.datas[0].close: You are printing the entire buffer instead of addressing a given index. Suggested reading: Docs - Platform Concepts - Section: Indexing: 0 and -1
• B

  Indicator That Is Aware Of Current Date / Time
  • backflip  

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  @samar-sandhu said in Indicator That Is Aware Of Current Date / Time: Its not working that way Which way? You could at least let us know what doesn't work. Because as the former president of the USA said: "Yes, you can!" (or something like that)
• T

  Get analyzer result in the stop() method
  • Trade Prophet  

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  OK, Cheers.