General Code/Help

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  Backfilling - Live Trading
  • ThatBlokeDave  

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  @ThatBlokeDave I use a LIVE notification to stop anything I don't want to happen during backfilling. For instance I have SMS alerts sent when orders occur only when LIVE but I don't want to send SMS messages when backfilling so I use it like this: buy_ord = self.buy() buy_ord.addinfo(name="Long 3 Stack") self.sell_ord = self.sell(exectype=bt.Order.Stop, price=long_stop) self.sell_ord.addinfo(name='Long Stop Loss') self.tradeid = 'LONG_STACK' self.close_long_price = long_take_profit print('*' * 50) print('ENTER TRADE') print('*' * 50) if not self.data_live: ##### NOTE: ONLY SENDS SMS MESSAGE WHEN LIVE BUT ALLOWS ORDERS TO BE PROCESSED WHEN BACKFILLING return message = SendSMS.client.messages.create( from_='xxxxxxxxx', to='xxxxxxxxxxx', body=('OPEN TRADE {}, Price {}'.format( self.productname, round(self.data0.close[0],2), ))) You could apply the if not self.data_live: code above the buy_ord = self.buy() to stop orders showing when backfilling.
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  How i can add standart or custom SL/TP ?
  • Pavel Vasyl'ev  

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  Line Coupling - array index error
  • monstrar  

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  Simple Ma Crossover
  • Zantox  

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  Handling of Multiple Data Feeds with different start date
  • Nicola Prada  

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  Workaround / Handling for 'Final Delayed Bar'?
  • NewestTrader  

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  Number of open positions
  • Nicola Prada  

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  After debugging I found the positions in self.broker.positions are not only the ones with positive size so I'm back to looping. To get the nuber of open positions inside a Sizer I am using a list comprehension: open_positions = len([position for position in self.broker.positions if self.broker.getposition(position).size > 0]) anyone can suggest a better solution?
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  Trouble with import 1 minute data feed
  • Pavel Vasyl'ev  

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  I fixed it. Most likely, the error was in a bad strategy and in the fact that the date was presented as an index.
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  live trading: notify_timer is not called if timer is set after eos
  • vladisld  

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  I've opened a bug issue in my fork ( issues are closed in the official repository ) if somebody would like to discuss the solution outside the forum : https://github.com/vladisld/backtrader/issues/1
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  [Errno 2] No such file or directory
  • Mario Pellegrini  

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  @Jiayu-Chen said in [Errno 2] No such file or directory: @vladisld said in [Errno 2] No such file or directory: ['text/csv', 'text/plain'] Thanks! It worked! It still doesn't work for me. Could you attach the yahoo.py to me?
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  cerebro.resample() introduces data in the future
  • xyshell  

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  @xyshell said in cerebro.resample() introduces data in the future: @backtrader said in cerebro.resample() introduces data in the future: At 01:00:00 you have two bits of information available: The current 1-min bar for 01:00:00 The 1-hour resampled data for the period 00:00:00 to 00:59:00 As expected. Thanks for explanation, it's very clear. It's not introducing data in the future, but just delivering 1-hour resampled data 1min late, so that, any decision made during "# do strategy logic here" will be executed at 01:00:01 instead of 01:00:00. I mean be executed at 01:01:00 instead of 01:00:00.
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  Is Yahoo API down right now? Cannot get any data feed through function
  • Wen Chang  

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  Seems to be the same issue reported here: https://community.backtrader.com/topic/2363/errno-2-no-such-file-or-directory
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  How could I plot Crossover Signal on master window(plotinfo.plotmaster == self.datas[0]) as triangle indicating where it happens??
  • xyshell  

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  @ab_trader said in How could I plot Crossover Signal on master window(plotinfo.plotmaster == self.datas[0]) as triangle indicating where it happens??: plotlines = dict( up=dict(marker='$\u21E7$', markersize=12.0), down=dict(marker='$\u21E9$', markersize=12.0) Thanks for your advice, here is what I've done and it works exactly the same as expected. import datetime import backtrader as bt class DoubleSMAWithLoc(bt.Indicator): lines = ('fast', 'slow', 'loc') params = ( ('pfast', 10), ('pslow', 30), ) plotlines = dict(loc=dict(_plotskip='True',)) def __init__(self): self.l.fast = bt.ind.SMA(self.data, period=self.p.pfast) self.l.slow = bt.ind.SMA(self.data, period=self.p.pslow) self.l.loc = self.data.close class CrossOverWithArrows(bt.Indicator): lines = ('up', 'down') plotlines = ( ('up', dict(ls='', marker='^', markersize=8.0, color='green', fillstyle='full')), ('down', dict(ls='', marker='v', markersize=8.0, color='red', fillstyle='full')) ) def __init__(self): self.cross_up = bt.ind.CrossUp(self.data.fast, self.data.slow) self.cross_down = bt.ind.CrossDown(self.data.fast, self.data.slow) self.l.up = bt.If(self.cross_up, self.data.loc, -1) self.l.down = bt.If(self.cross_down, self.data.loc, -1) class SMACross(bt.Strategy): params = ( ('pfast', 10), ('pslow', 30), ) def __init__(self): self.sma = DoubleSMAWithLoc( self.datas[0], pfast=self.p.pfast, pslow=self.p.pslow, plotmaster=self.datas[0]) self.cross = CrossOverWithArrows( self.sma, plotmaster=self.datas[0]) if __name__ == '__main__': cerebro = bt.Cerebro(stdstats=False) cerebro.addstrategy(SMACross) datapath = 'datas/orcl-1995-2014.txt' # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) cerebro.adddata(data) cerebro.addwriter(bt.WriterFile, csv=True, out='temp.csv') cerebro.run() cerebro.plot()
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  Crossover indicator doesn't plot as expected
  • xyshell  

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  import datetime import backtrader as bt class ADX(bt.Indicator): lines = ('adx', 'fast', 'slow') params = ( ('pfast', 10), ('pslow', 30) ) def __init__(self): self.lines.adx = bt.talib.ADX( self.data.high, self.data.low, self.data.close) self.lines.fast = bt.ind.SMA(self.lines.adx, period=self.p.pfast) self.lines.slow = bt.ind.SMA(self.lines.adx, period=self.p.pslow) class SMACross(bt.Strategy): params = ( ('pfast', 10), ('pslow', 30), ) def __init__(self): self.sma_fast = bt.talib.SMA( self.datas[0].close, timeperiod=self.p.pfast) self.sma_slow = bt.talib.SMA( self.datas[0].close, timeperiod=self.p.pslow) self.sma_crossover = bt.ind.CrossOver(self.sma_fast, self.sma_slow) self.adx = ADX(self.datas[0]) self.adx_crossover = bt.ind.CrossOver( self.adx.fast, self.adx.slow, subplot=True) def next(self): if not self.position: if self.sma_crossover > 0: self.buy() elif self.position: if self.sma_crossover < 0: self.sell() if __name__ == '__main__': cerebro = bt.Cerebro() cerebro.addstrategy(SMACross) datapath = 'datas/orcl-1995-2014.txt' # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) cerebro.adddata(data) cerebro.run() cerebro.plot()
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  IndexError: array index out of range (Renko) with 1min Dataframe
  • Leo  

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  But it seems to work only with 1 as brick size.
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  Referencing all lines on a given day
  • Christoffer Fløe Jensen  

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  How to run multi-data multi-strategy on Oanda live feed
  • monil shah 0  

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  Building Sentiment Indicator class: TypeError: must be real number, not LineBuffer
  • Kevin Fu  

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  @Kevin-Fu said in Building Sentiment Indicator class: TypeError: must be real number, not LineBuffer: def next(self): self.date = self.data.datetime date = bt.num2date(self.date[0]).date() prev_sentiment = self.sentiment if date in date_sentiment: self.sentiment = date_sentiment[date] self.lines.sentiment[0] = self.sentiment In any case that's probably where the error happens. There is no definition of self.sentiment and the indicator understands you are looking for the line named sentiment. The problems Lack of variable initialization Conflicting naming
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  Cancelling Bracket order following closing of the main side
  • Rumen Nenov  

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  The fundamental problem is that a position open by a bracket should not have additional logic to close the position independently. But if you insist in shooting yourself in the foot, the only thing you have to do is to keep a reference to any of the bracketing orders (stop-loss side or take-profit side) and cancel it whenever you close the position with the bracket-foreign logic. if logic_orders_to_close_the_position: self.cancel(take_profit_order)
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  Help with Exchange Rate Data Feed
  • Oliver Kiersnowski  

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  OK: thought this through and it appears the discrepancy comes from calculating the floating balance at each bar and converting it into pounds using different exchange rates for every bar. The final profit and loss is just calculated using the difference between entry and exit price and the exchange rate at the point of exit - so there’s the discrepancy. Any ideas on how to correctly calculate the floating balance in pounds or to make the account value and PnL match up after a trade would be much appreciated.