General Code/Help

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  Repeated days in multi symbol strategy
  • Batman

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  Many thanks for the explanation! It is now clear! I'm realizing a multi symbol strategy can create a complex synchronization scenario. It is not enough to just copy a “single symbol” strategy, you need to pay attention to the many details and situations that can occur. Thank you very much!
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  Example code for live trading using binance
  • Noah Bastola

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  Hi @pfederra. I'm receiving zero values too. I think it is a issue related to bt-ccxt-store.
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  Closing all open positions EOD
  • roony16

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  You issue stop order, but if you want to close the position immediately, than it have to be market order.
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  next function is not being called every day
  • גיל ספיר

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  Information provided @גיל-ספיר said in next function is not being called every day: print(self.datas[0].datetime.date(0)) Possible diagnostic: ...
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  Error due to time management
  • jguerre5

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  Could you point me to the general section of the code that's causing the problem? Alternatively I could paste my code as text.
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  existing order info from ibbroker
  • dongiulio

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  The existing broker doesn't implement that functionality. Store the orders when notified in your own non-volatile (database, file, ...) and retrieve them as needed.
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  params values
  • momentum

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  @momentum said in params values: Depending on they way I try to get the coc value, sometimes I get the actual value and other the default value. That's not accurate. You always get the same value using the same method. There is not "sometimes". @momentum said in params values: self.broker.params.coc, params_dict['coc'], self.broker.params._get('coc')) Only the 1st one is the right one. The other are undocumented methods, to get the actual declared, active values. Docs - Parameters - Section Parameters There are additional methods with proper names (which were not expected to be used and are also only in the source code) which will specifically give you the defaults or not.
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  Creating a Long/Short/Exit Strategy?
  • roony16

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  The existence of a position (regardless of direction) is the opposite of pos == 0 and that's not > 0. The opposite is not pos or the (theoretically) less recommended pos != 0
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  Novice at python
  • No1uknow

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  As an idea - CCXT feed is not in the bt module. You might need to install and import it separately.
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  Filter on Replaydata
  • algoguy235

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  @algoguy235 said in Filter on Replaydata: Is this possible? Give it a try!
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  How to set commission with condition by order?
  • G_will

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  Create a commission derived scheme which takes the corresponding data feed as an extra parameter. Use the data feed when called to get a timestamp. tstamp = self.data.datetime.datetime()
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  Is there a bug of rightedge=False with resampling()
  • G_will

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  @backtrader Is it a bug? or my using method is not correct?
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  MA Crossover Strategy: Flip position and max risk sizer
  • CadTrader

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  @ab_trader that did the trick. so silly i missed that. I will do some more testing as i need to verify it's working the way i intend.
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  decimal.Decimal in BT
  • deedy

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  @backtrader Floating point arithmetic. I have written a system which uses high precision Decimals. Backtrader uses Floats. I run a backtest through my system to verify the output of BT. To do this, I must convert the source prices used in BT from Floats into Decimals. After some iterations, with spreads involving subtraction and division, my indicators begin to diverge, presumably due to the increased rounding accuracy. I would prefer to convert BT to use Decimals and this is why I asked the question. Without searching the entire codebase for occurences of all numbers, I would like to ask the creator of this library for his view on how best to do this.
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  Double commission when switching from long to short (or viceversa)
  • Mindyou

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  Also, realized that I might have sounded a bit harsh. I want to thank you for the great platform! And for taking the time to reply! I really appreciate it!
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  TypeError: error() takes 2 positional arguments but 4 were given
  • dongiulio

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  found my issue: A StopLimit order requires the plimit parameter, to specify at which price to activate the limit order, somehow I managed to get through backtesting without setting it, but interactive broker didn't like it. apologies for the noise.
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  Help with plotting issue
  • eric

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  Is the `date` in analyzers.Transactions record wrong?
  • G_will

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  Order can be executed only during the price bar, in other words it can't be other date except next() date.
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  Coins balance in backtesting
  • Rodrigo Brito

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  RSI: moving thresholds signals
  • nicostro

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  Great thanks, exactly what I needed. I just changed the buy / sell signals as per the below: if self.rsi[0] <= (np.percentile([self.rsiLLV[0], self.rsiHHV[0]], self.p.threshold_Buy)): self.order = self.buy() else: if self.rsi[0] >= (np.percentile([self.rsiLLV[0], self.rsiHHV[0]], self.p.threshold_Sell)): self.order = self.sell() Many thanks again