General Code/Help

• R

  Basic Plotting - No X Axis
  • rluc99  

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  @backtrader Thanks for the rapid reply - it works! Life is good. The universe is back in equilibrium
• J

  which one is the final return?
  • jeff lee  

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  @jeff-lee that's what I wrote.
• 

  Why the crash on windows ?
  • Rushi Chaudhari  

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  @backtrader ?
• Y

  Trades Analyzer min value is set to MAXINT if there is no short trades.
  • yoghurtshawn  

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  @backtrader Yes, there is no short trade in this example, so should it return MAXINT? or just zero?
• Y

  Cannot access the resampled data in self defined indicators
  • yoghurtshawn  

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  No, I mean that you are initializing a pd.Series with an array which is full of NaN values.
• C

  Accessing custom indicator lines in strategy.
  • chives  

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• 

  Order Getting Rejected, can't find a reason
  • warproxxx  

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  Thank you. This was really foolish of me.
• K

  Error while retrieving IBStore historic data with an IB paper account
  • kriku  

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  That's right. This works: data = ibstore.getdata(dataname="AAPL-STK-SMART-USD", historical=True, fromdate=datetime(2019, 1, 1), todate=datetime(2019, 8, 1), timeframe=bt.TimeFrame.Minutes, compression=5) I am sorry for having been a nuisance. BT is an impressive project and the forums show that you provide prompt and straight-to-the-point support even to stupid questions. Keep up the good work!
• 

  How to print and plot ta-lib candlestick patterns ?
  • Rushi Chaudhari  

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  Oh, finally got it working, can you add this in documentation, or can I ?
• 

  backfill_from issue with oandastore
  • Farout Al  

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  Thanks for the reply. Im using Oanda v1 as per backtrader docs. Everything works in terms live data feed or adding static data from file or pandas but the backfill_from is giving me trouble. In any case ill try to migrate to v20 and see if i get the same troubles.
• M

  Backtrader not closing trade and keeps trying to close it.
  • Mexflubber  

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• B

  Why do sometimes an order takes 2 bars to execute while most other times it only took one bar?
  • brozeki  

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  @brozeki said in Why do sometimes an order takes 2 bars to execute while most other times it only took one bar?: Please advise. Advice: Data Code Which allows incredible things like: See what Order execution type is in place Why an order may have (not) triggered And many more ...
• 

  Green candlesticks not appearing
  • Rushi Chaudhari  

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  The prices are not being read wrongly .... data which is not compatible with YahooFinanceCSVData is being fed (the Yahoo order is.: O H L C AC V and the order of your data is O H L C V AC) Option 1 Extend GenericCSVData to keep your adjustedclose in place. Create a filter which uses the adjusted close to adjust the prices - Docs - Filters Option 2 Extend GenericCSVData to keep your adjustedclose in place. Override the _loadline method, call the original and when done ... adjust the prices with the already available adjusted close. Option 3 Read the data with pandas Adjust the prices in the dataframe Use PandasData as your data feed
• G

  Fixed Commission Amount
  • gionno  

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  Thank you guys super helpful!
• A

  Backtest from pre-specified portfolios
  • AJF  

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  Sure you can do this in bt. Depending on how your external analysis data is structured you may need to write an indicator to read that data, or read that data during strategy __init()__ and then process it in next(). Having only monthly bars can probably simplify your strategy. Using Returns analyzer with the monthly period you will get your monthly returns. One caveat - prices for all stocks used in your portfolios need to be loaded into bt at the beginning of the backtest. Which is logical approach, but somehow missed.
• Y

  How can I show datetime rather than just date in x value in plot
  • yoghurtshawn  

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  @Pablo-Reyes-Almagro It works! thx!
• M

  Stop Orders behaving strangely, what's missing??!!
  • Michael172  

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  After some further digging, it looks like that the stop orders were not expiring as expected. So, they were executed at much later than designed. My understanding of "valid" parameter is not exactly correct.... probably. Anyway, I explicitly specified the valid parameter to 1 day as such: self.sell(data=d, size=self.pos[d], exectype = bt.Order.Stop, price = self.longTrailStop[d], valid = validTime) where validTime is defined as: validTime = self.data.datetime.date(0) + datetime.timedelta(days=self.params.valid) After this change, the stop orderes are expiring as expected, see below: ### 2018-01-08 IH.CFE current positions: 143.66, trade length: 3, ATR: 41.765, trade high: 2943.39, trade low: 2901.99, close: 2934.186, longStop: 2901.622, shortStop: 2946.551 2018-01-09, Status Submitted: Ref: 275, Size: -143.66, Price: 2901.62178 2018-01-09, Status Accepted: Ref: 275, Size: -143.66, Price: 2901.62178 ### 2018-01-09 IH.CFE current positions: 143.66, trade length: 4, ATR: 41.765, trade high: 2963.79, trade low: 2901.99, close: 2963.786, longStop: 2922.022, shortStop: 2946.551 2018-01-10, Status Submitted: Ref: 276, Size: -143.66, Price: 2922.02178 2018-01-10, Status Accepted: Ref: 276, Size: -143.66, Price: 2922.02178 2018-01-10, Status Expired: Ref: 275, Size: -143.66, Price: 2901.62178 ### 2018-01-10 IH.CFE current positions: 143.66, trade length: 5, ATR: 41.765, trade high: 2987.39, trade low: 2901.99, close: 2984.386, longStop: 2945.622, shortStop: 2946.551 2018-01-11, Status Submitted: Ref: 277, Size: -143.66, Price: 2945.62178 2018-01-11, Status Accepted: Ref: 277, Size: -143.66, Price: 2945.62178 2018-01-11, Status Expired: Ref: 276, Size: -143.66, Price: 2922.02178 thanks all... !
• 

  BackTrader plots but does not calculate trades or profits what did I do wrong?
  • Feather BTC  

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  https://www.backtrader.com/docu/timemgmt/
• 

  How can I use my strategy
  • HomunculusK  

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  Check the date in the next() and issue signal only for date you need.
• Y

  How can I use transform a pandas series into a line in bt.Indicator
  • yoghurtshawn  

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  @backtrader Would you offer some vectorized implementation? Many thanks!