General Code/Help

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  Basic MultiTimeframe order
  • Paul Park  

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  Datetime.time won't give me the correct time.
  • Quanliang Xie  

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  Thank you so much! That solved my problem. To thoes who has the same problem, remember also to improt timeframe from backtrader!
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  Passing data into data feed one by one
  • Quanliang Xie  

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  Newb issue with Bokeh plotting when Utilizing Pandas Data Feed
  data feed plotting pandas plot • • John jt  

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  To those that may come across this thread, I cannot explain why the issue is occurring, but if you pass a name to the default data when utilizing 'adddata', the legend will look normal again. Fixed #Don't use this: cerebro.adddata(data) #Use a name with the data: cerebro.adddata(data, name='OHLCV_jt') The name comes across in the heading / legend of the master Bokeh plot as so:
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  Compound value Calculation
  • mudassar031  

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  @run-out https://stackoverflow.com/questions/59003693/understanding-converting-thinkscripts-compoundvalue-function i need to convert this in backtrader and want to calculate ha_open like this
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  Resampling issues + adding multiple timeframes
  • Jens Halsberghe  

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  when using multiple data sources, you will get notified of every change. when resampling, if data advances, on replay if data changes (in that case, data will not necessary advance). So to know if the data source advanced, you need to check the length of data. example: if self._last_len > len(self.datas[1]): self.log(self.datas[1].close[0]) self._last_len = len(self.datas[1]
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  Backtrader website search box not working
  • kirahvi  

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  I know this doesn't answer your question, but I long ago switched to general google search prepending with 'backtrader'
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  How to handle minute based missing candle data
  • Tauseef Kazi  

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  Check out SessionFiller filter in Docs - Filters - Reference. Seems like this is what you are looking for.
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  How to use tick data for stop loss in live trading?
  • kirahvi  

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  Would anyone be able to help me on this?
  • Tsz Chun Leung  

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  Cerebro not recognizing code changes
  • kirahvi  

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  PyFolio analyzer multiple data sources not working.
  • CptanPanic  

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  I got the same issue. It should be a quick fix by removing -2? Because the underlying bt.analyzers.PositionsValue doesn't have this issue.
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  How to get the StopTrail order price returned by the broker from time to time?
  • hei jai  

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  @run-out hello! I've tried to use that recommendation and change stop-limit price, but some issues have happened and my strategy shows the same results. My code is: def notify_order(self, order): ... # notification for STOP-LOSS orders elif order.issell() and order.exectype==bt.Order.Stop: print('{}: Order № {} | STOP-LOSS - {} | Size {} | Price {}'. format( self.data.datetime.datetime(0), order.ref, order.getstatusname(), order.size, order.price)) def notify_trade(self, trade): if trade.isclosed: self.log(f'OPERATION RESULT --- Gross: {trade.pnl:.2f}, Net: {trade.pnlcomm:.2f} \n') def next(self): ... self.price_SL_order = self.price_B_order - self.p.bargain_risk * self.data.close[0] ... if self.SL_order: if self.SL_order.alive and (self.SL_order.price < self.price_SL_order): self.SL_orderprice = self.price_SL_order else: self.SL_order = None With changing stop-loss price I have last stop-loss price 5008.725 and OPERATION RESULT --- Gross: -8932.00 2019-08-16 18:00:00: Order № 4 | BUY - Submitted | Size 116 | Price 5055.0 2019-08-16 18:00:00: Order № 5 | STOP-LOSS - Submitted | Size -116 | Price 4979.175 2019-08-16 18:00:00: Order № 6 | TAKE-PROFIT - Submitted | Size -116 | Price 6571.5 2019-08-16 18:00:00: Order № 4 | BUY - Accepted | Size 116 | Price 5055.0 2019-08-16 18:00:00: Order № 5 | STOP-LOSS - Accepted | Size -116 | Price 4979.175 2019-08-16 18:00:00: Order № 6 | TAKE-PROFIT - Accepted | Size -116 | Price 6571.5 2019-08-16 18:00:00: Order № 4 | BUY - Completed | Size 116 | Price 5055.0 2019-08-26 11:00:00: Order № 5 | STOP-LOSS - Completed | Size -116 | Price 5008.725 2019-08-26 11:00:00: Order № 6 | TAKE-PROFIT - Canceled | Size -116 | Price 6571.5 2019-08-26 11:00:00, OPERATION RESULT --- Gross: -8932.00, Net: -8932.00 Without changing stop-loss price I have last stop-loss price 4979.175 and OPERATION RESULT --- Gross: -8932.00 2019-08-16 18:00:00: Order № 4 | BUY - Submitted | Size 116 | Price 5055.0 2019-08-16 18:00:00: Order № 5 | STOP-LOSS - Submitted | Size -116 | Price 4979.175 2019-08-16 18:00:00: Order № 6 | TAKE-PROFIT - Submitted | Size -116 | Price 6571.5 2019-08-16 18:00:00: Order № 4 | BUY - Accepted | Size 116 | Price 5055.0 2019-08-16 18:00:00: Order № 5 | STOP-LOSS - Accepted | Size -116 | Price 4979.175 2019-08-16 18:00:00: Order № 6 | TAKE-PROFIT - Accepted | Size -116 | Price 6571.5 2019-08-16 18:00:00: Order № 4 | BUY - Completed | Size 116 | Price 5055.0 2019-08-26 11:00:00: Order № 5 | STOP-LOSS - Completed | Size -116 | Price 4979.175 2019-08-26 11:00:00: Order № 6 | TAKE-PROFIT - Canceled | Size -116 | Price 6571.5 2019-08-26 11:00:00, OPERATION RESULT --- Gross: -8932.00, Net: -8932.00 Where is a mistake?
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  No order execution?
  • cept0r  

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  Time Based Strategy
  • Nikhil Morye  

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  @Nikhil-Morye Ok solved it. the isue was with the fixer comand of mine. if any admin please close the tread
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  Creating unique identifiers on my indicator.
  • cept0r  

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  @ab_trader Oh sweet! Thanks
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  Optimizer gives me " only size-1 arrays can be converted to Python scalars" error
  • David Wood  

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  def __init__(self): self.dataclose = self.datas[0].close # Order variable will contain ongoing order details/status self.order = None self.bb = bt.indicators.BBands(self.datas[0], period = self.params.bbperiod, devfactor = self.params.bbfactor, ) self.ema = bt.indicators.EMA(self.datas[0], period=self.params.emaperiod) This init has been used in other strategies and has no problems. I'm not sure what's going on.
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  why the prenext and next can run many times in one bar?
  • tianjixuetu  

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  @tianjixuetu I met this situation again ,and I find that the reason is that the first data may lose some bar,so,it should run many times to wait the some data to this datetime.
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  Pandas data feed extension issue
  • Tsz Chun Leung  

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  Help with Stop-Loss
  • KonstantinKlychkov  

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  @run-out thanks! I had heeded your advice. It taked me several days for studying documentation and at the end of the days, I've implemented sizer and bracket orders. Now it's better. Thank you for the bracket feature that is really powerful.