General Code/Help

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  FX trading base currency problem
  • jimmyliu  

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  @jimmyliu @ThatBlokeDave @BernardLin @jf @Amien-Johaadien this may have been an addition since this thread was started - but using the a CommInfo object you can set mult to scale your profit/loss. In the FOREX sense, you can update your commission scheme during next with the relevant exchange rate in order to 'scale' your profits/losses back to your account currency. https://www.backtrader.com/docu/commission-schemes/commission-schemes/
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  Standard deviation calculation is wrong?
  • nonamestreet  

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  @backtrader Sorry for the confusion. My understanding is incorrect, thank you for the help!
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  Commission Scheme that accesses data feed(s)?
  • Brandon Johnson  

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  Commission Schemes are supposed to be agnostic. Nothing prevents you from creating one and giving it the data feeds before adding it to cerebro. It would already have the data feeds in itself.
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  Custom live trading with multiple instances of Cerebro
  • LAbrk  

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  How to pair trade in python using IBpy with forex like "USD/JPY"?
  • YELNAr  

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  Strategy runs with no end - is it looping?
  • Joshua Cheong  

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  Strategies DO NOT loop. They are passive and called by the system, i.e.: they are event based. If something is wrong in your code ... it is in the code you don't show. In any case ... all these if something is True tests are WRONG @Joshua-Cheong said in Strategy runs with no end - is it looping?: if self.view[d] is True: You don't know if a True value is being stored. You want to test for something to be true and not for something to be True. Hence if self.view[d]:
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  Renko Bricks
  • snevins  

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  https://www.backtrader.com/docu/filters-reference/#renko
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  Backtrader, oandapy and OandaError issues
  oanda oandapy • • Jammawind  

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  Find the directory where your python packages are installed, delete the wrong oandapy and proceed to install again.
• 

  How to have a better looking graph ?
  • MathieuCesbron  

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  Line thickness is not given by backtrader. It's therefore down to a particular configuration of matplotlib
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  Starting with Interactive Brokers (IB) - no data feed
  • rluc99  

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  @rluc99 Thanks for the update!
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  Get bid / ask price and size on Interactive Brokers data feed
  • marticols  

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  here is a prototyped attempt to this - it has been tested live and does the job for my needs, but code clean up required. https://github.com/florentchandelier/backtrader/tree/feat/ib/rt-bidask it's a WIP and considering this is not "crucial for me", I cannot guarantee I ll work beyond that proto.
• M

  Double commission when switching from long to short (or viceversa)
  • Mindyou  

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  @Mindyou @backtrader Facing an exactly similar issue when switching from long to short. What might be the reason for this? And any insights on resolving this?
• S

  How to execute(buy or sell) create and complete operations at one time?
  • Sasha  

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  @Sasha consider using the replay datafeeds functionality of Backtrader. This allows you to make trading decisions on a lower timeframe while your higher level algorithm still operates on the higher timeframe. For instance, my system looks at indicators to make choices on the 1D candle, but my entries and exits are made on the 1H level. This way I can place a trade 1H before the close of the 1D candle and my trading results will be much more accurate.
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  ZeroDivisionError while calculating Standard Score
  • Pucal  

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  It's difficult to quote an image ... it seems posting images it's the new black these days. In any case I didn't know that ta-lib had safediv parameters and in any case the exception catcher you have is non-relevant. Things are lazily evaluated and you get to the evaluated result in next I suggest you look at the RSI code to see how to handle potential div by zero. Although your real problem is data variability which no code can fix.
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  Is it possible to use Index numbers instead of Datetime to backtest
  • Pucal  

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  The datetime timestamp does not need to be in the index. But you need timestamps. https://www.backtrader.com/docu/dataautoref/#pandasdata
• A

  Error with strategy developing, with csv data
  • arrmlet  

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  @arrmlet said in Error with strategy developing, with csv data: hma = bt.ind.HullMovingAverage(30)
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  Scaling out of Positions?
  • Brandon Johnson  

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  Accessing Strategy Parameters
  • Laurent Michelizza  

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  What is returned and in which format is documented: https://www.backtrader.com/docu/cerebro/
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  Help! deprecated() takes 1 positional argument but 2 were given
  • Aritz Lizaso  

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  @Aritz-Lizaso said in Help! deprecated() takes 1 positional argument but 2 were given: 47 import matplotlib as mpl ---> 48 from matplotlib import afm, cbook, ft2font, rcParams, get_cachedir 49 from matplotlib.fontconfig_pattern import ( 50 parse_fontconfig_pattern, generate_fontconfig_pattern) ~\AppData\Roaming\Python\Python37\site-packages\matplotlib\afm.py in <module> 358 359 --> 360 @deprecated("3.0", "Use the class AFM instead.") 361 def parse_afm(fh): 362 return _parse_afm(fh) This is clearly something inside matplotlib apparently related to fonts.
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  How does Backtrader manage order execution ?
  • Garen62  

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  Check out Order Management and Execution chapter in the docs.