General Code/Help

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  Detect new resampled price
  • algoguy235

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  In any case I would recommend against prefixing your member attributes with __. But it is your code of course.
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  Backtesting Live Ticks Possible?
  • NewestTrader

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  @newesttrader said in Backtesting Live Ticks Possible?: My question is: during pure backtesting: is it possible to get the data in next() the same way as I get it during live trading? Of course. Create a data feed which has that behavior and you will get it.
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  Creating an indicator for multiple data feeds
  • Sagittarius19

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  This may be like a dumb question but: Where is code for the Indicator you are trying to create? You say you are trying to create an indicator but there is no indicator in that code. An example (amongst others) of an Indicator which uses multiple data feeds is CrossOver. It's in the sources. Furthermore you can even force the minimum number of data feeds which the indicator is bound to receive. https://www.backtrader.com/blog/posts/2017-02-04-crossing-over-numbers/crossing-over-numbers.html You have a strategy and the extra code you say one can paste to reproduce an issue. Which issue? Can you: Provide a complete example Indicate what's actually not working and why it is not working What's the input What's the output
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  How to let a Strategy trade on multiple/all datas in the mix?
  • vbs

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  Huh? I think that this is what I mean too. Based on the parameter that is part of the optimization, on every optimization iteration a different strategy might be instantiated (depends on the value of the parameter). While that is a very interesting approach I fail to see how I could use that with my problem.
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  Accessing last monday's value
  • Dinesh Dileep Gaurav

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  @dinesh-dileep-gaurav said in Accessing last monday's value: I guess, we can save every monday's value in a variable which can be accessed later. Is there a better/alternative way? That's the only way, because trading holidays (which sometimes happen in a row) render a fixed value of -5 useless.
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  How to get cursor on chart to display time instead of date
  • Sagittarius19

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  Your problem is somewhere else: You specify the wrong timeframe (1-day) for your data feed. The plotting code cannot know that and plots (and displays) according to the given timeframe
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  Beginner- the date data format Error
  • siavash

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  @siavash said in Beginner: Please give me some help. You want it, you get it. Look at the top of the forum for how to format your code and output. Re-post and when people are actually able to see what you have posted, they may be able to help. This is not intended to talk you down or patronize you. It is meant as real help for a beginner: learn to see what you have before your eyes, be it code, be it how to post to a forum to ask for help or exchange code.
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  Best Approach for Live-Trading With Cheat on Open
  cheat on open live trading • • NewestTrader

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  @backtrader said in Best Approach for Live-Trading With Cheat on Open: So it seems that I have to supply the --replay parameter in oandav20test.py. I don't know. What you need is a data source which is tick based. You said you wanted to be notified of each price change. There should be no need to replay anything for that data feed. Hi, with samples/ibtest/ibtest.py I did some tests with Interactive Brokers livetrading. These are the results: ibtest.py --data0 EUR.USD-CASH-IDEALPRO --timeframe Seconds --compression 30 --port 7497 --no-rightedge ***** DATA NOTIF: LIVE LIVE, Data0, 0962, 736801.8864360515, 2018-04-17T17:16:28.074845, 1.23699, 1.23699, 1.23699, 1.23699, 0, 0, 1.23703 LIVE, Data0, 0963, 736801.8866241798, 2018-04-17T17:16:44.329133, 1.237, 1.237, 1.237, 1.237, 0, 0, 1.237046 LIVE, Data0, 0964, 736801.8866485074, 2018-04-17T17:16:46.431042, 1.2371, 1.2371, 1.2371, 1.2371, 0, 0, 1.237034 LIVE, Data0, 0965, 736801.8866486517, 2018-04-17T17:16:46.443504, 1.237, 1.237, 1.237, 1.237, 0, 0, 1.237002 LIVE, Data0, 0966, 736801.886811497, 2018-04-17T17:17:00.513344, 1.23694, 1.23694, 1.23694, 1.23694, 0, 0, 1.237006 LIVE, Data0, 0967, 736801.8868541777, 2018-04-17T17:17:04.200952, 1.23693, 1.23693, 1.23693, 1.23693, 0, 0, 1.236994 LIVE, Data0, 0968, 736801.8869536915, 2018-04-17T17:17:12.798944, 1.23694, 1.23694, 1.23694, 1.23694, 0, 0, 1.236982 LIVE, Data0, 0969, 736801.8871321745, 2018-04-17T17:17:28.219872, 1.23691, 1.23691, 1.23691, 1.23691, 0, 0, 1.236944 LIVE, Data0, 0970, 736801.8871946137, 2018-04-17T17:17:33.614623, 1.23699, 1.23699, 1.23699, 1.23699, 0, 0, 1.236942 LIVE, Data0, 0971, 736801.8871946996, 2018-04-17T17:17:33.622046, 1.23698, 1.23698, 1.23698, 1.23698, 0, 0, 1.23695 LIVE, Data0, 0972, 736801.8871947962, 2018-04-17T17:17:33.630394, 1.23699, 1.23699, 1.23699, 1.23699, 0, 0, 1.236962 LIVE, Data0, 0973, 736801.8872731669, 2018-04-17T17:17:40.401621, 1.23698, 1.23698, 1.23698, 1.23698, 0, 0, 1.23697 LIVE, Data0, 0974, 736801.8872752264, 2018-04-17T17:17:40.579562, 1.23699, 1.23699, 1.23699, 1.23699, 0, 0, 1.236986 LIVE, Data0, 0975, 736801.8874047493, 2018-04-17T17:17:51.770338, 1.237, 1.237, 1.237, 1.237, 0, 0, 1.236988 ibtest.py --data0 EUR.USD-CASH-IDEALPRO --timeframe Seconds --compression 30 --port 7497 --resample ***** DATA NOTIF: LIVE LIVE, Data0, 0962, 736801.8892361111, 2018-04-17T17:20:30.000000, 1.23689, 1.23706, 1.23689, 1.23701, 0.0, 0, 1.2369620000000001 LIVE, Data0, 0963, 736801.8895833333, 2018-04-17T17:21:00.000000, 1.23702, 1.23703, 1.237, 1.23702, 0.0, 0, 1.23696 LIVE, Data0, 0964, 736801.8899305556, 2018-04-17T17:21:30.000000, 1.23701, 1.23707, 1.23699, 1.23707, 0.0, 0, 1.236974 LIVE, Data0, 0965, 736801.8902777778, 2018-04-17T17:22:00.000000, 1.23708, 1.23708, 1.23696, 1.23702, 0.0, 0, 1.237004 ibtest.py --data0 EUR.USD-CASH-IDEALPRO --timeframe Seconds --compression 30 --port 7497 --replay ***** DATA NOTIF: LIVE LIVE, Data0, 0962, 736801.8905911663, 2018-04-17T17:22:27.076771, 1.23694, 1.23694, 1.23694, 1.23694, 0.0, 0, 1.2369999999999999 LIVE, Data0, 0962, 736801.890625, 2018-04-17T17:22:30.000000, 1.23694, 1.23694, 1.23694, 1.23694, 0.0, 0, 1.2369999999999999 LIVE, Data0, 0963, 736801.8908331305, 2018-04-17T17:22:47.982471, 1.23693, 1.23693, 1.23693, 1.23693, 0.0, 0, 1.236982 LIVE, Data0, 0963, 736801.8908331448, 2018-04-17T17:22:47.983708, 1.23693, 1.23696, 1.23693, 1.23696, 0.0, 0, 1.236988 LIVE, Data0, 0963, 736801.8908638399, 2018-04-17T17:22:50.635766, 1.23693, 1.23698, 1.23693, 1.23698, 0.0, 0, 1.236992 LIVE, Data0, 0963, 736801.8908640771, 2018-04-17T17:22:50.656264, 1.23693, 1.23699, 1.23693, 1.23699, 0.0, 0, 1.236994 LIVE, Data0, 0963, 736801.8908658416, 2018-04-17T17:22:50.808718, 1.23693, 1.237, 1.23693, 1.237, 0.0, 0, 1.236996 LIVE, Data0, 0963, 736801.8908685311, 2018-04-17T17:22:51.041084, 1.23693, 1.23701, 1.23693, 1.23701, 0.0, 0, 1.236998 LIVE, Data0, 0963, 736801.8908700076, 2018-04-17T17:22:51.168654, 1.23693, 1.23702, 1.23693, 1.23702, 0.0, 0, 1.2369999999999999 LIVE, Data0, 0963, 736801.8908825091, 2018-04-17T17:22:52.248782, 1.23693, 1.23702, 1.23693, 1.23701, 0.0, 0, 1.236998 LIVE, Data0, 0963, 736801.890961202, 2018-04-17T17:22:59.047850, 1.23693, 1.23702, 1.23693, 1.23702, 0.0, 0, 1.2369999999999999 LIVE, Data0, 0963, 736801.8909623256, 2018-04-17T17:22:59.144933, 1.23693, 1.23704, 1.23693, 1.23704, 0.0, 0, 1.237004 LIVE, Data0, 0963, 736801.8909629615, 2018-04-17T17:22:59.199871, 1.23693, 1.23705, 1.23693, 1.23705, 0.0, 0, 1.2370059999999998 LIVE, Data0, 0963, 736801.890965801, 2018-04-17T17:22:59.445203, 1.23693, 1.23705, 1.23693, 1.23704, 0.0, 0, 1.237004 LIVE, Data0, 0963, 736801.8909722222, 2018-04-17T17:23:00.000000, 1.23693, 1.23705, 1.23693, 1.23704, 0.0, 0, 1.237004 LIVE, Data0, 0964, 736801.8909756911, 2018-04-17T17:23:00.299714, 1.23705, 1.23705, 1.23705, 1.23705, 0, 0, 1.2369999999999999 LIVE, Data0, 0964, 736801.8909989573, 2018-04-17T17:23:02.309913, 1.23705, 1.23705, 1.23704, 1.23704, 0.0, 0, 1.236998 LIVE, Data0, 0964, 736801.8910004616, 2018-04-17T17:23:02.439886, 1.23705, 1.23705, 1.23703, 1.23703, 0.0, 0, 1.236996 It seems to me, that the --replay parameter really delivers what I need: tick based during live streaming after each candlestick timeframe, len(self.data0) increases by one and also the last call to next() for that block seems to comprise consistent values for OHLC for the whole candlestick.
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  Cant get multiple data feeds to work
  • Sagittarius19

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  @backtrader I just got it. Thanks for pointing this out!
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  Trouble with the Quickstart code
  • Benjamin Chow

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  @benjamin-chow said in Trouble with the Quickstart code: Where shall I place the file so that the code can find it?? @benjamin-chow said in Trouble with the Quickstart code: FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\Administrator\\Desktop\\Trading Project\\../../datas/orcl-1995-2014.txt'
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  Help needed to analyze external order list
  • doggo

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  @backtrader sorry, could you please delete the post? I figured it out in the end, was just all over the place when I post this
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  How to build a commission model for Interactive Brokers (IB)?
  • brettelliot

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  [Code snippet] Copying IB data to Pandas for efficiency
  • d416

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  @d416 said in [Code snippet] Copying IB data to Pandas for efficiency: The issue is that a new connection is made to download the data from IB for each iter @brettelliot The limitation that @d416 was referring back in May 2017 was (hopefully removed) and the data is not redownloaded for each of the different parameters combinations in the optimization. In any case thanks for contributing the script. There will for sure be users that will find it useful.
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  How to cached data from IB and use it later
  • brettelliot

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  Index Error in next()
  • agserran

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  Order sizing specified in bought units instead of spent currency
  • User 425

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  I mean that current_price is a misnomer in a market-buy. As the broker will consume the order book and fill the order at (potentially) multiple different prices. This is of course a distinction for live trading and not when backtesting - where you would have a current_price. I had a look at the APIs for a few exchanges and it seems that buying a specified quantity of the target stock/coin is the only option - so that matches the implementation of backtrader and answers my "why?" question about the implementation. Time for more research I guess. Thanks for your pointers in to the docs. If there's a search term you would recommend I google please let me know. Ideally brokers would allow orders to be specified in source currency via the API - in the same way I can via their web interface.
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  Execution of Limit Orders
  • toolkmit

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  No output from Optstrategy
  • mhotrx

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  @mhotrx said in No output from Optstrategy: This is wrong in the example on your Quickstart page so you might want to fix it If you really believe to have found something wrong, you might want to give us a pointer as to where. In any case: There are no tabs The log method definition for the optimization is as follows def log(self, txt, dt=None, doprint=False): ''' Logging function fot this strategy''' if self.params.printlog or doprint: dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) which clearly takes parameters, named and unnamed. See it for yourself: Docs - Quickstart and specifically Docs - Quickstart - Let's Optimize Plausible explanation: You have mixed content from different files And seeing the formatting of the code you have posted, it seems a miracle that it does something at all. Please see the top of the forum for posting code blocks and output blocks. It will make your life a lot easier.
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  How to disable all the writer objects except datas?
  • brettelliot

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  Accessing Strategy Parameters
  • Laurent Michelizza

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  That works thanks!