General Code/Help

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  Multi asset bracket orders
  • toinou222  

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  Couple of things jump out. The first is that you are creating: self.o[d] = [o1, o2, o3] But you don't use it anywhere. When entering next and your loop of datas you would normally check to make sure this list of live orders doesn't exists for that specific data otherwise you run the risk of filling orders twice, if your position is not filled right away. In this case you are using market orders so you are probably only filling once before your checking of positions stops new orders. However, you should check for any live orders in the above mentioned dictionary before allowing orders to be created. I can see you had some code commented out for this. def next(self): for i, d in enumerate(self.datas): if not self.getposition(d).size and not self.order[d]: I would put this condition back in and manage my list better after this. Remove that list for the data once there are no live orders left. You can check this in the completed notify orders section: if len([o for o in self.o[order.data] if o.status < 4]) == 0: self.o[order.data] = None One other minor point, if you datas are loaded already with: lines = ("signal","prediction",) Then this code is not necessary. self.inds[d] = dict() self.inds[d]['close'] = d.close self.inds[d]['prediction'] = d.prediction self.inds[d]['signal'] = d.signal You can simply refer to your data lines directly: def next(self): for d in self.datas: d.close[0] d.prediction[0] d.signal[0]
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  Can somebody explain me how to use the heikin ashi indicator into a strategy
  • Simone  

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  @backtrader, @momentum @Simone with addfilter, the whole data source changes to heikin ashi values and the backtest produces fake results with non existing value. But what if I only want to use specific heiken ashi o/h/l/c and normal o/h/l/c values in my strategy to compute something?
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  How to check whether the order is a buy or a sell order?
  • LakersJames  

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  yes but how can I use this{ self.order.isbuy()} is in next() method because we ain't passing order as an argument ?
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  Sequence of order execution
  • bmex test  

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  @bmex-test said in Sequence of order execution: Possibly my sequence of entering trades / placing orders, subsequent stop and take profit orders, and cancelations was not correct. I more or less reworked the whole backtest and doing first test runs I don't see any excess exposure anymore. So no need to look into this anymore. If anybody else comes across this issue and needs some pointers on how to possibly solve it just comment and I'm happy to provide my full solution.
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  Memory leak?
  • s1000rr  

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  @s1000rr hey do you still have the code you used as a workaround?
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  Fractional Sizes not working from sample code
  • Gleetche  

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  Ah i just need to remove if args.fractional: cerebro.broker.addcommissioninfo(CommInfoFractional())
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  Multi Assets on IB Not Responding
  • Adham Suliman  

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  For anyone looking to use this in the future, in the next method, I was trying to access a dictionary using inds[d].field[0]. The proper syntax to access a dictionary is inds[d]['field'][0]. I also lowered my qcheck to .05 as @vladisld suggested. If someone has a link as to how to handle multiple orders with multiple data feeds, I would highly appreciate it if you posted the link below. Thanks
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  How do I install the sample data from backtrader library?
  • Gleetche  

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  I solved it @vladisld thanks
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  How to control the color of the Histogram in MACDHisto?
  • weibudda  

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  I tried the following: class MACDHisto2(bt.indicators.MACDHisto): alias = ('MACDHistogram',) lines = ('histo',) # colors = ['r','g'] plotlines = dict(histo=dict(_method='bar', alpha=0.50, width=1.0)) def __init__(self): colord = {True: 'red', False: 'green'} colors = [colord[histo_0 < 0] for histo_0 in self.lines.histo] self.plotlines['histo'].update(color=colors) super(MACDHisto2, self).__init__() it reports: File "D:/Python/C1.py", line 82, in __init__ self.plotlines['histo'].update(color=colors) TypeError: 'AutoInfoClass_pl_LineSeries_pl_LineIterator_pl_DataAccessor_pl_IndicatorBase_pl_Indicator_pl_MACD_pl_MACDHisto_pl_MACDHisto2' object is not subscriptable Still did not Work...
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  Test a strategy over a list of stocks (50+)
  • marketwizard  

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  @vladisld thank you, now it works !
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  Stoploss Strategy of looking back X number of candles to see if it breached Y% relative to filled price.
  • jennywestwong  

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  @jennywestwong said in Stoploss Strategy of looking back X number of candles to see if it breached Y% relative to filled price.: number No problem. I'm sure if you spend a couple of weeks working through the docs, you'll be all set. I think this is how we all started. :o)
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  Error: IndexError: array index out of range when refering previous bars from an indicator
  • spainbox  

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  I'm not 100% sure your objective, but I can discuss some of your errors. You are mixing your styles a bit, which may be causing confusion. self.dataclose = self.datas[0].close self.data.close.get self.dataclose[0] I emphasize this is my preference, and others will happily use shortcuts, but for me it always makes it easier if I identify the line using: """ self.datas[n] """ self.datas is a list of the the datas. n would be the number in the list. By always using this there is absolute clarity as to which line you are using. Let's address your first main line: roc2 = self.data.close.get(size=1, ago=-self.p.period)[0] * (1+ (self.p.threshold/100)) .get returns a python list of the size and starting a period ago. So a couple of things, using size one will return a list of size 1 from period 10 bars ago in this case. It would be much easier to write: self.datas[0].close[-10] Your next main issue in your second code block is: self.dataclose = self.datas(-self.p.threshold).close You are actually trying to find a datas line at -10, but I'm assuming you only have one data line. So this will fail. This line of code attempts to build the roc2 line bar by bar. ''' self.lines.roc2 = roc2 ''' You need to identify the bar for the lines. self.lines.roc2[0] = roc2 Hope this helps.
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  Yield cerebro.run strategy runs one at a time
  • tospip  

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  I do have a non-backtrader solution for this if you like. Let me know.
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  Multi-Timeframe works for compression=15 but fails for 16
  • Soham Jain  

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  @rajanprabu said in Multi-Timeframe works for compression=15 but fails for 16: params = (('period', 16),) def __init__(self): self.addminperiod(self.params.period) Worked like a charm... Thank you very much @rajanprabu
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  Connecting BackTrader with FinRl
  • Deep Learning Tensor  

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  Backtrader giving IndexError: array assignment index out of range
  • Liveo13  

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  vladisld, Thanks very much. I will have a look at that later and let you know. Cheers, Paul
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  Hi I'm new just wondering if backtrader supports TD??
  • quantor  

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  @quantor According to the documentation, BT do not support TD : https://www.backtrader.com/docu/live/live/
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  Oanda Samples
  • fbrand  

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  @fbrand said in Oanda Samples: IndentationError: expected an indented block Most programming languages permit indentation, but don't enforce it. Python enforces it with an iron fist, it has caused confusion for many beginners. The error expected an indented block is probably caused by a mix of tabs and spaces and this can lead to some confusing errors. Putting in an extra space or leaving one out where it is needed will surely generate an error message . Some common causes of this error include: Forgetting to indent the statements within a compound statement Forgetting to indent the statements of a user-defined function. The indentation can be any consistent white space . It is recommended to use 4 spaces for indentation in Python, tabulation or a different number of spaces may work, but it is also known to cause trouble at times. Most editors have an option for automatically converting tabs to spaces. If your editor has this option, turn it on.
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  Alpha Vantage DataFeed
  • marketwizard  

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  @marketwizard there is tests folder in the repo, which has examples.
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  logging timestamp produces an entirely different number
  • kicgahi  

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  @rajanprabu said in logging timestamp produces an entirely different number: dt = dt or self.datas[0].datetime.date(0) thank you so much for the help, it does work now!