General Code/Help

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  Can't acees to the datas for indicators
  • camizulub

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  Done. Solution : It gets the datasx if I move the indicators into the init of the class (strategy). I am trying to do a Data Replay, calculating the indicators in a higher Time Frame but trading in the close of the smallest time frame. Is this the right approach?
• I

  cerebro.plot() does not work with Anaconda / IPython
  • itsmi

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  Thanks for the explanation. cerebro.plot(iplot=False) alongside changing the graphics backend in Spyder (Tools/Preferences/IPython Console/Graphics) now allows me to plot it via the IPython console. //edit: When I select "inline", it seems like it worked once, but now, the Kernel freezes and terminates. When I select "Automatic" or anything else, I get the error message "ImportError: Cannot load backend 'TkAgg' which requires the 'tk' interactive framework, as 'qt5' is currently running". Any solution to this?
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  Problem with automargin / margin and expected PnL
  • Raphael Poix

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  Hi, It seems to be a bug. See this Pull Request for a fix: https://github.com/backtrader/backtrader/pull/387 @backtrader could you check please?
• 

  Save optimization results for plotting
  • Dmitry Hits

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  @dmitry-hits said in Save optimization results for plotting: Is there an easy way to export those results for plotting, for example? Not really. Plotting was meant to plot single-run results. You could always pickle the results, but that won't help with plotting them. @dmitry-hits said in Save optimization results for plotting: but did not find how to extract the ending value of the broker for each set of parameters. Save the result during the stop method of the strategy.
• 

  Sell/Buy signal labels are missing in the plotting of forex data
  • Meng Xiaofeng

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  @meng-xiaofeng said in Sell/Buy signal labels are missing in the plotting of forex data: can't the Sell/buy observer be a bit smarter so that it can always plot properly? I think you under-appreciate the complexity of having something plotted automatically and handling all possible scenarios and use cases. If your data lacks variability, the problem is on your side. You can Configure the observer to plot with less distance (or no distance at all) Configure the chart to allow all elements to influence the scale as pointed out above You may also ask for Artificial Intelligence in the Observer ... but it won't probably happen.
• 

  change the from plotting with a line to plotting with a marker
  • Dmitry Hits

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  ls='' to disable linestyle. It's already so in the built-in PSAR ...
• 

  Forex Exchange Rate Locations
  trade value exchange rate p&l forex • • Jammawind

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• 

  Metaquotes MQL 5 - API
  • Nikolai

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  New update of both repos. MQL5 JSON API is finished. Historical data load speed was optimized. I have to finish various features like: expiration deviation hedging error handling docs etc. Reconnection and data uploading after reconnection were added to Backtrader-MQL5-API The main goal for now is to finish pending orders management.
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  help on oandav20
  • xiaoliangbuaa

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  Hi if the question is still open: you need to provide an account number, the value "Bearer" for account is wrong. You can find the account at oanda. Cheers
• A

  Stop order getting filled on same minute it's entered without cheat
  • algoguy235

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  Yass. Thank you @Developing-Coder this solves my issue. To get it working properly I had to add transmit=False to market order, after that it worked as desired. Thank you!
• 

  Problem with Bracket Order
  • Developing Coder

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  Soloved. Mistake on my end.
• 

  Update stoploss and profit orders of a bracket
  • Han Chen

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  @backtrader I swap the ordering of stop and profit. Now the stoploss got placed but profit was missing. IB gateway: v974.4g http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.sh I moved the stop from 2834.25 to 2842.25, but profit order didn't get placed at all.. def moveBracketStopLoss(self, bracket, bt): # cancel stop order automatically cancels the profit order of the bracket too self.cancel(bracket[1]) self.cancel(bracket[2]) before = bracket[1].created.price stopOrder = profitOrder = None # need to replace both stopOrder and profitOrder if bracket[0].ordtype == 0: # buy profitOrder = self.sell( price=bracket[2].created.price, size=bracket[0].size, exectype=bt.Order.Limit, transmit=False) stopOrder = self.sell( price=bracket[0].executed.price, size=bracket[0].size, exectype=bt.Order.Stop, transmit=True, oco=profitOrder) if bracket[0].ordtype == 1: # sell profitOrder = self.buy( price=bracket[2].created.price, size=bracket[0].size, exectype=bt.Order.Limit, transmit=False) stopOrder = self.buy( price=bracket[0].executed.price, size=bracket[0].size, exectype=bt.Order.Stop, transmit=True, oco=profitOrder) bracket[1] = stopOrder bracket[2] = profitOrder Helper.log(self, 'Move stoploss to breakeven for ', 'long' if bracket[0].ordtype == 0 else 'short', 'position from ', before, 'to', bracket[1].created.price)
• M

  Rollover with data feeds added in cerebro
  • momentum

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• 

  Numpy Array to LineBuffer
  • Developing Coder

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  As one of the goals of backtrader is to NOT depend on external packages, there is neither a @developing-coder said in Numpy Array to LineBuffer: LineBuffer is converted into a Numpy ndarray nor @developing-coder said in Numpy Array to LineBuffer: Is it possible to convert back? You have gotten a standard Python list from from of the lines and used to create a ndarray. In any case there is no need to do neither a nor b. Use ApplyN and use the function of your choosing (apparently log) - Docs - Indicator Reference
• 

  Optstrategy Problem
  • Developing Coder

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  Yeah, in my case it doesn't even work when running directly on command line tho. Stumbled across this, might be related. https://github.com/kernc/backtesting.py/issues/5
• 

  Collect pending orders from interactive brokers independ to the strategy
  • Thomas BOURDIN

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  Thank you.
• 

  Len and buflen with resample
  • gonche1124

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  Got it, thanks!
• K

  cerebro.addbroker()?
  • kav

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  Thanks, worked like a charm. As usual, thank you for the prompt answer and the references;)
• 

  Spikes in Cash
  • Developing Coder

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  Thanks for a swift reply! Think I have a better understanding now. Especially about best practices related to cellular osmosis ;)
• C

  How is Getvalue() Calculated?
  • cwse

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  @hiep-pham said in How is Getvalue() Calculated?: After spending a fair amount of time to make sense the relationship between order.executed.value vs (self.broker.getvalue() There isn't a relationship even if you look for one. One is for the order and the other is for the position. You can link them mentally, but they are not meant to be related. @hiep-pham said in How is Getvalue() Calculated?: that order.executed.value is the value of the current order position using the opening price of the NEXT period This is WRONG and this has nothing to do with broker.getvalue() order.executed.value is related to the execution price. If the execution price happens to be the opening price fine, but your definition is plainly wrong. @hiep-pham said in How is Getvalue() Calculated?: self.broker.getvalue() use the close price of the CURRENT period When you are in next, prices have already happened. The only price which can be used to calculate the last (and hence current) value is the last price, i.e.: the close