General Code/Help

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  How execute a close order with a Stop Loss in place (without waiting another "next")
  • cwse

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  @cwse said in How execute a close order with a Stop Loss in place (without waiting another "next"): I have tried self.cancel followed by self.Close in the one Next() iteration, but if the Stop has not yet been Accepted by the Broker (i.e. was recently created), it appears this "self.cancel" step doesn't work (and you have to wait another next iteration). This is plainly wrong. Unless "recently" means you have created it in the same iteration, in which case your logic is flawed, because you create and cancel an order in the same iteration. In any other case the broker will accept orders before you have your chance in next. @cwse said in How execute a close order with a Stop Loss in place (without waiting another "next"): It seems you have to first cancel the Stop, then wait until the next "next" iteration to "Close" the position. But working with daily data, this means up to 3 days before you can get out of the market. It seems wrongly. Cancel the stop and issue a close.
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  I set bt.TimeFrame.Days, with interactive brokers, but getting ticks?
  • rami

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  That's a huge statement. You faced a problem, which doesn't mean it doesn't work in a stable manner. In any case, there is not much advice I can offer, except for things like decreasing the number of symbols you request from IB simultaneously (that seems to work like a charm for everyone who doesn't know about the limitations placed by IB)
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  Find if an open position is a losing position
  • Trade Prophet

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  You could create a dictionary in strategy.init. In notify_order: order.completed, insert an item with either the symbol or order.ref as the key, and either the order object (to later retrieve size and price), or order.executed.price as the value.
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  Not able to fetch live data from IB but works with Yahoofinance
  • Tomas

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  You may of course consider: Am I producing debugging information? Have I activated the debug mode of the Interactive Brokers data? Is 10-seconds asking for too many when looking backwards to 2019-01-01? Am I attempting a historical download or do I want to trade real-time? Am I talking to the Fake-Data Demo, Paper Trading Account or Live Trading Account? Do I have the right data permissions? That's the minimum information you should have at hand. Algotrading involves engineering and being thorough. And sorry, comparing a Yahoo download with connecting to a live broker (even if in Fake Data mode) is not really a comparison.
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  Tips for better/faster code in my custom indicator - Absolute Strength Histogram
  • ng_joehoong

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  InfluxDB+Grafana for simulation report
  analyzer ohlc influxdb grafana json • • barton05

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  I save in file it's ok, but I want disable the on-screen display ?
  • mamos

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  @Robin-Dhillon Thank you so much for your help! It works perfectly :)
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  Print Date column from the date is in Float (737069.9999999999 ). How to get the correct date format while print
  • suresh_trader

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  Docs - Quickstart - Our First Strategy: def log(self, txt, dt=None): ''' Logging function for this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) Also bt has two functions to convert date to/from numbers: date2num and num2date.
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  How to implement Percentile indicator?
  • rami

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  It would seem you are looking for the PercentRank indicator. Docs - Indicator Reference
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  Cancel Order
  • KT

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  @suresh_trader said in Cancel Order: How to cancel all the pending stop and limit order by end of the day which is not executed due to the market price not reaching the order price level By keeping the references when created or notified as "Accepted" and then canceling them if the system has not notified completion or cancellation.
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  Access get_credit_interest in next()
  • cwse

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  Thanks @backtrader, sounds good. Any tips how I could edit the following commission scheme to do just that? class CommInfo_Custom(bt.CommInfoBase): params = ( ('commtype', bt.CommInfoBase.COMM_PERC), #commission to be understood as % # Custom broker commission fee params: ('min_fee', 0), # The broker uses a %commission fee, with the "min_fee" as the minimum fee per trade. ) def _getcommission(self, size, price, pseudoexec): commvalue = abs(size) * price * self.p.commission # %based commission value commvalue = max(self.p.min_fee,commvalue) # choose the greater of $min_fee and percentage calculated return commvalue Much appreciated
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  with Interactive brokers backtrader crash
  • rami

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  found issue - just replace with resampledata to replaydata
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  Bt on AWS, jupyter notebook crash
  • toinou222

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  Position sizing and stop losses mess up trading strategy
  • howardhh

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  @ab_trader Ahhh I see. All fixed up. Thanks heaps.
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  IndexError: array index out of range when dealing with RSI indicator
  • iHustling

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  @ihustling said in IndexError: array index out of range when dealing with RSI indicator: If you were wondering where I got the EMA indicators from, you mention SMA throughout the Quickstart guide and on your Github home page Respectfully but truly sincere: you haven't read the docs. Sorry, you seem to be in a rush and the trees are not letting you see the forest. @backtrader said in IndexError: array index out of range when dealing with RSI indicator: def next(self): fast_ema = bt.ind.ExponentialMovingAverage(period = 5) slow_ema = bt.ind.ExponentialMovingAverage(period = 10) rsi = bt.ind.RSI(period = 10) You WILL NEVER see those indicators (nor any other) defined inside the next method. From the Quickstart Guide: Permalink to the section: https://www.backtrader.com/docu/quickstart/quickstart.html#adding-an-indicator def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None # Add a MovingAverageSimple indicator self.sma = bt.indicators.SimpleMovingAverage(self.datas[0], period=self.params.maperiod) I know it's tempting to go very quickly and be winning the first millions during your first days of algotrading, but I do truly believe you should read the docs. Be it backtrader, be it any other platform. Even if you look at the GitHub page the code looks like this class SmaCross(bt.SignalStrategy): def __init__(self): sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
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  How to execute(buy or sell) create and execute operations at one time?
  • Sasha

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  Is it possible to apply "Cheat on Open" and Cheat on close" for specific trades (i.e. for select order placements), as opposed to applying it across the board in cerebro: cerebro = bt.Cerebro(cheat_on_open=True)?
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  Sizer for CryptoCurrencies
  crypto sizer bitcoin • • Luca Lach

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  Maybe this will help someone... I had the same issue and solved it by using a percentage of my portfolio class Antoine_sizer(bt.Sizer): params = (('prop', 0.1),) def _getsizing(self, comminfo, cash, data, isbuy): """Returns the proper sizing""" if isbuy: # Buying target = self.broker.getvalue() * self.params.prop # Ideal total value of the position price = data.close[0] size_net = target / price # How many shares are needed to get target size = size_net * 0.99 if size * price > cash: return 0 # Not enough money for this trade else: return size else: # Selling return self.broker.getposition(data).size # Clear the position
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  What's wrong with my VWAP indicator?
  • Hamid Zargar

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  @hamid-zargar said in What's wrong with my VWAP indicator?: Also, I've noticed the when I initiate my VWAP indicator in my initializing function for my strategy, it alters the output of my trades and results although I havn't incorporated the VWAP in my trading logic yet Yes you have. Because you change the minimum warm-up period. Please read: Docs - Operating the Platform
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  How do i check an order type?
  • Hamid Zargar

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  @ab_trader Thanks! I came to the same conclusion a couple hours after
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  Which one is the best IDE for plotting using backtrader in tkinter mode in windows 10
  • bng

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