General Code/Help

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  Running multiple symbols data feeds in live IB
  • orenshkol  

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  @orenshkol said in Running multiple symbols data feeds in live IB: So I set qcheck = 0.001 which does synchronizes the datas when they are all available, which seems to be the best solution The problem (or back side) of such qcheck setting is a high CPU load during live trading. See my previous post about it (https://community.backtrader.com/topic/2346/high-cpu-load-during-pre-market-live-trading-and-adaptive-qcheck-logic).
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  Need some helps on issue: "IndexError: array index out of range"
  • yi li 0  

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  @ab_trader Got it . thank you!
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  FileNotFoundError: [Errno 2] No such file or directory
  • Wen Chang  

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  Placing order to broker from notify_order() causing 1 candle lag
  • Tejas Pinge  

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  Share the script please. It is not clear what do you try to achieve. notify_order() is called than your orders are processing, but looks that you don't have them yet. So it should not be called at all.
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  Still no one here who could help me with this?
  • Eycke Langhans  

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  At least it is faster when waiting for another month and half.
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  Problem getting data and placing order in live IB
  • Steven Johnson  

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  Comparing TWS API logs for both scenarios would probably help.
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  Simple Sample code to Backtest an OCO model
  • J Amin  

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  How useless are you?
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  High CPU load during pre-market live trading and "adaptive qcheck" logic
  • vladisld  

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  Help with plotting
  • ebonetti  

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  @Jean-Frederic-Plante Worked perfectly. Thanks for the solution!
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  Bracket order only with Stop
  • Rumen Nenov  

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  @backtrader thank you for the guidance. I read the documentation but I struggle to implement it. Why it seems pointless and illogical? In fact many brokers give you a choice what to include in the bracket order (stop only, limit only, or stop/limit). What is wrong in having a stop to prevent you from excessive loss while working your own logic about the closing conditions.
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  Options for forward filling in Live mode
  • vbs  

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  strategy.getposition returning different values for same ticker on different timeframes
  • Mark Weaver  

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  @backtrader OK thanks for response :) It has nothing to do with me expecting an AI to have belief in other AI entities or any of whatever you're trying to imply. It has to do with the simple expectation--of a framework--that a BUY order executed for a given symbol will have a position size reflected in any query on that same symbol, regardless of whatever timeframe the orders or queries are being executed on. It is counter-intuitive to operate in any other way. I will work around that, and I will see what Alpaca has to say and post back here if its relevant. Cheers!
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  Issue with extending a data feed
  • sirbradflies  

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  The resampler filter wouldn't know what to do with extra lines (add, max, min, sub, multiply, take the 3rd one, take the last ...) and works only with the fields for which it has a rule, the standard ones. You can create a 2nd data feed, assign your desired fields to open (keep 1st), high/low (keep max/min), close (keep last), volume (add) and use that resampled to match the timeframe of your master data feed. Or create your own resampling filter.
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  two PivotPoints in different data，how to getvalue at same datetime?
  • magieva  

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  Since your other compression is 60*24 and 24 > 20, the answer is 0 (and depending on the stage of the resampling even partially 1, which is actually the future)
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  "Ambiguous contract: non/multiple answers received" error
  • vladisld  

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  After further check - it seems the problem was caused by my own changes. The warning messages were pushed by mistake to the same message queue that was used by 'reqContractDetails'. My apologies. Please ignore this topic.
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  position problem：how to get order Index？（when I print position show “Opened: 0.01” ）
  • magieva  

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  Thank you for your answer. I am used to MT4. The operation habit of order affects my understanding. After understanding, I can think of an application: Calculate used margin if order.status in [order.Completed]: # marginUsed for bit in order.executed.exbits: self.marginUsed += bit.openedvalue - bit.closedvalue If this is not right, please give me suggestions and thank you again for your reply
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  TypeError: __init__() got an unexpected keyword argument 'size'
  • Ross Coates  

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  See here: https://community.backtrader.com/topic/2330/typeerror-init-got-an-unexpected-keyword-argument-size
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  TypeError: __init__() got an unexpected keyword argument 'size'
  • Ross Coates  

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  @Ross-Coates said in TypeError: __init__() got an unexpected keyword argument 'size': ''' In any case let me point out that those three ticks (i.e ' vertical) are not backticks as in ` You may want to directly copy the ticks from the announcement at the top of the forum For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
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  IB Data subscriptions stop working upon 2105/2106 errors during live trading in paper account
  • vladisld  

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  Strategy execution on different timeframes and multi-data
  • RandyT  

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  @stochastick Just enumerate through the datas in a pythonic way by referencing d. if len(d) > self.lenofdata.... If you reference self.datas[1] you'll only ever access self.datas[1]. Each timeframe and datafeed will have its own data in datas. datas[0] datas[1] datas[2]... datas[n]. Also self.len has the potential for a keyword conflict. I suggest following backtraders example above. Have you reviewed the multiple datas example? You might want to search that out.