General Code/Help

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  Stop Orders behaving strangely, what's missing??!!
  • Michael172  

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  After some further digging, it looks like that the stop orders were not expiring as expected. So, they were executed at much later than designed. My understanding of "valid" parameter is not exactly correct.... probably. Anyway, I explicitly specified the valid parameter to 1 day as such: self.sell(data=d, size=self.pos[d], exectype = bt.Order.Stop, price = self.longTrailStop[d], valid = validTime) where validTime is defined as: validTime = self.data.datetime.date(0) + datetime.timedelta(days=self.params.valid) After this change, the stop orderes are expiring as expected, see below: ### 2018-01-08 IH.CFE current positions: 143.66, trade length: 3, ATR: 41.765, trade high: 2943.39, trade low: 2901.99, close: 2934.186, longStop: 2901.622, shortStop: 2946.551 2018-01-09, Status Submitted: Ref: 275, Size: -143.66, Price: 2901.62178 2018-01-09, Status Accepted: Ref: 275, Size: -143.66, Price: 2901.62178 ### 2018-01-09 IH.CFE current positions: 143.66, trade length: 4, ATR: 41.765, trade high: 2963.79, trade low: 2901.99, close: 2963.786, longStop: 2922.022, shortStop: 2946.551 2018-01-10, Status Submitted: Ref: 276, Size: -143.66, Price: 2922.02178 2018-01-10, Status Accepted: Ref: 276, Size: -143.66, Price: 2922.02178 2018-01-10, Status Expired: Ref: 275, Size: -143.66, Price: 2901.62178 ### 2018-01-10 IH.CFE current positions: 143.66, trade length: 5, ATR: 41.765, trade high: 2987.39, trade low: 2901.99, close: 2984.386, longStop: 2945.622, shortStop: 2946.551 2018-01-11, Status Submitted: Ref: 277, Size: -143.66, Price: 2945.62178 2018-01-11, Status Accepted: Ref: 277, Size: -143.66, Price: 2945.62178 2018-01-11, Status Expired: Ref: 276, Size: -143.66, Price: 2922.02178 thanks all... !
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  BackTrader plots but does not calculate trades or profits what did I do wrong?
  • Feather BTC  

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  https://www.backtrader.com/docu/timemgmt/
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  How can I use my strategy
  • HomunculusK  

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  Check the date in the next() and issue signal only for date you need.
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  How can I use transform a pandas series into a line in bt.Indicator
  • yoghurtshawn  

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  @backtrader Would you offer some vectorized implementation? Many thanks!
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  How could I plot Crossover Signal on master window(plotinfo.plotmaster == self.datas[0]) as triangle indicating where it happens??
  • xyshell  

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  You may want to create custom indicator with two lines up and down which has a CrossOver indicator inside. Something like this (not tested): class CrossOverWithArrows(bt.Indicator): lines = ('up', 'down') plotlines = dict( up=dict(marker='$\u21E7$', markersize=12.0), down=dict(marker='$\u21E9$', markersize=12.0) def __init__(self): up = bt.ind.CrossUp(smthng, smthng) down = bt.ind.CrossDown(smthng, smthng)
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  Any alternate way to plot multiple data feeds ?
  • Rushi Chaudhari  

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  @ab_trader finally found a method using Bokeh looks pretty good, thanks to @vbs :-).
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  Plot doesn't show up when running the code
  plot figure noplot • • Knolch  

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  I use Spyder and here is my solution (Some hack). Change the spyder setting : "Preferences" -> "IPython console" -> "Graphics" tab -> "Graphics backend" -> "Backend" -> "Automatic" Restart the current Console (The one inside spyder) Import below in sequence import matplotlib import matplotlib.pyplot as plt import backtrader as bt import backtrader.indicators as btind import backtrader.analyzers as btanalyzers import backtrader.feeds as btfeeds import backtrader.strategies as btstrats import backtrader.plot matplotlib.use('Qt5Agg') plt.switch_backend('Qt5Agg') Plot with iplot = false cerebro.plot(height= 30, iplot= False) Run your code and you should see a separate windows pop up
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  Information leakage ?? When I use multiple data feeds
  • Daichi Sugiura  

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  @backtrader Thank you very much for your great help, that is very helpful.
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  update/modify order (stoploss & takeprofit)
  • Guille G  

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  No, it is not.
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  How to get the next trading day's date?
  • jesseliu0  

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  Cheat on yourself as you wish.
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  Plotting only chosen data?
  • Mango Loco  

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  @run-out Thanks for your input! Unfortunately, I don't know ahead of time which assets I would like to plot. I would like to access something rank-able, such as returns of each asset, and make plotting decisions based on that (top-performing, mean, bottom-performing - for example). Any ideas or tips on achieving that?
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  Plotting - candlestick charts and highlighting economic/news events
  • kicking_potato88  

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  @kicking_potato88 hi did you find a good solution yet for plotting economic news events into Backtrader. I am trying to do the same.
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  How to convert strategy results to a dictionary without knowing parameter names
  • scottz1  

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  Thank you! _getkwargs looks like exactly what I need.
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  Lines Coupling not working
  • gercilasun  

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  You have to disable step-by-step evaluation as shown in the code. cerebro.run(stdstats=False, runonce=False). Coupling cannot be precalculated. Blog - Mixing Timeframes in Indicators
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  Plot in multiple figures
  • gionno  

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  You will need a custom plotter to do that.
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  How to synchronize callbacks from strategy.stop
  • scottz1  

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  @scottz1 said in How to synchronize callbacks from strategy.stop: I can avoid the python error by constructing the Lock object inside the strategy (then I guess it's the same process Backtrader uses) Wrong guess. There is no synchronization of anything, because nothing communicates. You are creating individual locks in sub-processes, and that's why there is no error ... and why there is no synchronization. Your best bet is to follow the recommended approach, i.e.: gather the results as returned by cerebro.run and examine each instance as returned.
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  Plotnames in Bokeh too long
  • FredYellow  

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  @FredYellow Bump
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  Metaquotes MQL 5 - API
  • Nikolai  

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  Hi, everyone. New update of both repos. All goals in MQL5-JSON-API was done. Pending orders in Backtrader-MQL5-API was finished. We will start production testing next week.
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  Help plotting a custom indicator's line object on the main plot
  • Samuel Strickland  

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  BOY, do I feel stupid. Thank you Mr. Backtrader! :)
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  AttributeError: 'Cerebro' object has no attribute '_exactbars'
  • Cameron Piccone  

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  @backtrader it can't be that, because it does print daily price points and the buy and sell numbers