General Code/Help

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  Restarting Backtrader for every candle
  • Sandro Böhme  

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  @backtrader said in Restarting Backtrader for every candle: @vladisld said in Restarting Backtrader for every candle: Just curious - why add the dependency on Google API - just because it fits into the always free plan ? It's the Google like Amazon Lambda. It is the current trend to have serverless services. Instead of managing a server, a script/function/piece of code is the thing to manage. The rest is managed in the background by the provider (Google, Amazon, ...) BTW: The problem with Amazon Lambda, Google Functions and so on is, that those code usually needs a lot of dependencies with makes startup time of this code very long. Backtrader is a very very good fit in this aspect as it doesn't has this problem!
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  Failover / Recoverability of a Backtrader strategy
  • Sandro Böhme  

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  Idiomatic way for adding multiple ibstore live data with different resampling and the same backfill start date
  • z_kvn  

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  I found a similar exception as well. Does anyone have some idea about this problem?
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  Problem: End Of Session not being updated
  • vbs  

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  Slow backtesting with FixedSize filler
  • bfruergaard  

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  The filler is ONLY called in two situations: Order execution Order submission (when checking if there are enough reserves to let an order into the system) The 2nd is actually an oversight, given the functionality was added later, because it may let some orders into the system which shouldn't go in. Submission check can be disabled with the parameter: checksubmit of the broker, setting it to False (or calling the method set_checksubmit(checksubmit) of the broker) In any case submission only happens once, so it won't affect each iteration.
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  It is not a bug,but something let code more pretty . code in backtrader/lineiterator/DataAccessor
  • tianjixuetu  

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  Square off on last/current bar close?
  • Deepak Pandey  

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  @Deepak-Pandey said in Square off on last/current bar close?: on the last bar of the backtest The last bar is the last and has already been seen by the broker. You cannot close positions when the bar is the last one. Only if you use cheat-on-open (which means you do it before seeing the bar unless you choose to really cheat yourself) Docs - Broker - Cheat-On-Open - https://www.backtrader.com/docu/cerebro/cheat-on-open/cheat-on-open/ @Deepak-Pandey said in Square off on last/current bar close?: on the close of the current bar when a condition is met Using cheat-on-close in the broker and methods of the strategy, like close, buy, sell, order_target_percent, depending on your personal taste. Docs - Broker - https://www.backtrader.com/docu/broker/ Docs - Strategy - https://www.backtrader.com/docu/strategy/
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  How to notify SL/TP orders created with buy_bracket?
  • uelel  

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  @backtrader Thank you for your explanation. Thanks, if order.ref == self.order[1].ref: # notify stop loss elif order.ref == self.order[1].ref: # notify target profit did the trick.
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  Metaquotes MQL 5 - API
  • Nikolai  

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  It is obviously not possible. https://www.metatrader5.com/en/terminal/help/algotrading/strategy_optimization The code from Nikolai is a bridge to let something written in backtrader use MT5 as a data feed and as broker. An optimization run in Metatrader runs agents which you select (and no, something developed in backtrader is not an agent). See the article and pictures.
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  Maximum number of data lines?
  • kriku  

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  @kriku said in Maximum number of data lines?: I create an Observer for each feed With 215 data feeds it seems really pointless to create Observers, which are meant for plotting. @kriku said in Maximum number of data lines?: self.my_indicators[symbol] = MyIndicator(data) There is no other way to use indicators But if your indicators calculate the trajectory of rockets from the Earth to Pluto on each iteration ... it's going to take time. The article shows that indicators are also created for each data feed (100 in the sample) Without code ... there is no diagnostic which is possible.
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  I read the code about backtrader/utils/autodict/AutoDict,but find something maybe wrong...
  • tianjixuetu  

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  It's code that was tested for development and considered, was left there but nullified. @tianjixuetu said in I read the code about backtrader/utils/autodict/AutoDict,but find something maybe wrong...: I also find many errors Which you of course duly reported.
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  Help with plotting
  • ebonetti  

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  I do agree that the problem relies in that specific line in backtrader and it should be solved. BTW for anyone wondering: my "full sample code" trick wasn't working anymore, so I scrapped it (and deleted the associated colab file). I'm not using backtrader anymore nor (back)trading in general. 🤷‍♂️
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  wrong price when cheat-on-open and resampledata at the same time
  • Jingsi  

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  @backtrader Thank you, I've learn a lot today.
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  Simple stoploss within next function
  • aviral  

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  And ... why don't you try it? Experience is the mother of science. The documentation linked by @ab_trader does even detail how to issue the orders manually, which obviously implies you can skip some of the steps in the manual setup
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  Is this a bug for broker?
  • Jingsi  

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  Does backtrader suppress logging emitted to stdout by the Python logger internally to Cerebro?
  • PatternMatching  

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  Because it does everything it was intended to do and a lot more. It covers most use cases and has a lot more features than any other (afaik)
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  Pyfolio Integration Error : Grouper and axis must be same length
  • Aadhunik Sharma  

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  Pyfolio integration is deprecated due to API changes Pyfolio was not designed for intraday data.
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  Missing Trades in backtrader ?
  • Aadhunik Sharma  

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  @Aadhunik-Sharma said in Missing Trades in backtrader ?: I need urgent help regarding missing trades And which info do you provide to sort out the mystery? A chart? Urgency? You know this is unpaid open source, don't you? @Aadhunik-Sharma said in Missing Trades in backtrader ?: I am facing this issue from last 6 months You probably want to reformulate that sentence. Is something you have been experiencing the last 6 months? Is is something affecting the last 6 months of your data?
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  Plot doesn't show up when running the code
  plot figure noplot • • Knolch  

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  @sobeasy It seems to me that your solution should work. But it blows up for me (Spyder 3.3.6, Anaconda3, Win10 64 bit). Somehow, it really wants tkinter! ImportError: Cannot load backend 'TkAgg' which requires the 'tk' interactive framework, as 'qt5' is currently running Time to try VS Code; PyCharm's footprint is too heavy.
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  Bid and ASK on live trading with IB
  • YELNAr  

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  https://community.backtrader.com/topic/1539/get-bid-ask-price-and-size-on-interactive-brokers-data-feed/3 In any case, asking the question in many different threads is not going to change the reality.