General Code/Help

• Y

  Number of digits after the comma
  • YELNAr  

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  I solved this problem, thanks
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  sell a position after 2 days
  • PatrikMuniak  

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  @PatrikMuniak every next() you call notify_order() and set your self.bar_executed to length of the data. So your self.duration vaule is equal to 1 on every next() call. No surprise you have no sells.
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  Plot absolute rates values on y axis
  • uelel  

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  Without really understanding what you mean with "rates", it seems the value of your asset moves around 1.14-1.15 with a very small variation. The variation is so small that matplotlib changes the representation to accommodate such a small variation, indicating the reference value at the top with 1.145 You will have to dig in the matplotlib documentation to understand how this may be changed.
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  Load existing orders from broker
  • Thiago P.  

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  Indeed. Each broker implementation is responsible for such an action.
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  position tracking
  • kam dorra  

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  The strategy getposition method relies always on the information provided by the broker instance. It's in the broker code.
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  Buy Order Works on 1st Data Feed And Not on 2nd Data Feed
  • Squirrel Singing  

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  @ab_trader I've up your reputation too!
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  Live trading multiple strategies, each one on a separate data feed
  • vladisld  

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  Ended up with just a small change that 'fixes' the issue for me (probably not the best fix of cause): diff --git a/backtrader/feeds/ibdata.py b/backtrader/feeds/ibdata.py index ab3c184..84cff62 100644 --- a/backtrader/feeds/ibdata.py +++ b/backtrader/feeds/ibdata.py @@ -408,7 +408,7 @@ class IBData(with_metaclass(MetaIBData, DataBase)): def reqdata(self): '''request real-time data. checks cash vs non-cash) and param useRT''' - if self.contract is None: + if self.contract is None or self._state == self._ST_LIVE: return if self._usertvol: Thanks
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  Unable to Figure out Leverage
  • Developing Coder  

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  By the way ... in all cases it's a very bad idea to go All-In (no, All-In is not the new black) If you use futures and try to go All-In, the slightest move against your entry price will have your broker closing your position until you meet the margin again (read the documentation from your broker), which means you can no longer 100% recover. Use proper position sizing.
• O

  Help importing tick data...
  • Oliver Bradley  

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  https://www.backtrader.com/docu/dataautoref/#genericcsvdata You have to indicate the position in which column each field is and which fields are not present (with -1) In your loading example not a single column is specified and the code tries to find the values in the default column ordering (datetime, OHLCV) In any case, your data is NOT tick data. Your data is bid/ask, which isn't the same. You have to choose in which fields you want to load the data.
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  Starting with Interactive Brokers (IB) - no data feed
  • rluc99  

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  One comment that I see. I believe that we can remove the parameter on timeframe in stockkwargs so that it becomes as follows since we will be resampling the data anyway later on stockkwargs = dict( rtbar=False, # use RealTime 5 seconds bars historical=True, # only historical download qcheck=0.5, # timeout in seconds (float) to check for events fromdate=datetime.datetime(2019, 9, 24), # get data from.. todate=datetime.datetime(2019, 9, 25), # get data from.. latethrough=False, # let late samples through tradename=None # use a different asset as order target
• S

  Net Profit/Loss Observer Misconfigured
  • student  

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  Okay fixed that issue as well using cerebro.addobserver(bt.observers.BuySell, barplot=True) .
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  Daily Resample Data
  • Squirrel Singing  

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  Re: Daily Resample Data The problem is solved after I remove timeframe and compression parameter in getdata(). Can I ask why would that resolve the problem? Is the inclusion of parameters, timeframe and compression, in ibstore.getdata() redundant if I were to specify a value for rtbar? See below correct code. import backtrader as bt import datetime as dt import pytz class Test_Strategy (bt.Strategy): def next (self): self.log (self.data.close[0]) def log (self, text): print (self.data.datetime.datetime(0),": ", text) if __name__ == '__main__': ibstore = bt.stores.IBStore (host = '127.0.0.1', clientId = 100, port = 7497) data = ibstore.getdata (dataname = 'GBP.USD-CASH-IDEALPRO', rtbar = False, historical = True, fromdate = dt.datetime (2019,4,25), todate = dt.datetime(2019,10,26), tz=pytz.timezone('US/Eastern'), ) cerebro = bt.Cerebro() cerebro.resampledata (data, timeframe = bt.TimeFrame.Days, compression = 1) cerebro.addstrategy (Test_Strategy) cerebro.run()
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  Automatically choose between bid/ask price at position opening/close
  • uelel  

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  No one has replied

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  Execute trade immediatly after a stop is hit
  • student  

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  Thanks for bearing with, I added cerebro.broker.setcommission(leverage=100) now everything works how I want it. Thanks.
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  Stop plotting trades on resampled data
  • CooleRnax  

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  These trades are shown by Trades observer. Remove it from the code.
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  optstrategy() get error， help me, thanks.
  optstrategy • • MuSaCN  

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  Your strategy is not defined when being unpickled in a slave process due to the "strange" ordering in your code. I would suggest you look at the sample and use a conventional ordering, with "declarations" first and "execution" afterwards.
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  IndexError: array index out of range
  • YELNAr  

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  @ab_trader said in IndexError: array index out of range: If you need some advice, you may want to share full script. Not just arbitrary piece of it. Indeed ... although this time @YELNAr said in IndexError: array index out of range: if (self.data.close[2] < self.sma and self.data.close[2] It should be clear that looking into the future is still a very difficult feat.
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  How to change the index of indicator to the opposite ？
  • MuSaCN  

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  @MuSaCN said in How to change the index of indicator to the opposite ？: Is there any other way besides the function ? I don't know which "function" you may be referring to, because there is no such function. But if you want to change the semantics of backtrader about what's the past and what's the future, you should consider using something else. The semantics were chosen to stay as close as possible to the semantics of "last" in Python (i.e.: -1) and have a pivot point around 0 (Python has no notion of a pivot for an array)
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  Error at the end of backtesting if I use resampled data
  • CooleRnax  

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  @ab_trader said in Error at the end of backtesting if I use resampled data: Seems you didn't set time frame and compression for baseline data. If I remember correctly bts default time frame is Daily. So you are re-sampling from days to intraday now. Thanks! It worked! timeframe, compression = GRANULARITY[freqs[0]] data = bt.feeds.PandasData( dataname=data_raw, openinterest=None, timeframe=timeframe, compression=compression, )
• S

  Is it possible to get the exact time of the X axis of the plot?
  • student  

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  https://community.backtrader.com/topic/1996/how-can-i-show-datetime-rather-than-just-date-in-x-value-in-plot/