General Code/Help

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  Plotting a ratio without plotting underlying data
  • lampalork  

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  Docs - Plotting - plotmaster
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  Buy and Sell Orders Execution order
  execution order margin • • sebs29  

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  @sebs29 said in Buy and Sell Orders Execution order: But I would like these orders to be executed on the close, next day. So I currently send my orders as "CLOSE". Can we achieve the same behavior ? The question as formulated makes no sense. The only thing that matters in what you previously described is ordering.
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  How to fill stop loss & limit orders at target price only if it trades through?
  • scottz1  

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  @scottz1 said in How to fill stop loss & limit orders at target price only if it trades through?: Can slippage or volume filler achieve this? Slippage, as the name indicates, can offer you slippage, i.e.: move your price away from the match price. But it does not know if a price has been crossed or not. A volume filler will allow to get matched if enough volume is there for your order (after you have for example removed volume from the current moment), but it does not know if a price has been crossed or not. If you have a limit order a price X, the platform will match at price X if reached. Obviously you may not get filled in real-life and that's the role a volume filler. In real life the price may actually never be crossed and you may still get matched. @scottz1 said in How to fill stop loss & limit orders at target price only if it trades through?: If not, is it a workaround to set my profit target at 2900.01, and accept a small inaccuracy when BT fills it on tick at 2900.25? I don't know, because I don't understand what you mean and/or what the goal would be. @scottz1 said in How to fill stop loss & limit orders at target price only if it trades through?: slip_fixed: % in units". Is that a typo Yes, it is obviously a typo from copy&paste.
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  SMA doesn't show correct values (vs Tradingview, manual python calculations)
  incorrect sma double cross • • Julianus  

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  Hello, this happens because some platforms prefetch data. Is it possible to do the same in backtrader with IB live trading? For example, if I use 1minute timeframe I want my Moving Averages be calculated using yesterday's data. Is this possible? Thanks. Alex.
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  Adding data after cerebro.run()
  • ard9000  

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  @ard9000 said in Adding data after cerebro.run(): Adding data after cerebro.run() Not after. @ard9000 said in Adding data after cerebro.run(): Can .adddata() be called during .run() ? Not during. Any other suggestions? Yes. @ard9000 said in Adding data after cerebro.run(): our FIX interface we developed for our firm with BackTrader. You are a firm, pay to get something done which fits your needs instead of being cheap.
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  Can somebody explain me how to use the heikin ashi indicator into a strategy
  • Simone  

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  @Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy: You say you want to work with the INDICATOR. @backtrader said in Can somebody explain me how to use the heikin ashi indicator into a strategy: The indicator version has with 4 output lines ha_open You get information for the INDICATOR @Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy: but is using hk.close instead of ha_close that you told me. Apparently you DON'T want the INDICATOR. You want a standard data stream transformed into a Heikin Ashi data stream. But first, if you have the indicator ... with a line named ha_close, you don't do this @Simone said in Can somebody explain me how to use the heikin ashi indicator into a strategy: self.sma=bt.indicators.SimpleMovingAverage(self.hk.ha_close[0], period=self.params.speriod) Because as pointed out by @momentum, you are passing the CURRENT value (which at the moment you actually create it ... it doesn't exist) to the SimpleMovingAverage You pass the ENTIRE line self.sma=bt.indicators.SimpleMovingAverage(self.hk.ha_close, period=self.params.speriod) If you want the transformed data you add a filter data.addfilter(bt.filters.HeikinAshi) Please read this post Blog - Release 1.9.51.121
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  Backtrader, oandapy and OandaError issues
  oanda oandapy • • Jammawind  

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  Let me venture into the crystall ball territory ... you did pip install oandapy (Yes I know, my crystal ball is incredible ... but it doesn't work with lottery numbers unfortunately) The documentation explicitly states (Docs - Oanda) pip install git+https://github.com/oanda/oandapy.git Hopefully you see the difference. Furthermore, you are installing something for Oanda REST v20 which isn't supported by the built-in functionality. That's why another part of the website lists 3rd party resources such as Oanda v20 @elihubogan said in Backtrader, oandapy and OandaError issues: can't make much progress in the QuickStart if the module won't load The Quickstart doesn't reference Oanda.
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  Backtest accuracy
  • edge7  

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  @edge7 said in Backtest accuracy: Am I right? Of course. Targeting 5-min bars is going to give a lot more accuracy than targeting 1-day bars.
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  Cerebro.run() Type Error
  • Darshil Shah  

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  @Darshil-Shah said in Cerebro.run() Type Error: I am new to this community and have just started using backtrader. Basics Rule #1 when playing chess and doing algotrading: look at what you have before your nose Rule #2: go always back to Rule #1 As such (and the top of each and every page in 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/ Without that your code is basically unreadable for human beings with two eyes (those with three may possible add an extra visual dimension and put the code back together) There are a couple of obvious things in any case: @Darshil-Shah said in Cerebro.run() Type Error: It shows TypeError: must be real number, not LineBuffer Haven't you considered that sharing the error (the trace) is as important as the code? This is telling you, that you are passing the line to an assigment, where you should be passing a float (or something which can be converted directly to a float like an int @Darshil-Shah said in Cerebro.run() Type Error: if date in date_sentiment: self.sentiment = date_sentiment[date] That code at the beginning is obviously doomed to fail, because there is no date_sentiment defined anywhere even if the code is unreadable. @Darshil-Shah said in Cerebro.run() Type Error: self.date = self.data.datetime date = bt.num2date(self.date[0]).date() A lot easier (and timezone aware if timezones are used) if you do: date = self.data.datetime.date()
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  Bracket Orders Behavior
  • kr  

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  https://www.backtrader.com/blog/2019-05-20-momentum-strategy/momentum-strategy/ and in several community threads
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  quandl dataset euronext error
  • mamos  

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  thank you very much
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  Polygon.io Data Integration
  • A Former User  

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  I am wondering the same thing. Anyone?
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  marketstore NEW data feed complete code & example
  • blonc  

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  Were you ever able to integrate polygon.io? @blonc
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  Data Backfilling Issue
  • Michael Scofield  

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  @chuka said in Data Backfilling Issue: so how to backfill before 100 hour data from oanda in start? You ask for a start date which is 100 hours in the past ... actually more, because in most cases the trading calendar won't be 24x7 ... there isn't an exact science to backfilling.
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  Strange behavior with cheat_on_open – or that might have nothing to do with it
  • Jeff Vahue  

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  When using cheat-on-open: The indicators have not been recalculated and hold the values that were last seen during the previous cycle in the equivalent xxx regular methods From: Docs - Cheat-On-Open
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  How to query data from InfluxDB into Backtrader?
  • Bozz srinikorn  

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  There is no tutorial. You have to provide values for the parameters. The code will do the query for you. It has exactly the same usage pattern as any other data feed, but the code will connect to an Influx Database to fetch the data from it.
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  Bracket order persistence in live trading (IB) across sessions
  • Purinda Gunasekara  

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  You have to copy the attributes. Strategies don't need any kind of repopulation. As for the broker, you will have to add the orders without triggering spurious notifications which would be a kind of false positives given to the strategies
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  Pyfolio integration in backtrader 1.9.36
  pyfolio • • cnimativ  

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  @cnimativ said in Pyfolio integration in backtrader 1.9.36: TypeError: 'module' object is not callable This error statement TypeError: 'module' object is not callable is raised as you are being confused about the Class name and Module name. The problem is in the import line . You are importing a module, not a class. This happend because the module name and class name have the same name . If you have a class "MyClass" in a file called "MyClass.py" , then you should import : from MyClass import MyClass In Python , a script is a module, whose name is determined by the filename . So when you start out your file MyClass.py with import MyClass you are creating a loop in the module structure. In Python, everything (including functions, methods, modules, classes etc.) is an object , and methods are just attributes like every others. So,there's no separate namespaces for methods. So when you set an instance attribute, it shadows the class attribute by the same name. The obvious solution is to give attributes different names.
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  Maintaining BT's Reputation
  • Honest Coder  

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  Can't acees to the datas for indicators
  • camizulub  

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  Done. Solution : It gets the datasx if I move the indicators into the init of the class (strategy). I am trying to do a Data Replay, calculating the indicators in a higher Time Frame but trading in the close of the smallest time frame. Is this the right approach?