General Code/Help

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  self.stats.broker.value[0]
  • AmblerYu

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  That's an observer called Broker.
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  Logging enter/close a long/short position in SignalStrategy
  • ciril.pl

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  Those notifications as such don't exist. You can track the Trade instances you get notified via notify_trade which will contain that information Docs - Strategy Docs - Trade
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  Creating Bid/Ask pandas datafeed error
  • gaya0007

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  Thank you for that, removed it!
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  cant plot talib candle-patterns when loading a pandas datafeed
  • greg nwosu

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  Do we need any other method than next in our strategy class for rapid prototyping?
  strategy • • backtrader14

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  How to execute a buy sell order in backtrader?
  strategy execution buy strategy • • backtrader14

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  @ab_trader said in How to execute a buy sell order in backtrader?: ot the results, you might see that you buy at each bar when sma is more than close and sell at each bar when sma is less than close. This is not crossover strategy. Yeah saw that mistake late. It seems this crossover strategy doesn't work with AAPL I tried a RSI method which seems to work.
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  whats the difference between a line delay and negative lookup
  • greg nwosu

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  @greg-nwosu said in whats the difference between a line delay and negative lookup: your thoughts please Run a speed test and use the syntax which better suits you.
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  Interactive Broker Live Trading
  • msfinedu

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  The IB store/broker concept was developed for a single account concept.
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  Question on resampledata with 1min data to 60 mins
  data resample data-resample • • tradersatz

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  @backtrader said in Question on resampledata with 1min data to 60 mins: The easiest to would be to substract 15 minutes to all your timestamps with a filter and then resample. Playing around more with different resample mintues, 15 mins setup cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=15) result: 2019-02-26 09:30:00, 10794.00,10843.45,10789.55,10805.00,1605225 2019-02-26 09:45:00, 10805.30,10807.30,10775.05,10782.00,912975 2019-02-26 10:00:00, 10782.00,10786.25,10761.00,10764.80,825375 . . . 2019-02-26 15:00:00, 10878.05,10879.90,10817.00,10834.90,822975 2019-02-26 15:15:00, 10833.20,10844.00,10823.00,10829.00,563325 2019-02-26 15:30:00, 10828.05,10835.90,10821.85,10822.00,849300 30 mins setup cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=30) result: 2019-02-26 09:30:00, 10794.00,10843.45,10789.55,10805.00,1605225 2019-02-26 10:00:00, 10805.30,10807.30,10761.00,10764.80,1738350 2019-02-26 10:30:00, 10764.45,10777.35,10725.20,10775.20,2370375 . . . 2019-02-26 14:30:00, 10849.90,10866.00,10837.05,10864.75,931950 2019-02-26 15:00:00, 10865.80,10892.80,10817.00,10834.90,1656675 2019-02-26 15:30:00, 10833.20,10844.00,10821.85,10822.00,1412625 60 mins setup cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=60) result: 2019-02-26 10:00:00, 10794.00,10843.45,10761.00,10764.80,3343575 2019-02-26 11:00:00, 10764.45,10806.35,10725.20,10794.85,3613125 2019-02-26 12:00:00, 10793.00,10847.05,10792.75,10827.85,2194800 2019-02-26 13:00:00, 10828.00,10874.00,10815.75,10853.10,1884750 2019-02-26 14:00:00, 10851.15,10862.00,10827.00,10849.90,1200000 2019-02-26 15:00:00, 10849.90,10892.80,10817.00,10834.90,2588625 2019-02-26 15:30:00, 10833.20,10844.00,10821.85,10822.00,1412625 As per my findings, It's working fine for 5, 10, 15 mins! It's not working for 30 mins and 60 mins. When I says not working, first bar in 60 mins should be 10:15, instead of 10, and for 30 mins, first bar to be 9:45. I'll dig into the code as well.
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  What is the alternative for bt.analyzers.BasicTradeStats?
  • backtrader14

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  If you are looking for trade stats, than you may want to use TradeAnalyzer or Closed trade list (including MFE/MAE) analyzer.
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  How to feed a custom pandas dataframe in backtrader?
  • backtrader14

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  I have solved the problem thanks to @backtrader and this previous thread. The problem was in my inheritance of PandasData class. I have been using bt.feed.DataBase and bt.feed.PandasData objects for inheriting to my custom class but both were wrong it was bt.feeds.PandasData. This is my working code. from datetime import datetime import backtrader as bt import pandas as pd from pandas_datareader import data as pdr data = pdr.get_data_yahoo('AAPL', start=datetime(2017, 8, 13), end=datetime(2018, 8, 14)) data.columns=['high', 'low', 'open', 'close', 'volume', 'adj_close'] data['pct']=data.close.pct_change(1) data['pct2']=data.close.pct_change(5) data['pct3']=data.close.pct_change(10) class TestStrategy(bt.Strategy): def next(self): #print("hello") print(','.join(str(x) for x in [self.datetime.datetime(0), self.data.pct2[0]])) cerebro = bt.Cerebro() cerebro.addstrategy(TestStrategy) class PandasData(bt.feeds.PandasData): lines = ('adj_close','pct','pct2','pct3') params = ( ('datetime', None), ('open','open'), ('high','high'), ('low','low'), ('close','close'), ('volume','volume'), ('openinterest',None), ('adj_close','adj_close'), ('pct','pct'), ('pct2','pct2'), ('pct3','pct3'), ) #df = bt.feeds.PandasData(dataname=data) df=PandasData(dataname=data) cerebro.adddata(df) cerebro.run() And thank you backtrader for the help.
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  Different strategy output for different cash input
  • TheRoque

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  Ok, nevermind, this was indeed related to the sizer. So basically, the default sizer is set to 1. However, with 100 currency, I couldn't buy 1 ETH until it was at the all-time low. This is why coincidentally I was buying at the ATL, giving me a huge ROI
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  Taking the sign on a indicator signal
  • SkullTech

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  Individual operations (i.e.: dynamic lines created through operations) are NOT indicators and only indicators do plot. You should properly wrap things in the proper structure if you want them plotted. See Docs - Plotting
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  Help with coding a position reversal strategy
  • SkullTech

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  Yes, you close blindly when entering the market.
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  Problem with live trading in Trader Workstation
  • Andrew

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  @andrew said in Problem with live trading in Trader Workstation: If I trade in TWS manual, no need to buy permission for stocks You don't need permissions because you are not asking from any data via the API. @andrew said in Problem with live trading in Trader Workstation: If I trade in TWS with an algorithm using backtrader or another platform for live trading or paper trading, I need to buy permission. You ask for data via the API, hence the need for you to have the right set of permissions.
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  Bracket order persistence in live trading (IB) across sessions
  • Purinda Gunasekara

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  The IB store implementation isn't designed for persistence across session. @purinda-gunasekara said in Bracket order persistence in live trading (IB) across sessions: Keen to know other approaches or a potential solution for this. You need to implement a custom IB Store/Broker.
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  Do Operators use Lazy evaluation?
  • greg nwosu

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  AND refers to both the condition holding true/false and or refers to one of the conditions holding true/false. for example: val1 = 5.0 val2 = 6.0 if val1 > 2.0 and val2 < 10.0: print(True) this would fail if val2 was infact greater than 10.0 for the 'OR' case: val1 = 5.0 val2 = 6.0 if val1 > 2.0 or val2 == 10.0: print('only condition one is true')
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  Why is backtesting speed very slow?
  • Zeroc

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  @backtrader sorry i LOVE backtrader, im not really experiencing performance issues anymore, made backtrader run with python=3.7.3 , instead of python 3.5 as recommended on the compatibility list. And now my plotting is fine.
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  Order continuity after system restart
  • rymdluo

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  You need a custom broker in which you feed the pending orders.
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  Problem with YahooFinanceData
  • Sasha

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  By getting data from a provider which offers you data with intraday resolution. From other thread you are also trying to do things with Interactive Brokers but you have no data permissions. See: Interactive Brokers is very cheap as a data provider and will cost you nothing if you generate commissions. Some will argue about the quality of the data, but it is at least a starting point and in most cases more than enough. But you need to subscribe. You are not going to find intraday data (except maybe for Forex, which isn't of course centralized and is provider dependent) for free falling from the sky.