General Code/Help

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  Filter on Replaydata
  • algoguy235

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  Ok, I see the point. Thank you.
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  Executing at VWAP
  • hbf

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  Issue limit or stop order using current VWAP. If price will cross it during next bar, than your order will be executed.
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  Multi Data Feed Plotting Issue
  • Michael Scofield

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  @backtrader Hey thank you for replying. @backtrader said in Multi Data Feed Plotting Issue: I fail to understand your expectation. They are not overlapping, they are close to each other, which is what one would expect when plotting to things with a very similar price on the same axis. I am not saying those lines are overlapped. I said : They overlapped and only ask data remains (top-left corner). I mean those numbers on top-left corner. Sorry for confusing. I want to show both bid and ask data feed's details on top-left corner, something like this: sma_bid_open (15) 1.20 sma_bid_high (15) 1.20 sma_bid_low (15) 1.20 sma_bid_close (15) 1.20 bid_data (1 Min) O :1.20 H : 1.20 L : 1.20 C : 1.20 sma_ask_open (15) 1.20 sma_ask_high (15) 1.20 sma_ask_low (15) 1.20 sma_ask_close (15) 1.20 ask_data (1 Min) O :1.20 H : 1.20 L : 1.20 C : 1.20 Can it be done? If so, how? Also I want to ask can I set both cheat-on-open and cheat-on-close to True ? I mean like this : cerebro.broker.set_coc(True) and cerebro.broker.set_coo(True) at the same time. Again, thank you for your reply.
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  `IndexError: array index out of range` with resampled data.
  • G_will

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  @g_will said in `IndexError: array index out of range` with resampled data.: But I dont know why... Because you haven't read the manual: Docs - Platform Concepts - See Stage 1 and Stage 2
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  How to calculate the highest close value in a period except current close value?
  • G_will

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  @g_will said in How to calculate the highest close value in a period except current close value?: # except current close value btind.Highest(self.data.close(-1), period=n-1) close(-1) excludes the current close from the calculation, so it would seem to fit your purpose perfectly. Whether you use n or n - 1 is really up to your expectation of how many data points have to be included.
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  GenericCSVData does not take time, only takes date
  • bng

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  Thank you @ab_trader very much to help me.
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  next() not generated anymore after "IB and Trader Workstation connectivity lost"
  • you

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  Hi, thanks for this thread. The behavior of my system is slightly different. Between -1100 and -1102 I get sometimes some None messages, or one or more RTVolume, - it changes from time to time, - but only during night, when IB is restarting something. When I simulate this case by interrupting the internet-connection everything works as it should work. I testet different versions of TWS/Gateway on Mac against IB papertrading. My fix is similar to @vytautas-a 's one.
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  Example code for live trading using binance
  • Noah Bastola

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  Hi @Rodrigo Brito, On another note, have you faced any other major/minor issues/bugs while running the Backtrader+CCXT live so we need to be aware of before go live? Any special error handling or Binance broker specific issues we might face? Thanks
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  Repeated days in multi symbol strategy
  • Batman

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  Many thanks for the explanation! It is now clear! I'm realizing a multi symbol strategy can create a complex synchronization scenario. It is not enough to just copy a “single symbol” strategy, you need to pay attention to the many details and situations that can occur. Thank you very much!
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  Closing all open positions EOD
  • roony16

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  You issue stop order, but if you want to close the position immediately, than it have to be market order.
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  next function is not being called every day
  • גיל ספיר

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  Information provided @גיל-ספיר said in next function is not being called every day: print(self.datas[0].datetime.date(0)) Possible diagnostic: ...
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  Error due to time management
  • jguerre5

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  Could you point me to the general section of the code that's causing the problem? Alternatively I could paste my code as text.
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  existing order info from ibbroker
  • dongiulio

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  The existing broker doesn't implement that functionality. Store the orders when notified in your own non-volatile (database, file, ...) and retrieve them as needed.
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  params values
  • momentum

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  @momentum said in params values: Depending on they way I try to get the coc value, sometimes I get the actual value and other the default value. That's not accurate. You always get the same value using the same method. There is not "sometimes". @momentum said in params values: self.broker.params.coc, params_dict['coc'], self.broker.params._get('coc')) Only the 1st one is the right one. The other are undocumented methods, to get the actual declared, active values. Docs - Parameters - Section Parameters There are additional methods with proper names (which were not expected to be used and are also only in the source code) which will specifically give you the defaults or not.
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  Creating a Long/Short/Exit Strategy?
  • roony16

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  The existence of a position (regardless of direction) is the opposite of pos == 0 and that's not > 0. The opposite is not pos or the (theoretically) less recommended pos != 0
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  Novice at python
  • No1uknow

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  As an idea - CCXT feed is not in the bt module. You might need to install and import it separately.
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  How to set commission with condition by order?
  • G_will

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  Create a commission derived scheme which takes the corresponding data feed as an extra parameter. Use the data feed when called to get a timestamp. tstamp = self.data.datetime.datetime()
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  Is there a bug of rightedge=False with resampling()
  • G_will

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  @backtrader Is it a bug? or my using method is not correct?
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  MA Crossover Strategy: Flip position and max risk sizer
  • CadTrader

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  @ab_trader that did the trick. so silly i missed that. I will do some more testing as i need to verify it's working the way i intend.
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  decimal.Decimal in BT
  • deedy

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  @backtrader Floating point arithmetic. I have written a system which uses high precision Decimals. Backtrader uses Floats. I run a backtest through my system to verify the output of BT. To do this, I must convert the source prices used in BT from Floats into Decimals. After some iterations, with spreads involving subtraction and division, my indicators begin to diverge, presumably due to the increased rounding accuracy. I would prefer to convert BT to use Decimals and this is why I asked the question. Without searching the entire codebase for occurences of all numbers, I would like to ask the creator of this library for his view on how best to do this.