General Code/Help

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  Live trading multiple strategies, each one on a separate data feed
  • vladisld  

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  @Atul-Patel i'm on the same boat with you, using 1 minute data - sick and tired from IB data performance. searching for another vendor. how does IEX Cloud works for you till now? if you happy with it - would you be willing to share the live data feed for it? thanks, Maor.
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  Multiple data feed with different start and end time
  • Yi Fang  

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  @Yi-Fang I have the same problem as you , have you gotten the solution?
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  converting pinescript indicators
  • dasch  

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  Sure, send me an email. Mine email is in my profile.
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  Sampling 1 hour data every 5 seconds on Live data feed
  • Maor Kima  

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  @zkl was that an answer to my question or another question on my post? :) Anyway, I've achieved this by creating one IBData object that receives 1 second data and resample it with 60 minutes compression.
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  Importing Hourly Data
  csv compression • • JustSomeGuy  

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  defining a feed. Error message: Unexpected keyword argument 'dataname' in constructor call"
  • chhrissi2909  

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  @chhrissi2909 what @ab_trader tried to explain to you is that you would see your errors better when using a terminal or setup debugging in vscode or the dev environment you use. also he showed you your error when executing your script, since you run python in a wrong directory. There is an issue in your strategy, which causes your problems. You would just have better informations about what is going on in your code. Anyway, look for self.bt. ... code in your strategy and remove the self.
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  Does new stoptrail order in notify_order() refer to the previous or the coming candle?
  • NewestTrader  

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  Plot each data on new figure?
  • naquad  

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  Simple bidask.py example doesn't seemt work
  • Junchuan Wang  

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  I figured out the reason. I think the example is absolutely out-dated and I fortunately first went into this example. Thus the confusion. The catch here is that data should specify the timeframe now: data = BidAskCSV(dataname=args.data, dtformat=args.dtformat, timeframe=bt.TimeFrame.Ticks) because in csvgeneric.py If timeframe not specified, end of session time will be used if self.p.timeframe >= TimeFrame.Days: # check if the expected end of session is larger than parsed if self._tzinput: dtin = self._tzinput.localize(dt) # pytz compatible-ized else: dtin = dt dtnum = date2num(dtin) # utc'ize dteos = datetime.combine(dt.date(), self.p.sessionend) dteosnum = self.date2num(dteos) # utc'ize if dteosnum > dtnum: self.lines.datetime[0] = dteosnum else: # Avoid reconversion if already converted dtin == dt self.l.datetime[0] = date2num(dt) if self._tzinput else dtnum else: self.lines.datetime[0] = date2num(dt)
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  defining code for target price and stoploss price
  strategy help target order stoplimit • • Akshay Mehara  

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  Please mind the formatting of your posts, and the usage of 'backticks' - see the top of the page. This way your code will be much more readable. Also, there is a preview pane that shows exactly how the post will be visible to others.
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  Live market data via redis
  live data live trading redis • • nrgc  

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  Polygon.io Data Integration
  • A Former User  

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  Anyone? any help would be greatly appreciated. Thanks
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  Issue on Indicators
  • shoaibmalek21  

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  Docs - Quickstart Guide - Adding an indicator and the following sections
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  trouble for order management while backtesting
  strategy help • • Akshay Mehara  

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  @run-out I thought it would give me buy and sell signals. but it only gave buy signal
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  Oandav20 separate trail order
  • J T  

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  See the latest changes in btonadav20. I have added a somehow simulation of a StopTrail, StopLimit and StopTrailLimit order using brackets. Since these orders are not supported by oanda, I used a stop order to enter, when the entry order is filled, the trail stop is attached to the trade. You can replace the trail stop with a new one, too. It is using a stop order to enter the market and issues a trailing stop loss order on the stop side. See readme how to use them. Also the latest change added a possibility to replace pending orders using the replace param. If there are any issues, open a ticket. I have tested it with stop limit orders and it works fine. Example of create buy StopTrail order o, ostop, olimit = buy_bracket(exectype=bt.Order.Stop, stopexec=bt.Order.StopTrail, stopargs={trailpercent or trailamount}, limitexec=None) Create new trailing stop for parent order self.sell(exectype=bt.Order.StopTrail, replace=ostop.ref, trailamount or trailpercent)
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  Bullish Percent/Stockcharts
  • run-out  

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  Buy at open price and close at close price in the same day
  • zevcc-gh  

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  @zevcc-gh as an idea - there is a data feed filter 'DaySplittter_Close(https://www.backtrader.com/docu/filters-reference/) which returns two sub-bars per each bar of data feed. Using this filter withcheat-on-openmight help: usenext_open()for operations, and issuebuyorder on the first sub-bar andsell` order on the second sub-bar. This solution may fix both items for you.
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  Cerebro plot failed to run
  • heekah7  

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  Just a not on this issue, we tried to recreate the problem to implement a fix but could not recreate the problem. The Jupyter issue has popped up from time to time and as best we can tell it's an installation issue with Jupyter. If someone has the problem again please let the community know as well as how your Jupyter was installed. Here is the link to github.
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  Buy/Sell order at the closing price of the same day
  • edugreco  

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  Remove exectype=bt.Order.Close from the entry orders. This parameter shifts order execution to the next bar. Also a note about cheat-on-close - the order is executed on the current bar close price, but the date for the order execution will be the next bar date. For example: your sell order created on the 06/04 will have the execution price of 21.43 (close of the 06/04 bar) but execution date will be 06/05. this is how the cheat-on-closeis implemented.
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  Which datetime to take in notify_order()?
  • NewestTrader  

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  You may with to look into using trade instead of orders. notify_trade will be notified when trades open and close. Backtrader uses numbers for dates. In notify_trade you could use the following: trade.dtopen trade.dtclose # Giving values like: 735906.0