@run-out Just tried it out. That's awesome! Thank you.

@run-out
Thanks. That's much simpler.

@run-out Hey thanks for this. I tried ab_traders answer but it didn't seem to work for some reason.

I sorted my list of data frames on the basis of their lengths which would mean the newest data frame would be the last in the list and the oldest data frame with earliest index will be the first. But I got the same result as before.

I went through your answer then and that worked for me. I reindexed all data frames to start from the earliest index.

@the-world Yes, it uses C# but it's a completely different system than BT so you can't compare the two simply on implementation language. It may have something to do with how they process historical data? (I'm guessing here). I'd have to try writing two identical algorithms in each to really understand how they compare and it's not something I've tried or plan to do.

@tony-shacklock Hi , Thank you.
Now it works fine. But I thought when it runs blank it suggests some problems with the condition of buy or sell or in position, but those were right . I fell like sometimes backtrader don' t want to work proprely ahah maybe is jupyter notebook.
Anyway now I will do optimazation for this 4 parameters , I' ll let you know results.

@leggomaeggo Ah, thank you. That's a big help. Not sure where I missed that mentioned in the documentation.

Hi @jeff-lee

I had the issue

min() arg is an empty sequence

when I forgot during resampling to specify the format of the original (not resampled) data.

So I did not write:

originalData = bt.feeds.PandasData(dataname=df, timeframe=bt.TimeFrame.Minutes, compression=1, datetime='Date', fromdate=startDate, todate=endDate, )

but:

originalData = bt.feeds.PandasData(dataname=df, # timeframe=bt.TimeFrame.Minutes, # compression=1, datetime='Date', fromdate=startDate, todate=endDate, )

Under which conditions did you get the error that motivated you to do your bug fix?

@leggomaeggo I have tried this, still this problem, when there is a large dataset

@vladisld Thanks. That makes sense. Much cleaner to do it in __init__().

@run-out In fact, never mind, managed to figure it out a different way using the bt docs. Thanks for the help!

I run my own optimization outside of backtrader. You could have a look at the run_backtest and backtest_controller_multi methods.

https://github.com/neilsmurphy/backtrader_template/blob/main/main.py

@run-out Yup you are right, it is trading in decimals which is not possible. Let me do something to fix this.

@braan Not sure about that.

@kjiessar
Aaand again. After long debugging session I found the culprit and it wasn't even in the code I had shown.

Errorness:

self.sell(data=self.data0, exectype=bt.Order.Limit, price=self.datas[0].close, size=entry["size"], valid=datetime.timedelta(minutes=self.p.tis))

correct one:

self.sell(data=self.data0, exectype=bt.Order.Limit, price=self.datas[0].close[0], size=entry["size"], valid=datetime.timedelta(minutes=self.p.tis))

Note the proce parameter and the last [0]

@kjiessar
Its a bit embarassing to say but I found the issue

data = store.getdata(dataname=symbol, name=symbol, timeframe=bt.TimeFrame.Minutes, compression=1, ohlcv_limit=70 ) #fromDate is missing

I had the parameter but with the wrong name, becuase of all the dynamic handling of the parameters, no error was raised.

Sorry for the trouble.