General Code/Help

• F

  What is the format of datetime in btcsvData?
  • franklili  

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  Thank you very much.
• 

  Cannot create a DataFeed for my CSV File
  • Garen62  

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  Thank you ! The problem was half solved with your solution, it gave me 23:59:00 at each line instead of the real time, the solution was to add a : timeframe=bt.TimeFrame.Minutes in the GenericCSVData parameters Thanks again !
• C

  Accessing custom indicator lines in strategy.
  • chives  

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  You access values previous (-1) to the current point in time (0) without having added any minimum period restriction in __init__. This means that -1 wraps over to the current value before you fill it and the default value is NaN, which you copy over and over again. The code is cumbersome, but you can probably come around with self.addminperiod(1)
• 

  resample is not working
  • thrall chen  

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  A bar can only be resampled when the period is complete. The bar does not equal the first 1-minute bar. The timestamp is the same until the next resample cycle is complete. It would seem you are looking for replay, which is something different. Take a break and try to understand the concepts. Docs - Data Replay Docs - Data Resample
• 

  Erase it please
  • Garen62  

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• 

  How could I plot Crossover Signal on master window(plotinfo.plotmaster == self.datas[0]) as triangle indicating where it happens??
  • xyshell  

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  @ab_trader Cool, I'll try it latter!
• J

  Does bracket orders check the low price but execute at close prices?
  orders brackets limit orders • • J. Javier Gálvez  

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  @backtrader Thanks for your response. I apologize for not making a clear question. But the link you provide solve my doubts about how backtrader executes orders. Very interesting mechanism. Greetings.
• 

  Connectivity issues to Interactive Broker
  • run-out  

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  @run-out said in Connectivity issues to Interactive Broker: Regarding your side note, what do you normally use for running your programs if not an IDE like pycharm? The shell ...
• J

  which one is the final return?
  • jeff lee  

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  @jeff-lee that's what I wrote.
• 

  Why the crash on windows ?
  • Rushi Chaudhari  

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  @backtrader ?
• Y

  Trades Analyzer min value is set to MAXINT if there is no short trades.
  • yoghurtshawn  

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  @backtrader Yes, there is no short trade in this example, so should it return MAXINT? or just zero?
• Y

  Cannot access the resampled data in self defined indicators
  • yoghurtshawn  

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  No, I mean that you are initializing a pd.Series with an array which is full of NaN values.
• 

  Order Getting Rejected, can't find a reason
  • warproxxx  

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  Thank you. This was really foolish of me.
• K

  Error while retrieving IBStore historic data with an IB paper account
  • kriku  

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  That's right. This works: data = ibstore.getdata(dataname="AAPL-STK-SMART-USD", historical=True, fromdate=datetime(2019, 1, 1), todate=datetime(2019, 8, 1), timeframe=bt.TimeFrame.Minutes, compression=5) I am sorry for having been a nuisance. BT is an impressive project and the forums show that you provide prompt and straight-to-the-point support even to stupid questions. Keep up the good work!
• 

  How to print and plot ta-lib candlestick patterns ?
  • Rushi Chaudhari  

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  Oh, finally got it working, can you add this in documentation, or can I ?
• M

  Backtrader not closing trade and keeps trying to close it.
  • Mexflubber  

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• B

  Why do sometimes an order takes 2 bars to execute while most other times it only took one bar?
  • brozeki  

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  @brozeki said in Why do sometimes an order takes 2 bars to execute while most other times it only took one bar?: Please advise. Advice: Data Code Which allows incredible things like: See what Order execution type is in place Why an order may have (not) triggered And many more ...
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  Green candlesticks not appearing
  • Rushi Chaudhari  

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  The prices are not being read wrongly .... data which is not compatible with YahooFinanceCSVData is being fed (the Yahoo order is.: O H L C AC V and the order of your data is O H L C V AC) Option 1 Extend GenericCSVData to keep your adjustedclose in place. Create a filter which uses the adjusted close to adjust the prices - Docs - Filters Option 2 Extend GenericCSVData to keep your adjustedclose in place. Override the _loadline method, call the original and when done ... adjust the prices with the already available adjusted close. Option 3 Read the data with pandas Adjust the prices in the dataframe Use PandasData as your data feed
• G

  Fixed Commission Amount
  • gionno  

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  Thank you guys super helpful!
• A

  Backtest from pre-specified portfolios
  • AJF  

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  Sure you can do this in bt. Depending on how your external analysis data is structured you may need to write an indicator to read that data, or read that data during strategy __init()__ and then process it in next(). Having only monthly bars can probably simplify your strategy. Using Returns analyzer with the monthly period you will get your monthly returns. One caveat - prices for all stocks used in your portfolios need to be loaded into bt at the beginning of the backtest. Which is logical approach, but somehow missed.