General Code/Help

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  order executed with nan price
  • rollo1212  

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  order executed with nan price
  • rollo1212  

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  Why does self.datas[3] == self.datas[6] evaluates to True?
  • Eduardo De La Garza  

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  AFAIU, the data feeds ( and other classes inherited from LineRoot ) override all the operators (including eq ) in order to support the definition of complex lines during the strategy's __init__ method. Explained in the docs: here and here So just writing ( during the __init__ method only ): a = self.datas[2] == self.datas[3] will result not in boolean value, but return a LineOperation object. However, after the data feedsstart` method is called the behavior of the above operators changes. Now instead of returning the LineOperation, the operator is applied to the current value of the first line object in the data feed. So: a = self.datas[2] == self.datas[3] will actually be equal to: a = self.datas[2].lines[0][0] == self.datas[3].lines[0][0] It may not sound intuitive at first - but this is how it seems to be working (at least in my debugger :-) ). Please correct me if I'm wrong in case you are observing something else. Back to your second question - I would suggest to store the index of the data in the rankings array instead of storing the data feed itself. Probably this way it will be easier to compare them.
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  Extending Pandas Columns
  strategy pandas dataframes • • krypterro  

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  @krypterro The solution to the above problem is data = PandasData_Extend(dataname=data_df) I was not extending the class properly.
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  How to avoid overbuying/overselling
  • ForexBeginner  

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  @blake nvm, i figured it out
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  Numeric average value of past 10 days
  • chewbacca  

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  @run-out I've placed the indicators in strategy's init(self) # Calculate these on each run self.lowF = bt.indicators.MovingAverageSimple(self.data.low, period=15) self.highF = bt.indicators.MovingAverageSimple(self.data.high, period=15) If I try to place the indicators in next(self), I'm unable to use the results (self.lowF: IndexError: array index out of range) or (self.lowF[0]: <backtrader.indicators.sma.MovingAverageSimple object at 0x7f9153a59c70>) What is the difference when calling the data with self.lowF[0] and self.lowF[1] in next(self) ? I'm comparing the exact same algorithm in Backtrader and Quantopian (with the exception that in Q the indicators are generated on every run of the rebalance function). If I use [0] to get the indicators values in next(), I get quite different results. If I set [1] and then do the algo calculations - the end result is ... extremely similar to the one I see in Quantopian. Absolutely every other parameter is 1:1... I'm hitting my head for a week now trying to figure out where this enormous difference comes from. And something else, say I set a fromdate 2010-08-01 and todate 2010-09-01. If the SMA period is 20 days, that makes the strategy start working at 2010-08-21 which is ... weird comparing to Quantopian where data.history can get values outside of the backtest period. How do you approach this? If I leave the fromdate value out of the dataset load - most indicators / observers start from the very beginning of the dataset, which makes graphing them extremely ugly, and some of my indicators are for 1 year back. Hopefully you'll help me out cause my head starting to hurt a lot :) Regards, C
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  No excecution of orders during tutorial SMAcrossover
  • censorship  

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  @vladisld Okay thanks for the advice, i think i understand that. Just one problem, i'm using a machine learning function. And that wants data in a numpy array format like this; (2D numpy array i think) [1000] [2000] [3000] But the lines in backtrader are working different : [1000 2000 3000 4000] (1D array i think) So i wonder if there is a way to convert this too a numpy array on which the algorithm is working.
• 

  Open position but no resting order
  • Andre Frade  

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  @Andre-Frade said in Open position but no resting order: Any ideas of what might be going on ? No resting order is issued Resting order is executed before you search for it The way you are looking for the resting order is incorrect
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  how to save datafeed into csv file?
  • Barney Stinson  

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  You can use writer. Or extract this data from cerebro() after the run. Or write strategy which will gather all prices during next() calls and then save .csv in the stop() Docs - Logging - Writer Docs - Cerebro - Returning the results
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  Nothing happens when running cerebro
  • Arta Asadi  

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  Your data feed has not datetime parameter.
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  MultiData Strategy excludes older data points from different feeds
  • bicepjai  

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  Yes, this is expected default behavior. To use all history you need to use both prenext() and next() calls. This was discussed on the forum several times, search for it.
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  How to use tick data for stop loss in live trading?
  • kirahvi  

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  @mics Yes, it works! Thanks so much!
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  generic csv data dtformat not correct?
  • Fagus  

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  @vladisld Yes you are right, my mistake was that I was using a reversed csv file and for GenericCSVData the reverse=True does not do anything. Then the csv file gets read assuming that the next row will be a later timestamp and ignores everything if the first line is too late to be considered. Might be wring with that but that's my explanation I came up with. Anyway I tried and reversed the csv file manually and now it works, thank you. But still, for further workings: do you have a trick for debugging? When I load it in a pandas dataframe for example it is really easy to read out the data, but where is the data stored in the GenericCSVData object? I am curious to find out, is it present in the line buffers?
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  backtrader-plotting control panel doesn't show up in Jupyter notebook
  • Dimasik007  

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  @kian-hong-Tan thanks for your reply. Yes, I've tried all of that already and it doesn't work in Jupyter unfortunately so I guess I just won't use jupyter for now. I only noticed that some space is allocated for the toolbar but the toolbar itself doesn't want to show up. @vbs no problem, thanks for your reply and for backtrader-plotting!
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  cerebro.plot() not work with VScode
  • 董科  

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  After some search, it seems the problem with ipython kernel. So just use another plot frame is ok to show the figure. matplotlib.use('Qt5Agg') plt.switch_backend('Qt5Agg') cerebro.plot(height = 30, iplot = False) plt.show()
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  How to check that an order is the parent of a bracket or the child?
  • kav  

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  So just as self.order.issell() tells me whether the order is sell or buy, is there a way to querry self.order to know if it is the children or the parent of a bracket order?
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  Confused - How to find out, "am I LONG or am I Short?"...only: "Yes you are!" ?
  • TraderOnes  

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  hey yes, Works! Sorry to mention: I printed out position.size to see, if it is going negativ...but it was allways positive, Long and Short. But anyway...somehow it is not...maybe I was looking wrong, or formating-error. Now it works with no error. Thanks so much for quick reply!
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  How to convert pips to price?
  • T H  

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  @dasch Awesome!This is exactly the thing I wanted! I can never thank you enough.
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  Handling NotifyStore Errors
  • Evoke  

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  @dasch Thank you.
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  "Translating" from quantopian to backtrader
  • chewbacca  

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  So I just tested quantopian's "PerShare" stocks commission model and comparing to BTs model - well.. for the same amount of shares BT shows 40k $ commissions, Q shows 211.0 $ commissions. So, again.. does BT have a PerShare commissions model where we can set the minimum amount - 1$, and 0.0115$ per share ?