General Code/Help

• 

  Export historical OHLC data From IB datafeed to JSON
  • Axel-CH  

  3
  0
  Votes
  3
  Posts
  783
  Views

  

  @backtrader Thank you for your help, I'll try that solution.
• M

  Stuck in extending Pandas Dataframe
  • modernxart  

  5
  1
  Votes
  5
  Posts
  1537
  Views

  P

  Good. In any case you may want to have a look at this thread which has been discussing the same topic: https://community.backtrader.com/topic/837/programmatically-extending-a-datafeed
• S

  Breakout channel indicators
  • sunnyalgotrader  

  4
  0
  Votes
  4
  Posts
  862
  Views

  B

  See Docs - Plotting You can control subplotting with the option: subplot. You can pass it directly to the constructor of the indicator. It will be used as a plotting option if it doesn't conflict with a defined parameter or you can set it like: myindicator.plotinfo.subplot = False I would like to contribute in docs to start with by fixing typos etc. Please advise where and how I can help. You can for example submit pull-requests to: https://github.com/backtrader/backtrader (if the problem is in a docstring) https://github.com/backtrader/backtrader-docs (if the problem is in in the main text) You ma also open a topic with your findings providing some context as to where the typos are (for example, page link and the sentence with the typo ... you can easily highlight the typo in the Communty using markdown)
• F

  Indicator values before period kicks in
  • fivo  

  3
  0
  Votes
  3
  Posts
  890
  Views

  B

  See this: https://www.backtrader.com/blog/posts/2018-01-27-recursive-indicators/recursive-indicator.html
• A

  strategy performance on multi-data
  • asuralm  

  2
  0
  Votes
  2
  Posts
  1221
  Views

  B

  @asuralm said in strategy performance on multi-data: do the two different data have to be the same length? e.g., one data starts from 2000 and the other is from 2010 No, but your system won't start trading until 2010. Because the system is only active when all data feeds are delivering. You can hook into prenext, but in this method it is no guaranteed that you can access the buffers of data feeds, indicators and others. how do I obtain the performance of the strategy on the two data respectively? https://www.backtrader.com/docu/cerebro.html (Section: Returning the results) result = cerebro.run(**kwargs) The format of result returned by run will vary depending on whether optimization is used (a strategy was added with optstrategy): All strategies added with addstrategy result will be a list of the instances run during the backtesting 1 or more strategies were added with optstrategy result will be a list of list. Each internal list will contain the strategies after each optimization run within the strategy, is there a way to know how many datafeeds are added to the cerebro? No magic here. Standard Python. Trying it is faster as asking (believe it) len(self.datas)
• A

  optimization on Strategy Selection example
  • asuralm  

  2
  2
  Votes
  2
  Posts
  699
  Views

  B

  You then need to have 5 optimizations (the sample shows 2) and the StFetcher instantiating the appropriate strategy with the appropriate parameters. In the example idx is used as the key to decide which strategy to return. The same idx can be used to decide which strategy to instantiate and with which parameters.
• 

  MetaParams and MetaBase
  • chuka  

  2
  0
  Votes
  2
  Posts
  544
  Views

  B

  They serve as the base for the declarative programming for lines, params and background processing of classes.
• T

  Unlisted stocks handling
  • Trade Prophet  

  2
  0
  Votes
  2
  Posts
  499
  Views

  B

  There is no handling of unlisted stocks, because that information is not part of the payload of data feeds. Data feeds are extensible which means you can add a line named (for example) delisted which has a value of (for example) 1 if the stock becomes delisted (and 0 if not). At that moment in time you can close the position. The challenge here: If the 1 is aligned with the end of the listing, the order won't be executed because there is no more data. Options: Use cheat-on-close. But this will affect the entire lifetime of all the listings Add the 1 just one days before the asset is delisted
• 

  PeriodStats
  • PeterCHK  

  2
  0
  Votes
  2
  Posts
  561
  Views

  B

  Check Release 1.9.60.122 which addresses this issue. Community - Release 1.9.60.122
• M

  FA (Financial Advisor, IB) setup in Backtrader
  • mani  

  2
  0
  Votes
  2
  Posts
  581
  Views

  B

  Let me be blunt about this: as a Financial Advisor you can consider funding the development of such FA account support.
• J

  No backfill from IB
  • Jakub Wozniak  

  11
  0
  Votes
  11
  Posts
  1898
  Views

  B

  The referenced link from above seems to indicate so. But for backtrader there is no distinction as to what is a live and a paper account. Everything is a TCP connection. Data delivery, trading and everything is controlled by TWS. Things that could help in diagnosing your problem: Run ibtest.py against your live account. As long as you don't provide the --broker (create an IBBroker) and --trade (engage into actual trading) nothing will be done If you don't want to blindly trust not using the options mentioned above, you can also: Set the API to read-only in the TWS settings. Even if backtrader wanted to issue orders, these would be rejected. or Remove the trading code from ibtest.py You can also show: The command line you used to run ibtest.py The output the command produced
• T

  FixedReverser not working
  • ticket  

  2
  0
  Votes
  2
  Posts
  575
  Views

  B

  Note: See the top of the forum for formatting your code (Place ``` in a line before and *after your code) You only issue buy orders if not in the market, so once in the market you won't execute any more orders.
• R

  Possible Issue.
  • raf  

  3
  0
  Votes
  3
  Posts
  622
  Views

  R

  Oh, nothing in particular - I retrieved backtrader via git and I got errors about the aforementioned lines during the conversion to .pyc files during the installation process. I supposed that maybe someone else encountering the same problem might benefit from the corrections.
• 

  How to Plot Renko
  • vensaiten  

  5
  0
  Votes
  5
  Posts
  1571
  Views

  

  Thanks for the insight! That did the job. Happy coding :)
• S

  Problem while getting started.
  • sunnyalgotrader  

  8
  0
  Votes
  8
  Posts
  2125
  Views

  P

  One thing you can try: cygwin (i.e.: bash in mintty) as the shell Have Anaconda or WinPython installed somewhere Put the location of the python.exe from your chosen distribution in the PATH And you get the best of both worlds
• J

  Incorrect values in quickstart sample: shows original purchase value instead of sales value
  • jun0  

  3
  0
  Votes
  3
  Posts
  660
  Views

  

  @alpha I also wonder about the discrepancy. The closing price is 26.27. The sell creation order is 26.27. But then price and cost of that order is 27.25. There could be something like slippage, but in the tutorial no slippage is being set. The value 27.25 is not in the CSV either so it's generated somehow. 2000-01-13, Close, 26.27 2000-01-13, SELL CREATE, 26.27 2000-01-14, SELL EXECUTED, Price: 27.25, Cost: 27.25, Comm 0.03 ## Note the change in Cost here!
• S

  Passing params to strategy
  • Søren Pallesen  

  3
  0
  Votes
  3
  Posts
  689
  Views

  S

  Indeed yes why not :-) ...sometimes the solution is staring you right in the eyes without you seeing it. Thx !
• 

  OandapyV20: Tick to OHLC
  • chuka  

  2
  0
  Votes
  2
  Posts
  826
  Views

  P

  @chuka said in OandapyV20: Tick to OHLC: is it true? I believe we need a more elaborated question. What is it that you are expecting to be true? (or false)
• H

  Cannot import backtrader
  • hobart-liu  

  7
  0
  Votes
  7
  Posts
  1618
  Views

  B

  The ta-lib developer has been so kind as to re-expose the interface that made automatic parsing of ta-lib functions possible. See: PyPi Package: https://pypi.python.org/pypi/TA-Lib/0.4.15 Issue #176: https://github.com/mrjbq7/ta-lib/issues/176 Upgrading to 0.4.15 should solve the problem.
• T

  optstrategy skips values of parameters
  • Trade Prophet  

  5
  0
  Votes
  5
  Posts
  770
  Views

  T

  Thank you for your reply, If this is the case then all is OK, as long as I get full value coverage, I don't mind the out-of-order issue.