Global Moderators

@daily-tasks Yes, you iterate through the list of datas to apply logic. Some examples for you.

Here's an example of going through the datas in init to create a dictionary of indicators:

self.mo = dict()
for d in self.datas:
    self.mo[d] = bt.ind.Momentum(d.close, period=10)

Here's a helper function that prints the date, ticker, and close of each data in self.datas.

def print_close(self):
        txt = self.datetime.datetime().strftime("%Y-%m-%d")
        for d in self.datas:
            info = f"{d._name} close {d.close[0]}, "
            txt = txt + info
        print(txt)

@vypy1 You can use momentum stocks in your backtest. The main thing you need to be careful of is to only select momentum stocks based on criteria available at the time the selection is made. In other words, if you were looking at year over year momentum, you would start trading in 2008 and use the 2007 data to filter your stocks. This is valid, since you can do this in real life.

Not that you suggested it, but to state the obvious, if you select out momentum stocks using the the entire dataset 2007-2015, then run your backtest on those stocks, you are going to have invalid results due to 'forward looking bias'.

@james-scarr Sorry I don't use the built in plotting.

@chen-xu what is the reason not to implement this logic in a single strategy?

@peixoto hmm, other than looking at the TWS API Log file and see if any order request came through I can't think of anything right now.

@peixoto The config looks ok. Could you try to pass None for clientId ( that's what I'm using in my system)?

@peixoto said in backtrader connects to diferent instance of TWS:

I believe the tws window and my algo are running too different instances

Do you see any changes (like cash changes) in the portfolio window upon order execution?

@james-scarr You code seems to be working to me. The only minor error I saw was that you are printing to console the units formatting to 0 decimals, so you only see zeros since the stock price is higher than $500. Change like this:

 self.log(
        'BUY EXECUTED, Price %.2f, Cost %.2f, Comm %.2f, Size %.4f' %
        (order.executed.price,
        order.executed.value,
        order.executed.comm,
        order.executed.size)
)

@vladisld Why do I feel like backtrader is dying a slow death?

@run-out @run-out Just to keep this thread active in hope that Daniel will notice:

The registration seems still to be broken - just got another private email about it ( Dec`19 )