@run-out I came out with a workaround, by just opening the file since it's already saved. : ) webbrowser.open('qs.html')

That's something you know and need not necessarily be true for other use cases. The code is written in a generic way which can also be applied during for example prenext

@backtrader Sorry. I missed this commit :) But it works ! Thanks

@backtrader I can not open v1 demo account. Could anyone open? I can only open v20 account. And This support oandaV20 api. Pls help me. Use v20 REST API only if you have a v20 account Use v1 REST API if your account id contains only digits (ie. 2534253) as it is a legacy account

@Adis-Ojeda this is because there are no tests, so there is this error.

nevermind got it to work. Thanks guys for your patience and helping me out.

As stated in the past in the previous thread, no access to VIX and no intention of having it. If it works for you...

Thanks for bearing with, I added cerebro.broker.setcommission(leverage=100) now everything works how I want it. Thanks.

@tianjixuetu I met this situation again ,and I find that the reason is that the first data may lose some bar,so,it should run many times to wait the some data to this datetime.

I had a similar problem and resolved by canceling the pending order every and then recreating it. This way there's no "weekend problem" when the order for next day is more than one day ahead. ''' def next(self): self.cancel(self.order) ... if not self.position: self.order = self.buy(price = buy_price, exectype = bt.Order.Limit) else: self.order = self.close(price = sell_price, exectype = bt.Order.Limit) '''

@ab_trader , I discovered your good tool backtrader_addons & start using it. I found a 'ZeroDivisionError: float division by zero' bug when there is no trade in a test. Below are the stacktrace for your reference. Traceback (most recent call last): File "C:/Users/john/PycharmProjects/Backtrader/venv/Include/IBPaperTrade.py", line 83, in <module> strats = cerebro.run(tradehistory=True) # for trade_list File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\cerebro.py", line 1127, in run runstrat = self.runstrategies(iterstrat) File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\cerebro.py", line 1301, in runstrategies TestStrategy, Bracket, 2020-06-04-030233, Strategies execution completed 0 trade with self.broker.cash=7788592.0392 and self.broker.getvalue()=7788591.99 strat._stop() File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\strategy.py", line 486, in _stop analyzer._stop() File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader\analyzer.py", line 200, in _stop self.stop() File "C:\Users\john\PycharmProjects\Backtrader\venv\lib\site-packages\backtrader_addons-0.18.10-py3.6.egg\backtrader_addons\analyzers\limited_test_report.py", line 80, in stop self.rpt['win_percent'] = 100.0 * win_percent / len(trades) ZeroDivisionError: float division by zero

The csv data sources have had a couple of lines changed to make sure that even if someones decides to re-resample a daily timeframe to daily again, some days will not be missed.

There is no need for logic there and that's why there is none. The entry order (aka main side) is protected automatically with a stop-loss side and a take-profit side (the high/low side depends on the direction entry), which are only active if the entry order is executed. Once the stop-loss/take-profit sides become active, the execution of any of them automatically cancels the other. If you decide to exit the market with an unrelated order, you have to manually cancel any of the sides (the other will be cancelled automatically) as in self.cancel(order_stop_loss_side) # this automatically cancels the take-profit side too

@hiep-pham said in How is Getvalue() Calculated?: After spending a fair amount of time to make sense the relationship between order.executed.value vs (self.broker.getvalue() There isn't a relationship even if you look for one. One is for the order and the other is for the position. You can link them mentally, but they are not meant to be related. @hiep-pham said in How is Getvalue() Calculated?: that order.executed.value is the value of the current order position using the opening price of the NEXT period This is WRONG and this has nothing to do with broker.getvalue() order.executed.value is related to the execution price. If the execution price happens to be the opening price fine, but your definition is plainly wrong. @hiep-pham said in How is Getvalue() Calculated?: self.broker.getvalue() use the close price of the CURRENT period When you are in next, prices have already happened. The only price which can be used to calculate the last (and hence current) value is the last price, i.e.: the close

Thanks @backtrader. That will cover most cases. Maybe the SAREXT indicator should also be added? In my case I'm working with a very large datasheet so to avoid performance issues I've coded something like: def next(self): self.psar0._lookback = min(100, len(self.data0)) so I have a "dynamic" _lookback from 1 to 100 And why 100?... newbie here! just by observation, it seems to be a good value to calculate a real ParabolicSAR value.

@Wayne-Filkins perfect

@ab_trader I copied and tried optunity's 'grid search' option. What I found is that the searching term between parameter values are decided by num_evals. (High num_evals => 1..2..3..n/ Low num_evals => 1..5..10..n) That's why grid search is faster than the theory.

@backtrader Very nice! One step closer to the quality of R's Quantstrat package. Will test it soon

In my particular case line._plotvalue = False helps. Thanks for flexible solution!

@backtrader Here is the link to the new post: link text