ok, many thanks @ab_trader

UPDATE: SOLVED @backtrader could you please delete this post?

Need help from python experts with strategy parameters.
I have a strategy defined as:

class MyStrategy(bt.Strategy): params = (('param1', None), ('param2', None), ('param3', None), ) def __init(self)___: .... def next(self): ....

Also I have function defined for single backtest with strategy_params argument as list:

def single_backtest(strategy_params): cerebro = bt.Cerebro() cerebro.addstrategy(MasterStrategy, ?????) cerebro.adddata(data) strats = cerebro.run() return cerebro

And function call for single backtest as follows:

if __name__ == '__main__': single_run_params = [10, 10, 10] cerebro = single_backtest(single_run_params)

How this strategy_params list can be transformed (if necessary) and passed to .addstrategy() method? So in the future I just add/remove parameters in the strategy and change list in the main.

Also IB Gateway version 978 seems stable and reconnects seemingly better than the older versions like 972. It also has a "log in once a week" feature, that works. If you're on foreign IB site like Canada's 972 is all it offers. Download 978 (the most recent version) from the US site.

@rishabmah5 It would be significantly more helpful if you supplied OHLC data for each bar, if we are going to analyze OHLC to answer the question.

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

0_1515409909241_acc.png

@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.

@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.

@rluc99 said in Starting with Interactive Brokers (IB) - no data feed:

I have discovered the problem. It is not related to Backtrader.

I did some digging around on the IB website. It seems that the IB demo account does not allow historical bars through the API for anything other than FOREX. The same applies to paper trading or live accounts unless there is a subscription to the relevant market data feed. If there is a subscription in place then the historical bars are available at any time, including week-ends.
(As an aside, historical bars are constructed by TWS regardless of whether there is a subscription in place or not.)
Delayed data is available during market hours for accounts without market data subscription, but to obtain this data a flag has to be set in the API. I don't think Backtrader allows the user to set this flag but I have not investigated this in detail.

Most of the above information comes from the following two links:
http://interactivebrokers.github.io/tws-api/market_data.html
http://interactivebrokers.github.io/tws-api/historical_data.html

So, it's not possible to get even delayed stock data from IB using Backtrader for not funded account right?

@Wayne-Filkins
perfect

@dasch I see. Thank you for the clarifications