This indicator is now in the development branch

I check on the backtrader source code. There is a Chainer data feed, but I don't see any example to use this type of data feed (Chainer).

It looks like a simple live data feed example that could be extended to any new data source live by provide background threads to manage online source. Right?

It's already in the latest release Community - Release 1.9.51.121

You can create your own data feed and fill the values from your JSON data. See

You basically subclass and override _load to deliver your set of OHLC prices each time.

@hippylover said in Json data and general programming question:

Also, does backtester only take open and close data or can i feed it just last bid for example?
@Curtis-Miller said in Json data and general programming question:
I'm also curious about data that isn't OHLC (like tick data).

You can extend the data feed to pass any values you wish. See: Docs - Extending a Datafeed

In any case, bid-ask are values tied to ticks and not to larger timeframes (mostly resampled) which would only have the latest of the bid-ask values to act upon or else the next incoming. This platform doesn't use bid-ask for anything.

@hippylover said in Json data and general programming question:

Also, if i want each "period" for calculating/plotting ema/sma/etc to be 30-minutes, is it possible to set this or do i have to feed it half-hour data?

With no time sample it is impossible to know what timeframe your data is in. But you can resample the data (and even replay it). See Docs - Data Resampling

You may also want to read the FAQ, to remind yourself of setting the right timeframe and compression for your data. See Community - FAQ

@Andre said in Starting strategy later while using get(ago,size):

which calls Average(self.data, period=self.p.period). This seems to affect how the Strategy class operate

No, it's not affecting how the Strategy operates. It simply informs the strategy about the minimum period contribution it has. See the following:

The Minimum Period concept is explained in both and what will be called when.

The Average indicator is documented here:

If you want to read the code look in indicators/basicops.py

Got it. Thanks so much!

@backtrader

Will test it out. Thanks once again

@backtrader yes! that was it, thank you. i just assumed it picked up the timeframe from the data since it's defined there anyways (assuming bar data)

The summary: you are trying to reuse a Cerebro for the execution of the same Strategy on different data sets.

You need 2 execution runs and in each you add the appropriate data feed to the system. After run a cerebro instance holds all the strategies, datas, analyzers and indicators after they have come to the last point. The instance is not meant to run again with a different data feed.

Create another cerebro instance (given it is the same strategy, a loop make sense)

I don't know how accurate this is, but this ended up working:

import backtrader as bt
import pandas_datareader as web
...
feed = web.DataReader("AAPL", "google", datetime(2016, 1, 1), datetime(2017, 1, 1))
data = bt.feeds.PandasData(dataname=feed, name="AAPL")
cerebro.adddata(data)
cerebro.run()
cerebro.plot(style='candlestick', barup='green', bardown='red')

The graph looks as expected. Not sure if the data is exactly correct though.

Thanks your reply did solve my problem both using the __init_method and using the next metod. Thanks for pointing out the link.

However the next issue I ran into is the limitiation of buying at open and sell att close. As I understand there is no way to check if there is a gap and if there is buy at the same opening price that was used to calculate if there is a gap and then sell at close? Buy default this strategy would check for a gap at day 0 and then execute the order at day 1?
Is this correct and is it possible sidestep this and implement a strategy that buy at the current open in backtrader?

Ok thanks.

Sure, since I am trying to simulate a margin close out, I think this serves a good purpose as I can use this to work out the initial margin required for a position.

@DrHari Heya, excuse slow response. I only just noticed your reply for some reason. RE resources, any standard Python resources will be fine. So Datacamp I believe are good. Also Udacity offer free versions of their courses. Also edx.org are very good and coursera offer many courses. To be honest, prob doesn't matter which ones you do. They will all teach the basics, key thing is to complete a couple, just be consistent, code a bit everyday, even if you don't feel like it. Also start with some very simple BT examples, e.g. write the simplest code to load some data for eg 10 days of SPY, and buy at open and sell at close same day. Don't worry if you don't understand everything, just try and get something working. Play with this e.g. add Analyzers (like TradeAnalyzer to see number of trades, how many lost and won.. ) See if you can plot the output etc.. How are you getting on so far?

Yup, that's it. That did it. I thought the second "order" was to keep track of the order, not to create another one. Lesson learned! Thanks.

By the way, thanks creating backtrader, I am sure everyone in the community is very thankful for you guys' great work.

Michael

@asuralm said in Exit on the same bar of entry problem:

However, the problem is that the target order only be sent at the next bar but not within this bar.

This is not a problem and the order is not sent with the next bar. It is sent when issued, it is only considered for execution when the new prices are available.

Because the "current bar" is already closed (you cannot operate on its prices without cheating)

@asuralm said in Exit on the same bar of entry problem:

@ab_trader
There is a problem if I send both orders in the next.

the actual fit price is not known in next.

That's again not a problem. It's how trading works. You cannot operate on the price you currently see (you can only expect to get it in the future, but you may not) and you don't know what the next incoming prices will be.

@ab_trader said in Exit on the same bar of entry problem:

You can use cheat-on-open feature

As suggested by @ab_trader you can use cheat-on-open to have a chance to operate on incoming prices, but that defeats the purpose of backtesting and getting a profitable entry/exit approach, because you are examining prices before executing actions, what you actually cannot do in real life.

See: Blog - Cheat On Open

Hi Backtrader, I've had all sorts of issues with IB with my manual trading. I was going to use them for running a strategy, that makes 1 or 2 trades a day on an ETF using Backtrader. Before I invest time into this, would you recommend I use another broker instead? Thanks

@backtrader ah ok cool. All noted, thank-you

The total number of feeds would be around 1500... a matter of metal and memory I guess. Thanks for developing this awesome piece of software! :)

Actually what you are probably looking for is the parameter sessionend to the data feeds. The default value is None. If you specifically set it with a datetime.time(hh, mm, ss) instance, that will be used as the time also for daily bars.