@bowguo Try looking at slippage

@dr1ver said in Indicator vs Strategy:

What are the Pros & Cons of creating a separate Indicator vs doing everything in the Strategy?

Could you more specific about your question?

Indicators create signals that get used by the overall strategy. You can use multiple different datas and other inputs in indicators. They speed up the process and make your code efficient. Your strategy runs everything.

@chenys said in How to backtest a long-short portfolio composition and do rebalancing?:

I now use only one CSV file which includes all the data of different stocks. Should I separate this data into 20 CSV files and run the backtest one by one? Or if there is any way for backtrader to execute the trading according to the stocks (gvkey)?

You can combine the tickers together into one portfolio and run it that way. Each ticker you add goes into a list called datas in strategy, so you can access the first ticker's data self.datas[0] and second self.datas[1] etc. For your strategy you will iterate through this list to create two new list, one for long and one for short.

@chenys said in How to backtest a long-short portfolio composition and do rebalancing?:

Given that my data only consider the close price at 6-30 every year. And if an order created, it seems that this order will be filled at the price on next year. Is there any way for me to make the order filled by the current year price?

Try this: cheat-on-close and here

Tapentadol is a pain reliever that is used to treat severe to chronic pain in the body. Medicine alters the way our brain responds to pain in our bodies.
We are one of the most reputable and trustworthy online pharmacies, offering high-quality medications. Our website is very user-friendly, and ordering Tapentadol 100mg online from us is really convenient.
Cash on delivery is available for those who do not want to pay in advance for Tapentadol. We always recommend buying Tapentadol online via COD as it is the safest method of payment. Many websites sell Cheap Tapentadol tabs online, but you should opt for one that provides high-quality items and prompt delivery.

@bowguo said in Does the current close data already happen when invoking next method in backtest?:

does the current close data self.data.close[0] already happen when invoking next method of strategy?

That's right - the next method is invoked after the bar has closed - the close price has already happened.