Your original question is understood. It doesn't matter if you ask in in tradingview or in Hawaii. The answer is already above, but it seems you fail to understand it. @han-chen said in Stop loss and profit taker orders, which price get hit first? (add example, previous the questions was confusing): so do you know which price it hits first? 10.5 or 11? FIFO order execution. Order introduction in the system is not given. No answer is possible. @han-chen said in Stop loss and profit taker orders, which price get hit first? (add example, previous the questions was confusing): It could have been opened at 10.8 and go down to 10, go up to 12, then close down at 10.8, this will hit the stop. Or it could have been opened at 10.8 and go up to 12, go down to 10, then go up and close at 10.8, this will hit the profit target. Fantastic ... you have perfectly identified and diagnosed your problem: 4-hour bars don't have the resolution you need for the small price differences which you use for your stop-loss/take-profit orders. If the 4-hour bars are the one giving you the signals, you need a smaller timeframe for actual order execution. Anyone giving you any other answer is giving you false and wrong advice. Many other people experience the same problem with daily bars and believe that cheat-on-close and/or cheat-on-open is the solution, which it isn't.

@han-yang said in Data executed twice on end of the day: Here's my code No. That's a redacted version of something which therefore doesn't help. If you want to hide your valuable, profitable and secret intellectual property, create a small snippet which demonstrates your problem. @han-yang said in Data executed twice on end of the day: the logic flow would run [next] twice somehow on the same bar, 2019-xx-xx 13:30:00 There is NO SOMEHOW TWICE. If one of the data feeds doesn't move forward because it cannot move forward (it would overtake the other data feed) it will deliver the same value, which is the only value available. You want to read the Documentation on Concepts => Platform Concepts and the section about the len of lines

Well ... you may click on "Documentation", then on "Live Trading" and then on "Oanda" ...

Indeed. Will be soon corrected.

And compression has to obviously match the number of minutes the bars contain.

@yi-fang said in I want to apply multiple filters to a stock universe of 193 stocks: Even if it was another indicator, the original data info should be pass by. An indicator can have many inputs and these can belong to multiple data feeds, indicators and ...

The broker is a single account broker. All Strategies see the same value for a given asset. If that's not of your liking, your best bet will be to use a common parameter which can be used as a communication channel, like a dict or a list which will be written to by strategy A and read by B.

Thank you. it cleared most of my doubts.

I was doing the following: def notify_trade(self, trade): if trade.justopened: self.trade_length = 0 if trade.isclosed: self.trade_length = None def next(self): pos = self.getposition() if pos: self.trade_length += 1

@maxpaton I converted the time index of returns, transactions, and positions from datetime64[ns, UTC] to datetime64[ns] and it works. returns.index = returns.index.tz_convert(None) positions.index = positions.index.tz_convert(None) transactions.index = transactions.index.tz_convert(None)

@nicola-prada I think this can be done by creating subclass of existing indicator, effectively 'extending' an indicator

@backtrader My goal is described in my old post: https://community.backtrader.com/topic/1076/daily-upper-and-lower-bound-of-price/3 Only here I am trying to take into account daily upper and lower bound of price for target order. target order or not, I did try to follow your suggestion in old post, but: Having a custom Sizer This wont work for me since my order are with specific size, a global custom Sizer will be overwritten. 2.Having a commission scheme I read the custom commission scheme, dont see how this will work. The def _getcommission(self, size, price, pseudoexec) only pass in the execution price for orders, not previous bar's (when the order is created) close price, I wont be able to compare these two prices thus impose an inf commission accordingly. Official name for such trading restriction is called daily maximum price fluctuation I think, and it is common in commodity futures as well, might be a good idea to implement such feature natively.

Your choice. Be accurate with the first approach, it has look-ahead bias in it. So if your results will be very optimistic, than check them carefully.

@backtrader14 means that your last two trades are losing trades.

@backtrader Every trading day is composed of thirteen 30 min periods. Each single trading day is also broken up into four 2 hour periods. Each trading day has 6.5 hours in it. 6.5 is not evenly divisible by 2 hours. This means that one of the four 2 hour periods will be using data that is actually 30 mins long. Backtrader makes the 2 hours period that is composed of 30 mins worth of data as the first 2 hour period of the day (this is the first 30 minutes of the trading day). When trying to compare a strategy that was created using a different platform, like tradingview.com, the 2 hour period data is inconsistent. Tradingview.com, as well as real time data for live trade execution, uses the last 2 hour period/candle stick of the day as the 2 hour candle stick that is composed of 30 min data (because remember, 6.5 is not evenly divisible by 2 so this last candle stick of the day would equal the .5 remainder), as opposed to backtrader which uses the first 30 mins of the data from the day to print (the .5 remainder) 2 hour candle stick. In backtrader, is there any way I can change the 2 hour period that is using 30 mins worth of data(the .5 remainder) to the last 2 hour period of the trading day instead of it being the first 2 hour period/candle stick of the trading day?

I settled on: Adding a step to the broker's next method that will update each comminfo (possibly one for each data feed) with the new respective FX rate Update the methods of a new commission class that extends CommissionInfo as per the original suggestion. My first post was just confused. With the 2 changes here, the commission info objects have the current rate and apply it to the calculations, and only one minimal change is needed to the broker, and no changes to Trade or other classes are needed.

@backtrader Thanks that you mentioned the Limit Order. I thought, it doesnt matter, if I add cerebro.broker.setcommission(commission=0.002) Regarding unkown data I have backtest self.data.close and self.data.close[0] again. PnL with Limit order are different PnL with Market order are the same. What could it mean? I was especting data.close with market order a random number but surprisingly its the same. data.close[0] vs. data.close order.market -478.3 order.market -478.3 order.limit -634.26 order.limit 2370.7 And if some one know why data.close and data.close[0] have defferent limit order PnL ?

I even like better the _nextforce = True pointed out to me by @backtrader some time ago. class CustomIndicator(bt.Indicator): _nextforce = True ...