@madhoon I haven't heard of any courses. Docs, community and our old pal google. Good luck!

Hi,

You want to look at how brokers are made. here are some examples https://github.com/mementum/backtrader/tree/master/backtrader/brokers

then feeds in here : https://github.com/mementum/backtrader/tree/master/backtrader/feeds

and stores : https://github.com/mementum/backtrader/tree/master/backtrader/stores

In all of these links there are examples of how to use live trading for Oanda or other providers. you can inspire your work based on the implementation of the latters.
I hope it helps.

@dasch :facepalm: Thank you so much! It's so obvious now, the only reason it was working before with non-live data was because preload parameter defaults to true with non-liva data. If I manually set preload as false when using GenericCSVData, the same behaviour occurs & the current value of the indicator is alway nan.

Updated my strategy so it now looks at the indicator values in the past, it is working as intended.

To those that may come across this thread, I cannot explain why the issue is occurring, but if you pass a name to the default data when utilizing 'adddata', the legend will look normal again. Fixed

#Don't use this: cerebro.adddata(data) #Use a name with the data: cerebro.adddata(data, name='OHLCV_jt')

The name comes across in the heading / legend of the master Bokeh plot as so:
snapshot1.PNG

@vladisld thank you for reply. Yes, I was asking about internal timezone for live data feed. So, you need add "tz" argument to Datafactory(tz=timezone). But if you want show in logs same timezone, need add to cerebro.run():

timezone = pytz.timezone("US/Eastern") cerebro.run(tz=timezone)

With last param I was confused because in logs I saw right timezone, but data feed has different (UTC).

https://community.backtrader.com/topic/1035/code-in-quickstart-no-longer-working/3

I got the answer from here.

@boblef In addition, I have already generated API token on my Oanda account and defined it and account id in my local code so you don't see them in the code I provided.

@ry-93 said in Optimization error when multiple data feed:

stdstats = False

This disables the addition of observers, and the Datatrades observer is the one which cannot be pickled.

Oh thank you so much! Obvious mistake haha

@btr said in Programmatically extending a datafeed:

I needed a break and coffee. It was silly

Hilarious! Hope you had a nice break!

Well, you are correct! Thank you for the response.

A sample of the returned value would be needed. Else use the native Quandl support available in the last release. It has only been tested with the WIKI dataset though.

See Docs - Data Feeds Reference