How to do intraday trading in backtrader ?

RY 93

Suppose I just want to do intraday trading then how can I do it using timers or filters.I can do it any way by handling the datetime object and check if current time falls within the intraday timing then only i will execute the buy or sell signals but I want some smart way or inbuilt functionality to do it.
And how to forcefully execute or close all the open orders if these signals(buy,sell) crossed the intraday time limit ?

backtrader

@ry-93 said in How to do intraday trading in backtrader ?:

Suppose I just want to do intraday trading then how can I do it using timers or filters

By using intraday data (i.e.: sub-day timeframe)

@ry-93 said in How to do intraday trading in backtrader ?:

I can do it any way by handling the datetime object and check if current time falls within the intraday timing then only i will execute the buy or sell signals but I want some smart way or inbuilt functionality to do it.

Each data feed carries a timestamp which can be converted to a datetime.datetime and/or datetime.time instance to let you know what the current time is in Python format. For example

cur_dt = self.data.datetime.datetime(0)  # get current datetime
cur_tm = self.data.datetime.time(0)  # get current time

You may of course get the time component from the datetime object if you prefer.

@ry-93 said in How to do intraday trading in backtrader ?:

And how to forcefully execute or close all the open orders if these signals(buy,sell) crossed the intraday time limit ?

Keep a reference to the orders you have issued, check the time and when your deadline is met, issue a cancel on the orders which have not been executed yet (i.e.: not remove from your list, because they have been notified as Completed)

Onder Oz

Hello,
does backtrader have access to preMarket data too in smaller timeframes?

vladisld

@Onder-Oz said in How to do intraday trading in backtrader ?:

does backtrader have access to preMarket data too in smaller timeframes

Backtrader accepts any data, pre/post market included. Just be sure your data provider supplies such data.