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    Is possible send a signal before a candle (1 minute) being closed feeding backtrader with tikcs?

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    • dedeco
      dedeco last edited by

      Re: Anyone use backtrader to do live trading on Bitcoin exchange?

      First, thanks a lot @Ed-Bartosh and backtraders fellows!

      My strategy need to send a signal before a candle (1 minute) being closed. I forked the @Ed-Bartosh (branch ccxt) and I'm feeding with bitmex exchange makert (using ccxt).

      I'm new backtrader I noticed that the minimum GRANULARITY is to fetch on OHLC are minutes. But supposing the I need to get live data before the 1m candle being closed to send a signal. Is possible?

      I need the historical (15 M) data too. So i will need to feeds: historical and live. So someone can help me? Or share some insight about that?

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      • B
        backtrader administrators last edited by

        You rp

        @dedeco said in Is possible send a signal before a candle (1 minute) being closed feeding backtrader with tikcs?:

        noticed that the minimum GRANULARITY is to fetch on OHLC are minutes

        There is NOT such a limitation in backtrader. If a given data provieder attached to backtrader doesn't support a smaller granularity it's another story.

        @dedeco said in Is possible send a signal before a candle (1 minute) being closed feeding backtrader with tikcs?:

        But supposing the I need to get live data before the 1m candle being closed to send a signal. Is possible?

        You are looking for replaydata. See:

        • Docs - Cerebro
        • Docs - Data Replay

        This allows you see how a 1-minute replayed data is constructed (tick-by-tick) from a smaller timeframe. But your data feed

        @dedeco said in Is possible send a signal before a candle (1 minute) being closed feeding backtrader with tikcs?:

        I need the historical (15 M) data too. So i will need to feeds: historical and live.

        You need to combine it with resampled data which will only tick once for each 15 minutes timeframe.

        • Docs - Multiple Timeframes
        • Docs - Data Resampling
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