Navigation

    Backtrader Community
    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Debugging Live IB Trading

    General Code/Help
    1
    1
    303
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • E
      ElliotP last edited by

      Morning everyone,

      I am in the process of debugging some strategies on a paper account with Interactive Brokers and I keep hitting a snag.

      For some reason when I start the script, it will stay permanently at "Data Delayed". The docs indicate this is when the backfilling occurs and since I'm asking for Realtimebars I realize there are 5 seconds worth of data which need to be filled. The securities I'm trading are quite liquid and I can see trades being executed in the order book.

      I have read about qcheck but as I have played with that I haven't been able to find a working solution. At the moment the best solution I have found is to start the script as the market opens or a few seconds after which isn't ideal for this strategy.

      If someone could point me in the right direction, I'm a little out of ideas after reading the docs & threads.

      https://www.backtrader.com/blog/posts/2016-06-21-livedata-feed/live-data-feed.html

      I will post some debug logs, etc later when it occurs again.

      1 Reply Last reply Reply Quote 0
      • 1 / 1
      • First post
        Last post
      Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors