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    Help with sample code

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    • W
      Will last edited by

      I am testing the sample code in doc>quick start with hourly OHLC data instead of daily data feeds. I find any order created will only be executed at next day open rather than next bar open. Is there any parameters I shall adjust in the code please?

      1 Reply Last reply Reply Quote 0
      • W
        Will last edited by

        add the output:
        Starting Portfolio Value: 100000.00
        2019-01-03, Close, 3843.86
        2019-01-03, BUY CREATE, 3843.86
        2019-01-03, Close, 3830.78
        2019-01-03, Close, 3826.99
        2019-01-03, Close, 3835.96
        2019-01-03, Close, 3838.95
        2019-01-03, Close, 3833.47
        2019-01-03, Close, 3842.83
        2019-01-03, Close, 3841.83
        2019-01-03, Close, 3849.04
        2019-01-03, Close, 3834.59
        2019-01-03, Close, 3820.00
        2019-01-03, Close, 3824.38
        2019-01-03, Close, 3823.14
        2019-01-03, Close, 3820.53
        2019-01-03, Close, 3825.02
        2019-01-03, Close, 3828.88
        2019-01-03, Close, 3826.98
        2019-01-03, Close, 3805.00
        2019-01-03, Close, 3806.17
        2019-01-03, Close, 3805.81
        2019-01-03, Close, 3812.69
        2019-01-03, Close, 3811.52
        2019-01-03, Close, 3802.01
        2019-01-03, Close, 3804.00
        2019-01-03, Close, 3800.07
        2019-01-03, Close, 3818.02
        2019-01-03, Close, 3813.94
        2019-01-03, Close, 3817.36
        2019-01-03, Close, 3808.52
        2019-01-03, Close, 3796.70
        2019-01-03, Close, 3804.98
        2019-01-03, Close, 3806.70
        2019-01-03, Close, 3748.73
        2019-01-03, Close, 3738.00
        2019-01-03, Close, 3755.03
        2019-01-03, Close, 3748.46
        2019-01-03, Close, 3748.06
        2019-01-03, Close, 3757.89
        2019-01-03, Close, 3751.55
        2019-01-03, Close, 3756.00
        2019-01-03, Close, 3772.82
        2019-01-03, Close, 3780.03
        2019-01-03, Close, 3775.07
        2019-01-03, Close, 3771.26
        2019-01-03, Close, 3760.44
        2019-01-03, Close, 3773.79
        2019-01-03, Close, 3764.44
        2019-01-03, Close, 3766.78
        2019-01-04, BUY EXECUTED, 3767.20
        2019-01-04, Close, 3746.79
        2019-01-04, Close, 3750.30
        2019-01-04, Close, 3762.93
        2019-01-04, Close, 3766.23
        2019-01-04, Close, 3761.68
        2019-01-04, Close, 3758.65
        2019-01-04, SELL CREATE, 3758.65
        2019-01-04, Close, 3760.13
        2019-01-04, Close, 3780.04
        2019-01-04, Close, 3773.00
        2019-01-04, Close, 3775.33
        2019-01-04, Close, 3768.86
        2019-01-04, Close, 3779.90
        2019-01-04, Close, 3788.87
        2019-01-04, Close, 3783.02
        2019-01-04, Close, 3786.19
        2019-01-04, Close, 3783.28
        2019-01-04, Close, 3786.03
        2019-01-04, Close, 3771.34
        2019-01-04, Close, 3767.14
        2019-01-04, Close, 3764.35
        2019-01-04, Close, 3766.04
        2019-01-04, Close, 3775.48
        2019-01-04, Close, 3772.97
        2019-01-04, Close, 3757.55
        2019-01-04, Close, 3755.55
        2019-01-04, Close, 3755.52
        2019-01-04, Close, 3747.13
        2019-01-04, Close, 3744.00
        2019-01-04, Close, 3744.92
        2019-01-04, Close, 3717.14
        2019-01-04, Close, 3719.21
        2019-01-04, Close, 3725.28
        2019-01-04, Close, 3736.98
        2019-01-04, Close, 3747.50
        2019-01-04, Close, 3741.79
        2019-01-04, Close, 3745.22
        2019-01-04, Close, 3734.98
        2019-01-04, Close, 3730.00
        2019-01-04, Close, 3738.76
        2019-01-04, Close, 3739.53
        2019-01-04, Close, 3738.26
        2019-01-04, Close, 3764.24
        2019-01-04, Close, 3780.22
        2019-01-04, Close, 3802.36
        2019-01-04, Close, 3791.24
        2019-01-04, Close, 3790.98
        2019-01-04, Close, 3794.33
        2019-01-04, Close, 3792.01
        2019-01-05, SELL EXECUTED, 3790.09
        2019-01-05, Close, 3810.44
        2019-01-05, Close, 3811.76
        2019-01-05, Close, 3798.07
        2019-01-05, Close, 3803.58
        2019-01-05, Close, 3817.21
        2019-01-05, Close, 3811.88
        2019-01-05, Close, 3807.89
        2019-01-05, BUY CREATE, 3807.89
        2019-01-05, Close, 3815.00
        2019-01-05, Close, 3820.50
        2019-01-05, Close, 3815.72
        2019-01-05, Close, 3828.81
        2019-01-05, Close, 3834.01
        2019-01-05, Close, 3811.10
        2019-01-05, Close, 3799.45
        2019-01-05, Close, 3800.55
        2019-01-05, Close, 3785.15
        2019-01-05, Close, 3791.61
        2019-01-05, Close, 3793.56
        2019-01-05, Close, 3793.00
        2019-01-05, Close, 3790.36
        2019-01-05, Close, 3785.72
        2019-01-05, Close, 3787.94
        2019-01-05, Close, 3796.74
        2019-01-05, Close, 3801.26
        2019-01-05, Close, 3808.24
        2019-01-05, Close, 3802.47
        2019-01-05, Close, 3790.68
        2019-01-05, Close, 3793.84
        2019-01-05, Close, 3787.78
        2019-01-05, Close, 3787.45
        2019-01-05, Close, 3807.61
        2019-01-05, Close, 3785.58
        2019-01-05, Close, 3804.28
        2019-01-05, Close, 3797.19
        2019-01-05, Close, 3797.48
        2019-01-05, Close, 3801.36
        2019-01-05, Close, 3806.08
        2019-01-05, Close, 3809.02
        2019-01-05, Close, 3812.66
        2019-01-05, Close, 3810.98
        2019-01-05, Close, 3803.24
        2019-01-05, Close, 3803.68
        2019-01-05, Close, 3805.40
        2019-01-05, Close, 3806.57
        2019-01-05, Close, 3776.40
        2019-01-05, Close, 3786.62
        2019-01-05, Close, 3780.07
        2019-01-05, Close, 3770.96
        2019-01-06, BUY EXECUTED, 3771.12
        2019-01-06, Close, 3775.74
        2019-01-06, Close, 3786.76
        2019-01-06, Close, 3784.40
        2019-01-06, Close, 3765.65
        2019-01-06, Close, 3767.69
        2019-01-06, Close, 3771.82
        2019-01-06, SELL CREATE, 3771.82
        2019-01-06, Close, 3766.74
        2019-01-06, Close, 3771.15
        2019-01-06, Close, 3765.19
        2019-01-06, Close, 3767.90
        2019-01-06, Close, 3782.03
        2019-01-06, Close, 3777.75
        2019-01-06, Close, 3776.79
        2019-01-06, Close, 3772.22
        2019-01-06, Close, 3761.55
        2019-01-06, Close, 3767.94
        2019-01-06, Close, 3766.73
        2019-01-06, Close, 3772.88
        2019-01-06, Close, 3773.02
        2019-01-06, Close, 3771.30
        2019-01-06, Close, 3772.33
        2019-01-06, Close, 3796.99
        2019-01-06, Close, 3802.92
        2019-01-06, Close, 3814.24
        2019-01-06, Close, 3803.07
        2019-01-06, Close, 3790.81
        2019-01-06, Close, 3796.01
        2019-01-06, Close, 3798.61
        2019-01-06, Close, 3797.39
        2019-01-06, Close, 3801.35
        2019-01-06, Close, 3815.05
        2019-01-06, Close, 3806.82
        2019-01-06, Close, 3810.23
        2019-01-06, Close, 3813.39
        2019-01-06, Close, 3993.09
        2019-01-06, Close, 4007.11
        2019-01-06, Close, 4001.99
        2019-01-06, Close, 3989.09
        2019-01-06, Close, 4001.85
        2019-01-06, Close, 4002.46
        2019-01-06, Close, 4001.87
        2019-01-06, Close, 3977.16
        2019-01-06, Close, 3959.57
        2019-01-06, Close, 3967.49
        2019-01-06, Close, 3984.91
        2019-01-06, Close, 3970.36
        2019-01-06, Close, 3999.43
        2019-01-06, Close, 3987.60
        Final Portfolio Value: 100239.37

        1 Reply Last reply Reply Quote 0
        • Robin Dhillon
          Robin Dhillon last edited by

          Try using compression and set it to 60, default value is 1. So assuming you are a newbie on this platform, you can set this parameter when you import your data or in the cerebro call. Check the docs all the info is there in abundant detail.

          W 1 Reply Last reply Reply Quote 0
          • W
            Will @Robin Dhillon last edited by

            @robin-dhillon tks for your answer. I insert timeframe=bt.TimeFrame.Minutes when feeding the data. It's solved!

            1 Reply Last reply Reply Quote 0
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