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/

    Unrealised Return and Days Held in Next?

    General Code/Help
    2
    2
    213
    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.
    • C
      cwse last edited by

      Hi,

      Is it possible to get Days Held and Unrealised return in Next for stocks which have non-zero positions?

      Thanks!

      1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators last edited by

        You can get the unrealized profit and loss by using the commission scheme which corresponds to the given asset.

        As for the length, you can record the length at which it was executed and compare it against the actual length of the data (that will give you natural days, for trading days, you will need to apply a trading calendar)

        1 Reply Last reply Reply Quote 0
        • 1 / 1
        • First post
          Last post
        Copyright © 2016, 2017, 2018 NodeBB Forums | Contributors
        $(document).ready(function () { app.coldLoad(); }); }