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/

    Automatically choose between bid/ask price at position opening/close

    General Code/Help
    1
    1
    63
    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.
    • uelel
      uelel last edited by

      I am sorry if this problem has been already discussed, I just did not found anything related.

      I want to include real-time spreads during my backtesting with backtrader.
      For that purpose I have M1 data with bid prices and spreads for each candle.
      My idea is simple: to open long positions and close short positions with ask prices.
      To implement this feature the data feed has to be accessible by whatever class that actually opens/closes positions.

      Do you have any idea how to implement this feature?
      What class is responsible for setting price during position opening/closing?

      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(); }); }