btoandav20 sizers

J T

Hi !
Does anyone have experience using the btoandav20.sizers.OandaV20Risk ?

I think it needs to run in strategy class, next method and not in the run strat right?
I say this because this sizer requires stoploss pips which is dynamic.

I tried this which probably is rubbish.

# in Strategy class I have params dict(sizer = None)
# and in initi the below. I am just following bt docs. 
def __init__(self):
 if self.p.sizer is not None:
            self.sizer = self.p.sizer

def next(self):
        if self.one_test_trade:
            globe.action = 'long'
            self.one_test_trade = False
            price = self.data0.close[0] - 0.0001
            sl_px = price - self.atr[0] * 1.5
            sl_pips = abs(sl_px - price) / 0.0001
            limit_px = price + self.atr[0]
            self.ATR_at_exe = self.atr[0]

self.exe_size = self.sizer.getsizing(btoandav20.sizers.OandaV20Risk, risk_percents=2, stoploss=sl_pips)

the above returns error although risk_percents is a valid param for this sizer:

TypeError: getsizing() got an unexpected keyword argument 'risk_percents'

Would some kind souls pls help me with some sample code how this is to be used?

source code of the sizer is here: https://github.com/ftomassetti/backtrader-oandav20/blob/master/btoandav20/sizers/oandav20sizer.py

Thanks a miliion!

J T

Re: btoandav20 sizers

changed to this:

self.exe_size = btoandav20.sizers.OandaV20Risk(risk_percents=2, stoploss=sl_pips).getsizing(data=self.data0.close[0], isbuy=True)

which returns error:

comminfo = self.broker.getcommissioninfo(data)
AttributeError: 'NoneType' object has no attribute 'getcommissioninfo'

and added this in runstrat:

comminfo = forexSpreadCommisionScheme(spread=3, acc_counter_currency=False)
cerebro.broker.addcommissioninfo(comminfo)

Error is still the same.

comminfo = self.broker.getcommissioninfo(data)
AttributeError: 'NoneType' object has no attribute 'getcommissioninfo'

dasch

maybe this can help you:
https://www.backtrader.com/docu/commission-schemes/commission-schemes/
https://www.backtrader.com/docu/sizers/sizers/

dasch

@J-T from your code examples, it is not clear what you are doing.

in a strategy, you could do the following:

            self.sizer = btoandav20.sizers.OandaV20Risk(risk_percents=2, stoploss=10)
            print(self.sizer.getsizing(data=self.data0, isbuy=True))

which will work, when data is a oanda feed