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    why "buy/sell" marker is not in the right position?

    Indicators/Strategies/Analyzers
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    • B
      bilibili last edited by

      Hi Guys,
      My data feed is hour bar, 6 bars per day. But it seems buy/sell marker is not in the right position sometimes.
      Some of the marker is in the right position, but some of them not. I've no clue about it.

      Like the picture below,
      2020-05-21T23:00:00, BUY CREATE, 3375.00.
      Buy order should be placed on the hand drawn red arrow (2020-05-21T23:00:00), But it was moved behind couple K lines.

      data
      3376.0,3386.0,3373.0,3384.0,269762,14987,0.0,2020,5,20,10,0,2020-05-20 10:00,3.780170763331913e-40
      3384.0,3388.0,3379.0,3386.0,268820,8959,0.0,2020,5,20,11,15,2020-05-20 11:15,3.766970531797973e-40
      3385.0,3387.0,3375.0,3381.0,266271,13117,0.0,2020,5,20,14,15,2020-05-20 14:15,3.731251433942334e-40
      3381.0,3384.0,3376.0,3376.0,268181,10815,0.0,2020,5,20,15,0,2020-05-20 15:00,3.758016234610938e-40
      3370.0,3386.0,3370.0,3379.0,266282,13071,0.0,2020,5,21,22,0,2020-05-21 22:00,3.731405576773409e-40
      3380.0,3382.0,3375.0,3375.0,266156,6290,0.0,2020,5,21,23,0,2020-05-21 23:00,3.72963994070836e-40
      3376.0,3394.0,3376.0,3384.0,262578,14631,0.0,2020,5,21,10,0,2020-05-21 10:00,3.679501481654818e-40
      3384.0,3392.0,3381.0,3390.0,261784,9748,0.0,2020,5,21,11,15,2020-05-21 11:15,3.668375171848079e-40
      3390.0,3407.0,3382.0,3405.0,257708,23010,0.0,2020,5,21,14,15,2020-05-21 14:15,3.6112582464421996e-40
      3405.0,3406.0,3394.0,3403.0,255225,19957,0.0,2020,5,21,15,0,2020-05-21 15:00,3.5764640055730144e-40
      3405.0,3423.0,3403.0,3420.0,250612,23267,0.0,2020,5,22,22,0,2020-05-22 22:00,3.5118221074137106e-40
      
      class data_feed_future(btfeed.GenericCSVData):
          params = (
              ('dtformat', '%Y-%m-%d %H:%M'),
              ('datetime', 12),
              ('open', 0),
              ('high', 1),
              ('low', 2),
              ('close', 3),
              ('volume', 5),
              ('openinterest', -1) 
          )
      
      
      if __name__ == '__main__':
      
          cerebro = bt.Cerebro()
      
      
          data = data_feed_future(dataname=data_file_dir + '\\' + ticker + '.csv',compression=60 ,timeframe=bt.TimeFrame.Minutes)
          cerebro.adddata(data)
          cerebro.addstrategy(strategy_under_test)
      
          # Set our desired cash start
          cerebro.broker.setcash(startcash)
          # Set the commission - 0.1% ... divide by 100 to remove the %
          cerebro.broker.setcommission(commission=0.002)
          # Add a FixedSize sizer according to the stake
          cerebro.addsizer(bt.sizers.FixedSize, stake=1)
          results = cerebro.run()  # run it all
          cerebro.plot(style='candlestick') 
      

      ![alt text](85c9b744-bb34-4f48-9fa5-d8b78e30d0b8-image.png image url)

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