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Problem with Backtrader?
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By the end of the backtest it starts selling without buying and the profit goes to the moon.
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Some of the orders... see how the profit is wrongly calculated.
2021-02-06, BUY CREATE, 0.45
2021-02-06, BUY EXECUTED, Price: 0.45, Cost: 200.40, Comm 0.00
2021-02-06, SELL CREATE, 0.45
2021-02-06, SELL EXECUTED, Price: 0.45, Cost: 200.40, Comm 0.00
2021-02-06, OPERATION PROFIT, GROSS 1.52, NET 1.52 -
@foxbearbear it would help if you could share your code.
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Looks like your strategy opens a lot of short positions at the end of the backtests. Highly likely it is not a problem of
bt
, but bug in the strategy script.