HOW to Look for Documentation / Features?

[NewestTrader]

Hi,

while looking at the features of Backtrader, I frequently come to the point where I am little bit helpless:

E.g.:

I take one of the examples:

quickstart11.py (aka: "Let’s Optimize")

and try to extend it a little bit:

Instead of:

            self.order = self.buy()

in

       def next(self):

I write:

            myCash = cerebro.broker.get_cash()
            mySize = myCash/(self.dataclose[0] * 0.1)
            self.order = self.buy(size=mySize)

and nothing happens :-(

I thought I could set the amount of stock to buy just relatively to the amount of money I have.

My asumption was - as it seems to be possible in strategy.py:

def buy(self, data=None,
        size=None, price=None, plimit=None,
        exectype=None, valid=None, tradeid=0, oco=None,
        trailamount=None, trailpercent=None,
        parent=None, transmit=True,
        **kwargs):

that I can supply attributes like the amount of stocks (size) in this way.

How should I look for examples, docu (or something else) to find a solution for this by myself (I realized that the online documentation is in the docu2 folder within the *.rst files, so I can look here for docu, ok - but without success in this case)? Or is there any debug/log mode available that I could activate?

And if somebody knows a quick answer for my issue, that would be nice, too :-)

[ab_trader]

@NewestTrader said in HOW to Look for Documentation / Features?:

mySize = myCash/(self.dataclose[0] * 0.1)

Maybe you wanted to make like this:

mySize = 0.1 * myCash // self.dataclose[0]

[Paska Houso]

@NewestTrader said in HOW to Look for Documentation / Features?:

How should I look for examples, docu (or something else) to find a solution for this by myself (I realized that the online documentation is in the docu2 folder within the *.rst

Why would you look in the reSructuredText (aka .rst) files if you can read it online and directly google? (Plus the generated online documentation has a built-in search facility)

@NewestTrader said in HOW to Look for Documentation / Features?:

that I can supply attributes like the amount of stocks (size) in this way.

You cannot do it in the bank/broker. When you go to the market you express yourself in $$ and that low-level operation does the same. If size had different meanings or entry points it would lead to trouble.

In any case and even if you can do it like @ab_trader indicated you are probably looking for this:

• https://www.backtrader.com/docu/order_target/order_target.html

Where you can use the family of orders to specify target size, target value or target percentage.

The other option being a Sizer which does the calculation for you

• https://www.backtrader.com/docu/sizers/sizers.html

[ab_trader]

Addition to @Paska-Houso post - target orders set percent based on portfolio value (cash + open positions). If you want to use cash only, then your code is better. The other thing that need to be corrected is

myCash = self.broker.get_cash()

[Paska Houso]

@ab_trader said in HOW to Look for Documentation / Features?:

target orders set

target_order_size works with target sizes ... or am I missing something?

[ab_trader]

@Paska-Houso in his case the target_order_value can be a better option in this case. I forgot about this type if order.

target_order_size as I remember operates with stock quantities, not percents of cash or portfolio.

[Paska Houso]

@NewestTrader said in HOW to Look for Documentation / Features?:

that I can supply attributes like the amount of stocks (size) in this way.

The original poster said ...

@ab_trader said in HOW to Look for Documentation / Features?:

target_order_size as I remember operates with stock quantities

And that was my idea, that he looked into target_order_size. I believe we have probably misunderstood each other.

[ab_trader]

@Paska-Houso got your point. I was considering the 0.1 * My cash as the goal rather then setting of size. ;) Anyway target orders really convenient feature of the bt.

[NewestTrader]

Thanks for your replies guys!