Print Trade (simple question)

[j45p41]

Hi Guys,

this might be a simple one but I cant seem to figure it out. After running a strategy successfully how do you

1. print off each trade, date, value
2. and if it was a positive or negative as shown on the standard chart?

I have implemented the first part like this:

    def next(self):
        if not self.position:
            if self.rsi < self.params.rsi_low:
                self.buy(size=10)
                print('{},BUY,{}'.format(self.datetime.datetime(), self.data.close[0]))
        else:
            if self.rsi > self.params.rsi_high:
                self.sell(size=10)
                 print('{},SELL,{}'.format(self.datetime.datetime(), self.data.close[0]))

but I am sure there must be a way to dump this information after Cerebro has completed. I think the clue is somewhere in implementing an observer but I have not been able to figure it out yet - help would be much appreciated!

[fintrading]

Hi,

read up on Analyzers (https://www.backtrader.com/docu/analyzers/analyzers.html), especially https://www.backtrader.com/docu/analyzers-reference.html#tradeanalyzer and https://www.backtrader.com/docu/analyzers-reference.html#transactions.

Basically you attach the analyzer(s) to the Cerebro instance, run the test and get the analyzers after the test is finished.

[j45p41]

Hi fintrading,

many thanks for the pointers - now I am able to get my trades. The only bit I can't yet figure out is where to see if the trade was positive or negative - like you see on the standard plot. Is this somewhere under observers?

Thanks again!

[j45p41]

I guess i am trying to show trades and not transactions so that i can see the pnl. I can see that thid can be done through trades class but just need an example to understand how it works. Thanks!

[ab_trader]

In the Docs - Quickstart it is shown how to print trade pnl:

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (trade.pnl, trade.pnlcomm))

[ab_trader]

You may also want co check history of the trades. I think it can be extracted from strategy object returned after cerebro run. But I can be wrong, never used it.

Reference Docs - Trade

[j45p41]

Great!

so the information that I am looking for is contained in:

which is in the main strategy.

How can I access this info please?

[backtrader]

I probably missed something but:

• Trade is documented including profit and loss: Docs - Trade

There is a screenshot from a debugging session showing you exactly where trades are stored and an example from @ab_trader with notify_trade, which you can use (and it would be my recommendation) store the trades.

• What is exactly your problem?
• Which is the information you cannot access?

[j45p41]

Yes sorry. I think i need to be more specific. I am building a strategy which builds patterns based on successful trades. The best way for me to process this would be by dumping all trades into a pandas dataframe with headers shown in the trades sections of docs i.e. ref, status, tradeid, etc. In your opinion what would be the easiest way of achieving this? Thanks again!

[backtrader]

Collect trades during notify_trade and add them to your dataframe.

[j45p41]

Haha - it was hiding in plain sight! or I was just being blind! Thanks a lot guys!