if you would truly do what i've recommend above (print and plot all data and look thru it bar by bar) you would see two notifications of sell orders much earlier. and (probably) only one notification of the buy order.
anyway, since you have very light understanding of the basic things (buy nd sell), i would recommend you to read docs and maybe do quickstart one more time (or even first time). will save you time later.
@Wayne-Filkins-0 said in Problems with buy/sell signals:
I don't want to short at all.
than why do you sell 1000 shares in your code?
@Wayne-Filkins-0 said in Problems with buy/sell signals:
self.buysig is being set to the correct variables on every candle.
Did you compare what your script is doing for different self.buysig values with your expectations of what should be done?
Is it your expectation that you open long position based on sizer if self.buysig > 0, and close this long position and short 1000 stocks when self.buysig < 0? And then you just close short position and open it again on each self.buysig <0?
@Wayne-Filkins-0 said in Problems with buy/sell signals:
not really sure
If you develop something, you need to understand what is going on in your script. This script will be applied to your money, do you really want to lose your money?
Evidently the only picture shown doesn't say what is going on. It shows just two almost coincident triangles appeared several times.
What prevents you from printing of prices, indicator values etc, plotting of necessary indicators, then going from trade to trade along the backtest history and figure out what is going on?
@kegan said in The call ordering for `next()` vs `notify_order()`:
Appreciate if anyone can comment on this.
if you prefer to trust strangers from the internet, but not to bt documentation or your own results, than - sequence of next() and notify_order() calls is correct and corresponds to reality.
Post link to github repo with your code, somebody may join your team.
First step would be to reverse your data so the time increases from top to bottom.
Use backtiks as described above on the page to post code blocks.
Please provide reasons why do you expect more trades than it actually happens. Detailed log of prices, signals and trades, plot of the results will also be helpful.
In
cerebro.adddata(data)
data should be bt data feed object. In your script data is a list of data feed objects, but not a single data feed object. Each data feed should be added to cerebro using separate adddata call. Search the forum, look up the docs and articles, this was discussed tons of times and described well.