@student you added two data feeds, so bt shows two pictures. To fix it you need first to show correct time frame for your 1 minute data feed and second set plot=False.

Check out Data feeds and Plotting options

I believe that TimeReturn analyzer with the timeframe parameter set to TimeFrame.Days will calculate daily returns in %s. So at first glance the easiest way will be just to repeat TimeReturn analyzer code with the small change:

now

self.rets[self.dtkey] = (self._value / self._value_start) - 1.0

need

self.rets[self.dtkey] = self._value - self._value_start

@Bayne for streak PNLs you will need to add new code.

As I mentioned above I would just take the existing code, modify it as required and add as analyzer using bt's common way.

@Bayne said in Extracting Analyzers in bt.anazylzer.Tradeanalyzer() Class:

I think by "asking it one more time in the same thread." you mean the question asking for what is executed first, TakeProfit oder StopLoss order, when the triggering High and Low Price occour in the same Bar? Nope, sadly became no answer to this question, therefore i'd like ask a third time in the mentioned thread. But my bad if i didnt ask clear.

Quite clear answer on how bt processes orders was given in that thread.

Could you please bring a little more clear into the description, because its so confusing? (I just need to know about the 3 I mentioned in the question, because i was able to understand all the otherones without a problem)

Why not to spend couple hours and run test, obtain all the numbers using built-in analyzer and figure out if it is suitable for your needs or not?

Returning to your original post: Won/Lost Count/ Total PNL/ Average PNL / Max PNL results should give you values for your lines 1 and 3. Line two is not clear - what do you mean by streak?

PNL is a profit/loss value: if PNL > 0, it is profit, otherwise it is loss. It can be related to trade or to the all trades.

@Bayne said in Extracting Analyzers in bt.anazylzer.Tradeanalyzer() Class:

really no one?

I've answered your other question about order sequence, and you didn't pay attention to that answer, asking it one more time in the same thread. What is the point to put an answer here (wich requires some concept building and maybe coding) but you might not even read it?

Review how the built-in TradeAnalyzer is coded, copy it under different name and make small modifications to adopt new stats.

TradeAnalyzer is here - github, code is self-explanatory and clean.

By the way, based on the description built-in TradeAnalyzer already includes average profit and average loss trades as well as max profit and max loss trades.

@Bayne said in Does it pay off (in accuracy terms) to load lower TimeFrame Data?:

Do upsampled bars Take into consideration the smaller moves in between (which are Not OHLC) for executing Orders or not?

Say you have two data feeds: 1 min and re-sampled 1 hour. If you use 1 min data feed for order execution, than your stop and limit orders will be executed using 1 min bar OHLC. If you use 1 hour data feed for order execution, than your stop and limit orders will be executed using 1 hour bar OHLC.

(My purpose get a More accurate Result on situations where Take Profit and stoploss are Hit in the Same bar)
If this happens often during you backtest and you are not satisfied with the conservative results (hit stop loss order first), than you definitely need better granularity.

@Bayne said in Does it pay off (in accuracy terms) to load lower TimeFrame Data?:

And in General: How is it managed with Highs Lows if I directly load 1HourData, when i am using StopLoss and TakeProfits...
Will alway StopLoss (or TakeProfit) get hit or is it random?

Orders are executed on the FIFO basis: order issued first executes first if conditions for it's execution met.

@Bayne said in My Orders dont get Closed (wrong implementation of SL/TP?):

What i want is just a Market order with a TakeProfit and a Stoploss. Bracket orders dont work for my purpose because they arent executed as market orders.

I think you can change bracket order to Market changing exectype parameter when you call bracket order method.

The way depends on what you want to get at the end. Since it is not clear, than it is hard to answer. I've used both ways.

Best way is not to assume but take a look on what is written in the docs - Docs - Bracket Orders:

A bracket order isn’s a single order but it is actually made up of 3 orders. Let’s consider the long side

• A main side buy order, usually set to be a Limit or StopLimit order
• A low side sell order, usually set to be a Stop order to limit losses
• A high side sell order, usually set to be a Limit order to take profit

Also reference to the buy_bracket and sell_bracket methods is shown there under Some reference section. And this reference states that baseline order is limit.

if i want to implement this with market orders, should the following work the way i want it?

Not clear what you want. Earlier you wanted the bracket order, now it is simple buy.