so StopLimit order with the small difference between Stop and Limit prices will help.

Market order is executed by the price available in the market, it can not be specified. Use limit order if want the order to be executed at certain price or better.

My guess would be that in your script you are printing only date, but not time, therefore you don't have it printed. cerebro prints nothing by itself.

Also your data feed seems daily.

It is possible. The main issues is not bt, but the logic of the pattern recognition. I didn't see bt implementation, but seen it implemented on the different platform.

@run-out said in Run Calculations On Previous 100 day data:

unorthadox

good polite definition. :)

I would recommend for TS to go thru the docs and quickstart before compiling that complex scripts.

self.position is always zero because the position is never open. it can be variety of reasons: you can't buy/sell 100 shares due to lack of funds, SMA don't cross etc. Get more outputs and check what is going on.

there is no need to call self.notify_order() in the next(). in order to avoid an error with bar_executed you need to operate with it only if the position exists. otherwsie use of bar_executed is meaningless.

also don't post pictures, but text; please read the note about backticks on top of the page.

• you can't define xATRTrailingStop from the first line, it uses ATR with period 5, so only from line 6
• bt.If, bt.Max etc can be used only in __init__()
• self.xATRTrailingStop is defined in __init()__ so thishasattr(self,'xATRTrailingStop')` is always True
• len(self.datas) returns numbr of the data feeds added to cerebro
• self.datas[-1] - i don't think this object exists
• xATRTrailingStop = bt.If(...) I don't think this line returns any meaningful results

I would recommend to review documentation one more time, go thru the Quick Start yo understand how to work with the data feeds and arrays in bt.

@giakoumis said in Futures Live Trading:

I want to use backtrader with IB for live trading futures contracts. What I cannot wrap my mind around, is how can I rollover the contract to the next. I understand how I can do this in backtesting using the Rollover class and its functionality but in live trading I can only have the current contract as a live feed.

You may want to have live data feed for the active contract from ib and than use backfill_from parameter to backfill the data from previously stored continuous contracts. On the first look every time you switch to next contract the bt needs to be restarted with new live data feed and new backfill_from data.

@giakoumis said in Futures Live Trading:

If this is the only way could I possibly add the feeds dynamically so that I only have a small number of contracts per future and load the next one after I rollover?

Data feeds should be added before the cerebro run started, not on the fly. But restarting bt every time you start trading new contract can help.

But honestly if you are trading on the daily bars having live trading setup is more hassle than worse.

Based on your posts:

• backtest period is 01/01/2019 to 12/31/2019
• trading calendar is set for 2018

You may want to align these two items.