Can you attach a paper or share it somehow?

@kausality said in Closed trade list (including MFE/MAE) analyzer:

I am testing this on a live bot.

Were you able to run it?
I am not using live trading now, so to set up a test case will take long time. I don't think that I can help you with it now.

Good point. I've updated initial post to include the line which run the backtest:

strats = cerebro.run(tradehistory=True)

strats will contain results of the backtest - see Docs - Cerebro - Returning the results

@kausality I've used trade history data in my trade list analyzer to get sizes and prices for trades with multiple orders. Here is the link -
https://community.backtrader.com/topic/1274/closed-trade-list-including-mfe-mae-analyzer

I've coded MAE/MFE analyzer recently. Check this topic

https://community.backtrader.com/topic/1274/closed-trade-list-including-mfe-mae-analyzer

Both posts contain the same scripts.

I am really surprised that you get None: testing(...) is not defined in your posts, should be an error returned.

@tagteam69

Hard to say something since no code defining self.dataclose are shown.

Thank you! Good analyzer.

Will it work in case of multiple position size changes?
Like buy 10, buy 20, sell 15, sell 15 = 1 trade with size of 30.

Please show the whole error message to understand what is going on.

At first glance:

• I would use class OnBalanceVolume(bt.Indicator)
• () are used for indexing in the __init__, [] are used for indexing in the next
• I doubt that self.data has lines, self.data.volume is more appropriate

You may try cheat-on-close feature. Order will be executed at current bar close price.