Probably write new data feed class which reads StringIO objects.

I think the easiest way is to separate tickets with the external script and get set of files/DatsFrames suitable for bt. Otherwise it requires writing of the new data feed class.

@oakenstream as an idea - setup separate class. Methods of the class will be your exit functions. Then you can pass these methods as parameters into strategy.

If you don't want to put several strategies into the system, then you can write single strategy with exit type parameter. Based on this parameter you can run different pieces of code in the next() or __init__() based on if self.p.param == something statements.

If I understand correctly: you passed to backtrader only one price a day (close only) and expected that backtrader executes the order on the other prices, am I right?

Pass OHLC to get what you expect.

@tianjixuetu this is english speaking community even (I am more than sure) English is a second language for majority of the users here. But they are making the effort and use it. Your post shows disrespect to other users, and your answer is not useful for community. Please use English.

According to your code:

• you print BUY @price... notification for any order, not only for buy order
• notification SELL@price... can only be printed if you have no position in the data0, also this notification will be printed for any order, not sell only

I would recommend you to go thru Docs - Quickstart Guide and then read about orders Docs - Orders - General and Docs - Orders - Creation/Execution. Most of you questions will be answered.

@Nir-Louk said in Help with plotting:

trying to follow your "getting started" tutorial on colab is something everyone do.

I didn't, so not everyone.

@Suraj-Thorat if you put the limit order in correct way, than it is executed at limit price.

@tianjixuetu said in I backtest a strategy about futures,but I find there something strange about the profit:

there is something different between your case and my case. you let the margin equals 2000 forever,but in real world,
the margin may be change awlays the price volitility.

Real world is different, you may want to educate your self a little bit more on this.
Sometimes margin doesn't fluctuate with the daily prices, even it still depends on volatility.

Also an advice - post the script you use in the very first message, not in the very last. There are no mid readers here, so only you know what is ran. My simplified case shows that bt works as expected, therefore the reason of the discrepancy is in (a) your additions to the bt or (b) in your calculations posted here. Seems it is case (b).