@pomnl said in Race Condition Bug w/ Orders and Trades:

While the performance is indeed unaffected, there are analyzers which I have in place that utilize the trade log as a means of calculating certain values of interest (e.g. drawdown, number of trades, etc...) - If we are unable to get to the bottom of this, I will just rewrite them to use orders, instead.

I would go different way - first, add regular bars data feed into bt, then apply renko to it as a filter or indicator (bt has both of them) to this data feed. Use renko as a signal and issue orders against the first, regular bar data feed. First, this approach is inline with way bt should be used, second - it excludes errors due to use of the renko bars as a data for order execution. But you choose.

@pomnl said in Race Condition Bug w/ Orders and Trades:

Can you explain to me why it would reject an order when there was more than enough volume in a bar to fulfill the size of the order?

As stated above bt doesn't consider the volume during the order execution, than the order will not be rejected due to low volume. I just noticed that in bt there is no partial execution during back test.

Here is the excert from the documentation -

Notifications may happen even several times for the same status in the case of Order.Partial. This status will not be seen in the backtesting broker (which doesn’t consider volume when matching) but it will for sure be set by real brokers.

If bt can't executed full order, it rejects it. This is default behaviour.

I guess that the behavior you have is in the way your data feed passed into bt. My guess would be that bt recognizes your data feed as daily, but they are intraday and bars are different in length (in seconds), so this is the causes of what you see. Anyway based on the buy-sell triangles and cash-broker value charts, all your orders are executed. Only trade chart is off, but this can be plotting only issue due to reason I described above.

Your charts show 1 day data feed, but seems you are looking for intraday data based on your posts. Can you show the piece which add data feeds?

bt can handle as many data feeds as you pass, also it doesn't matter for bt what are the data feed lengths. Script written should check if data feed prices are available at the moment, specify what to buy and what to sell etc.

Do you have an issue with the code provided? If yes, describe an issue and provide some outputs showing it.

Pass parameters to cerebro as you shown above. In the strategy:

...
params = ((`myprams`, {'fast': 1, 'slow': 5}),)
...
p1 = self.p.myparams['fast']
p2 = self.p.myparams['slow']
...
self.ind1 = bt.Indicators.SMA(period=p1)
self.ind2 = bt.Indicators.SMA(period=p2)
...

I didn't test it, but I don't see any reasons that this should not work.

Depends on how OANDA is implemented in bt. I have no experience with that broker.

You can't hold long and short position at the same time on the same account with regular brokers.

I don;t think you need to use parent and transmit for this.

Sees correct. Try to run the script without parent and transmit for the 1st limit order. Maybe this will fix an issue.