@noobtrader nothing in your post shows that you are using live data. So why do you expect to have it in the answer?

Docs - Data Feeds

Check out Docs - Automating BackTesting.

You can put the script part responsible for cerebro running into function and add parameters which will control filters, indicators, resample data etc.

@vishamar check the script in this thread
https://community.backtrader.com/topic/1274/closed-trade-list-including-mfe-mae-analyzer

It might contain some snippets for your task.

Since you are the first person here complaining about documentation, than you are definitely missing something. And this is really annoying.

I think you are missing the point that all of this - code, docs, web site - was done by single person in his free time and given to you for free.

You can stop use of backtrader anytime if it causes you so much pain.

Use self.close() to close your long positions. Another way is to use correct sizes of existing positions in the self.sell().

Your prices are around 6000-10000, your cash is 10000. How can you expect to buy 100 of shares in this case? Only 1 fits.

If you have same trade stats for both cases, than (as a guess) you didn't increase position size to use that increased leverage.

@alain said in Sample Code All In Strategy:

I have this problem again

What problem? On the first glance the code you posted should work good.

Edit: I would use self.datas[0].open[0]

Yes.

With the bid/ask data it will be harder to implement, since bt is acting on the OHLC prices.