you may want to elaborate what do you think is wrong here. right now both outputs shown match at least for short position open on 6/5 and closed on 6/8.

If I understand correctly, you are trying to write the class for your own data feed. Probably this piece:

        dttxt = linetokens[next(i)]
        dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))

The following might work in your case for daily only data (from your 1st post)

dtlst = dttxt.split('/')
dt = date(int(dtlst[2]), int(dtlst[0]), int(dtlst[1]))

Good you figured this out. Maybe this is true in your case since you use Market order as a first order.For this type of order the execution price is unknown at the moment when order is issued. You passed close prices and maybe stoptrail started to work from that value.

I didn't have a chance to go thru all the info you dropped here. Especially having no RSI values and having outputs started from the middle of the whole price array. But I am still thinking that my guess above is true. Even 1% stop trail is large for your set of prices.

Looks like date format in your data file doesn't match to YYYY-MM-DD used by bt.

@rohan said in Stoploss on a different timeframe:

but it makes a difference if the strategy is using 1-day bars.

I assumed you use 5 min bars, but it seems another layer is hidden.

use cheat-on-close feature.
Docs - Broker

my guess would be: you have 10k on you account and try to buy on 5000 x 26 = 13k. so bt rejects your orders since not enough funds is available.

Looks like if you want to run your indicator in the vectorized mode, you need __init__() and once() methods to be present in the indicator. next() is not processed in the vectorized mode.

all imho: you can use 5 min bars for stop order execution without going to 1 min bars. unless you trade some really non-liquid stocks or futures.

also you will need to execute all the orders on the 1 min time frame, not stop orders only. bt will treat 1 min and 5 min data feeds as separate data feeds even they belong to the single ticker.

IB is the brokerage company, not data provider. This is not their business. Common approach is to get data from the data providers for backtests.