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    arikenig

    @arikenig

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    Latest posts made by arikenig

    • RE: Trade with IB paper account that not subscribed to Live Data

      Thanks EMR for your comment,

      I searched where backtrader use reqMarketDataType & added a breakpoint there
      I checked the flow of the test strategy and I don't see that it call ...Python38\site-packages\ib\ext\EClientSocket.py - method: reqMarketDataType
      I've also opened both Live & paper in my machine but still getting the same error - errorCode=10168, errorMsg=Requested market data is not subscribed
      which after that it not continue.
      I'm expecting to get into next method but it stucked in load data:
      below the stack that it never get out of it:

      _load, ibdata.py:446
      load, feed.py:479
      next, feed.py:407
      _runnext, cerebro.py:1542
      runstrategies, cerebro.py:1298
      run, cerebro.py:1127
      runstrategy, ibtest.py:336
      <module>, ibtest.py:558
      

      It never exit line 1506 in cerebro.py file:

      code_text
      ```        while d0ret or d0ret is None:
      posted in General Discussion
      A
      arikenig
    • RE: Trade with IB paper account that not subscribed to Live Data

      @arikenig
      I'm using below arguments:
      ibtest.py --port 7497 --data0 AAPL-STK-SMART-USD --resample --timeframe Seconds --broker --trade

      and below is the full output:
      
      --------------------------------------------------
      Strategy Created
      --------------------------------------------------
      Timezone from ContractDetails: EST (Eastern Standard Time)
      Datetime, Open, High, Low, Close, Volume, OpenInterest, SMA
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture.nj>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.nj>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
      ***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
      ***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds>
      ***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds.nj>
      ***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm>
      ***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
      ***** STORE NOTIF: <error id=-1, errorCode=2158, errorMsg=Sec-def data farm connection is OK:secdefnj>
      ***** DATA NOTIF: DELAYED
      ***** STORE NOTIF: <error id=16777217, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>
      
      posted in General Discussion
      A
      arikenig
    • Trade with IB paper account that not subscribed to Live Data

      Hi backtraders,

      I manage to backtest my strategy using IB Live account (port-7497).
      But when trying to run my strategy on the paper account I'm getting below message:
      *****STORE NOTIF:<error id=16777217, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>

      I'm using the test code that in
      https://github.com/mementum/backtrader/blob/master/samples/ibtest/ibtest.py

      End getting below error:
      <error id=16777217, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled

      Any idea how can I run it even if if i'm not subscribed - to run it on delayed data..

      Thanks,
      Arik

      posted in General Discussion
      A
      arikenig
    • RE: Backetest step by step

      Thanks!!

      posted in Indicators/Strategies/Analyzers
      A
      arikenig
    • Backetest step by step

      Hi,

      Is there a way to run backtest step by step when I manually control the progress, and see in the plot the current status (Not the final backtest result...)

      Thanks,
      Arik

      posted in Indicators/Strategies/Analyzers
      A
      arikenig
    • Optimizing using gpu

      Hi,

      Is there a way to use gpu when optimizing (I saw numcpu) but will be more efficient to use gpu..

      Thanks,
      Arik

      posted in General Discussion
      A
      arikenig
    • Plotting trades info

      Hi,

      Is there a way to show trade id when plotting using bt.plot?
      Currently I see a lot of green/red arrows.
      I can't analyze my strategy behavior this way..

      Thanks,
      Arik

      posted in General Code/Help
      A
      arikenig
    • How to get backtest drawdown and other statistics

      Hi,

      How can I get strategy backtest statistics, like:
      Drawdown
      Num of buy/sell orders
      ...

      I red that there are analyzers,
      Is there a code sample for that?

      Thanks,
      Arik

      posted in General Code/Help
      A
      arikenig