@abyaby said in backtrader.linebuffer.LineBuffer object at:

I dont know which Buy and Sell price I am getting

Neither do we.

@abyaby said in backtrader.linebuffer.LineBuffer object at:

As you can see I used price = self.data.close instead self.data.close[0]

I guess you already realized that's wrong.

@abyaby said in backtrader.linebuffer.LineBuffer object at:

How could I go live, if I tested my strategies with self.data.close ?

If could means you already did ... I hope you had luck.

If could means you plan to ... I would do proper backtesting.

@abyaby said in backtrader.linebuffer.LineBuffer object at:

Is buy price, "buy at closing price of next bar" ?
Sell = "selling at closing price of next bar"?

Your orders are Limit and your data is unknown ... my guess is as good as any other as to what you got.

If this is a contest, here is my list:

• FPGA programming
• Assembly for Motorola and Intel (MASM, TASM and gas)
• m4
• sh
• C ... down to the OS kernel
• C++
• Pascal
• Modula-2
• C64 Basic (No ... the Motorola Assembly was not on a C64)
• Python
• Javascript
• PHP
• Visual Basic
• SQL
• dBase III (you could create fairly complicated things with nice character based GUIs)

Under SunOS, Solaris, Linux, DOS, Win32, IRIX, C64, Web Browsers and Proprietary Environments (not all at the same time, not with all the languages obviously)

And that's why I learnt that to ask for help/support I had to post something which was what I was actually trying to run (or running but with problems), what the input/output was, what I thought the problem was, what error was being shown., ...

Now that the "mine is larger" contest is over ...

• An isolated and redacted piece of code which isn't executable and has obviously never been put to the test to see if it executes ... doesn't help.

@kav said in Switch off limit price matching rule on open:

Is there anyway to switch this behavior off?

No.

@kav said in Switch off limit price matching rule on open:

Say for cases when the OHLC bars are constructed from intraday data?

There will still be an open price for the bar, regardless of how it is constructed

@kav said in Switch off limit price matching rule on open:

Alternatively, would it be possible to have BT ignore the open price altogether?

Yes. Write a broker and plug it in.

data is the target and NOT a price. The doc says that the argument price is where you put the price. Although for some orders, there is more than once price.

You probably want to read about the execution types, to understand when you can and you cannot determine the price.

You have diagnosed it down to the negative prices. Use positive prices (there is for sure some strange market where the spread can be negative ... but not here)

Try self.data1()

@eric said in Help with plotting issue:

class CustomDataLoader(btfeeds.PandasData):
    lines = ('datetime', 'open', 'high', 'low', 'close', 'volume',)

You are adding this lines to the existing lines in PandasData possible overriding them with the wrong order (I couldn't tell, it never occurred to me to repeat the same lines declaration overriding the existing lines)

You only need to define the parameters to given them fixed known (to you) values and only new lines.

You cannot. The testing approach is result based not unit based.

Didn't have the time to get to this before. It is a nice presentation, but I guess it is a user choice ow to present the data. And not everybody uses InfluxDB.

Nice charts though!

One is telling you the leverage that will be applied to an asset when acquiring it.

The other is telling you the actual leverage of your account, which is obviously 1 if nothing has been bought.

It's in the topic you link to:

@backtrader said in get_leverage() calls:

@ThatBlokeDave said in get_leverage() calls:

However, self.broker.get_leverage() appears to be doing a different calculation

It's not a different calculation. It's different altogether. Invoking that method, which is intended for user consumption unlike the one above, reports the actual leverage level in the market.