@kam-dorra said in IndexError: array index out of range:

and

bt.And exists because and cannot be overloaded. But you can pass any number of arguments to bt.And or nest them.

@PatrikMuniak said in sell a position after 2 days:

I want to buy a position and sell it after 2 days

Notice that using anything which is datetime related won't usually work unless you don't mind weekends and trading holidays adding days to the count.

Without really understanding what you mean with "rates", it seems the value of your asset moves around 1.14-1.15 with a very small variation.

The variation is so small that matplotlib changes the representation to accommodate such a small variation, indicating the reference value at the top with 1.145

You will have to dig in the matplotlib documentation to understand how this may be changed.

Indeed. Each broker implementation is responsible for such an action.

@kam-dorra said in IndexError: array index out of range:

x = bt.If(d(-3) > e(-2) > f(-1), d(-1), float('Inf'))  # new error here

The magic of "overloading" cannot handle the chained comparison: d(-3) > e(-2) > f(-1). Hence

condition = bt.And(d(-3) > e(-2), e(-2) > f(-1))
bt.If(condition, result_if_True, result_if_False)

@da-zhang said in Cancel order problems:

From my point of view,

Interesting point of view. Go to any exchange, send a Market order and try to cancel it.

Come then back and let us know how things worked out.

@da-zhang said in Cancel order problems:

why not cancel on present bar in backtesting?

Because "present" in "present bar" is a fallacy. That bar is already the PAST, because if you see that it has ALREADY happened.

If you go to the market thinking in terms of bars your money will be gone very soon. The market is made of TICKS which is a single price point representing an execution (in FOREX not even that, as most data providers provide the Bid price even if no execution has happened).

Your Market order may actually be the one that generates the next tick.

Using bars is simply a representation of the market.

NOTE: The StopTrail order as sent to the broker is also immediately executed because it will be immediately triggered with the given parameters.

You can

• Track it with the notifications of notify_order or notify_trade - https://www.backtrader.com/docu/strategy/
• Use the TradeAnalyzer which already includes this calculation - https://www.backtrader.com/docu/analyzers-reference/#tradeanalyzer
• Write a custom analyzer which only tracks that value.

The strategy getposition method relies always on the information provided by the broker instance. It's in the broker code.

Cerebro returns the strategy instances that have run.

The definition of what's returned is in the Cerebro reference: https://www.backtrader.com/docu/cerebro/, section Returning the Results

You may pass a dataframe and later get it from the executed strategy.

@Roger-Bos said in Full example of custom indicator:

import backtrader.indicator as btind

Notice that the original problem is the lack on an s. The code is importing backtrader.indicator and not backtrader.indicators

And yes, MovAv.Simple and all other aliases aforementioned, do exist.