See the adddata reference - Docs - Cerebro

That's an observer called Broker.

• Which direction?

• What's the problem your code poses?

Obviously you haven't run that code, because to start with you have something called self.crsi which doesn't exist but it is being put in a zip statement.

@rudi said in In need of support with more indicators in a screener:

I've been trying several ways, but my python skills are not sufficient I think.

Let me be blunt. Programming skills are a pre-condition.

Your problem is probably fully clear in your mind ...

But your explanation is confusing (at least for me, others may disagree), doesn't make any sense and lacks basics like: separate things in different lines/bullet points, presenting data, code and logs.

@cremaking said in Computing pnl for sub-periods:

strat[0].broker.logical_trade_counts.

You may want to enlighten us and let us know where that comes from. There isn't such a thing.

@cremaking said in Computing pnl for sub-periods:

I'd like to analyze the daily pnl and trade counts. Is there a standard expected way to get this information

Analyzers?

• Docs - Analyzers
• Docs - Analyzers Reference

Teddy Koker asked for comments on the usage of backtrader in the very fine post about a Momentum Strategy

• https://cookbook.backtrader.com/recipes/articles/2019-05-20-momentum-strategy/momentum-strategy/

A link to the original is included.

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

My question rephrased is that are orders in backtrader tied to a specific data timeframe? If I added 4h timeframe and 1 min timeframe, will backtrader choose to execute orders on 1min timeframe ? Which data timeframe the order execution relies on?

Let me comment on this, because you stated above that "other platforms" and "influence the decision" and "help backtrader decide"

I don't know what other platforms do (actually I have used some but I prefer to abstract myself from them), but backtrader doesn't make decisions for you. It has some defaults which allow to use it quickly without having to think about which is the target, like in the case in which you only have 1 data feed and it would seem rather pointless to have to specify what's the target of an operation.

And you cannot "influence" or "help" backtrader. You can add bits and pieces (like smaller timeframe data, your own commission schemes, your Sizers and others) to try to model your backtesting and get it as close as possible to what real execution would be. But how backtrader works is to stick to simple rules as to how things actually work in the real world.

If you send 2 orders to a broker they will be EVALUATED with a FIFO approach. Notice the EVALUATED term. Because depending on the nature of the orders, the 2nd one could actually be executed first. But evaluation will always be FIFO based.

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

there is a data parameter for buy/sell api which I was not aware of.. that solves my issue

@backtrader said in Stop loss and profit taker orders triggered on the same candlestick?:

You should read the reference of buy / sell. You decide the target. Docs - Strategy

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

My orders are placed at the same time. My issue is that orders are not filling the same way as it is in a real-life tick-by-tick data stream. For example, the profit order price should get hit first so the stop order is canceled, but backtrader hit my stop order and cancels my profit order.

This is simply plainly wrong. Your expectation is that you get the same behavior from a tick-by-tick stream as you get from backtesting with a higher timeframe.

Orders are not executed according to the nature you assign to them (take-profit and stop-loss). They are executed in a FIFO order. Full stop. Just like a broker does. Your problem is "timeframe".

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

The reason is if both my stop and profit price fall on a 4h candle, there's no way to decided which price get hit first,

Yes there is FIFO. Your problem is "timeframe".

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

Some back testing framework handles this situation in a conservative way - hit stop order and mark this trade as loss

Wrong biased behavior.

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

That's why I want to add a lower timeframe data, will that help backtrader decide if price hit the stop or target first?

Your point of view is biased because of the biased implementations you have seen (according to your previous point).

backtrader doesn't get help (or need it) to decide how to execute orders. Orders are executed using FIFO.

A smaller timeframe CAN HELP YOU in achieving a simulation which is closer to the reality.

Sorry if I am blunt, but thinking that trying to help the system decide which order gets hit first ... is a wrong way to approach backtesting.

There is no good method because the implementation is not meant to retrieve pending/open orders.

You need to write a custom broker.