1. A reference is always a good starting point. It does let people be on common ground. For example

   • https://school.stockcharts.com/doku.php?id=technical_indicators:money_flow_index_mfi

2. You probably want to read the documentation about line delaying and stage-1, stage-2 operations.

   • Docs - Platform Concepts

3. What some people would call a "canonical" implementation can be found here ... (which you probably can better grasp after seeing the Stage-1 explanation about operators)

   • https://www.backtrader.com/blog/2019-07-08-canonical-or-not/canonical-or-not/

https://www.backtrader.com/blog/2019-05-20-momentum-strategy/momentum-strategy/ and in several community threads

@kr said in Bracket Orders Behavior:

It would be an awesome feature if we could give backtrader finer granularity data just for it to use in the background for smart execution of bracket orders, and give it a main data (daily in my case) to operate as it does right now, i.e. call next() with it, etc.

Incredible as it may seem ... that awesome functionality is built-in from day 1.

Indeed. You seem to be extremely new to indicators, timeframes, periods and resampling. ta-lib has a problem with the implementation of indicators with an "unstable" period, because of a cumbersome implementation, which is easily solved (industry de-facto standard) by using a seed value.

An "Exponential Moving Average" is an example, because the definition of that average is that of a first order infinite impulse response filter. All values are always taken into account which leads to a recursive definition for updating values in real-time.

Please read: https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average

You can see that the problem is a ta-lib well-known issue: https://github.com/mrjbq7/ta-lib/issues/114

Back to square one: a good reason not to use ta-lib

Your problem is the same problem many other have: you want to do something with daily data which cannot be done with daily data.

There is no custom coding which can help you. You simply need more granularity.

@jabbarabdullah said in Multi Assets Multi Order Executions Problem:

Appreciate if you could explain further on what do you mean by 'NO'.

You say the orders are getting executed twice and the answer is: NO

@ab_trader said in Multi Assets Multi Order Executions Problem:

You have two data feeds, you cycle thru them twice and print same info twice. Check if data name is same as order data name, then print.
On the other side you don't need to go thru all data feeds. Just print order info.

I quoted the code in notify_order where you do exactly what @ab_trader is telling you. You print the execution twice (which is not the same as two executions), because you loop through the datas in notify_order

You can also shoot yourself in the knee and then see if it hurts. The problem is the data provider and the amount of symbols requested from it. Blocking a thread 15 seconds to try to overcome a structural problem is not the way.

Feel free to do it yourself.

The quandl data feed was done for the WIKI data (which is actually no longer being updated). Your best bet is to download the data to a "csv" file and load it from there.

Orders are executed (and evaluated for admission simulating pseudo-execution) on a FIFO basis, just like in a regular exchange.

You have to properly schedule the order. If your sell orders are sent before the buy orders and are Market orders, they will ALWAYS be executed before the buy orders.

@kr said in Bracket Orders Behavior:

Do bracket orders only operate on close prices?

As pointed out by @Robin-Dhillon, you choose the order types (although only a few make actually sense, and what gets accepted is for sure broker dependent).

The general answer is no. Order execution depends on the order type.

@kr said in Bracket Orders Behavior:

If not, how does it know if low (stop price) or high (take profit) was hit first?

It doesn't know and it cannot know it. Orders, just like in real exchanges are executing on a FIFO basis.

@kr said in Bracket Orders Behavior:

Will it help if we give backtrader smaller timeframe data and resample to larger timeframe?

It's not about helping backtrader. You can only help yourself by using the smallest possible timeframe for execution. Anyone letting you provide help to decide which order is executed first is giving you something not realistic and biased.