@exu said in Order modification feature request:

To simulate that in BT, one would have to cancel the OCO orders and issue new ones with the recent limit price levels

Which effectively is what happens in the market. You make a change and your order goes to the back of the queue (as if it had been cancelled and then re-issued. If brokers didn't do that, they would be giving you an unfair advantage)

@exu said in Order modification feature request:

can you do that with only daily data0?

The timeframe is not relevant and is not looked into.

Since your other compression is 60*24 and 24 > 20, the answer is 0 (and depending on the stage of the resampling even partially 1, which is actually the future)

Your (A)I is far more advanced that the rest of the AIs in algotrading (non-existent AIs in fact) which makes you think that things are understood as you understand them.

@Mark-Weaver said in strategy.getposition returning different values for same ticker on different timeframes:

the posSize value is retrieved via

for i, d in enumerate(self.datas):
            posSize = self.getposition(d).size

Even if you know that they are the same "ticker" because you have personally added them, the code cannot know it. They are different data feeds, full stop. If they are the same or not is something you have to know and manage.

And for each data feed a separate position accounting is kept, hence your result.

@magieva said in position problem：how to get order Index？（when I print position show “Opened: 0.01” ）:

1.how can I get orderA,orderB,orderC Index? I want to see their cost(order.executed.value)

Use notify_order, method of Strategy to receive the notifications for each order.

• Docs - Strategy - https://www.backtrader.com/docu/strategy/

@magieva said in position problem：how to get order Index？（when I print position show “Opened: 0.01” ）:

2.how can I close orderB only? I want to close order by order.ref

That's an impossible. Here and in real life. Let me say it loud and clear: ORDERS ARE NOT POSITIONS, because an order is not open or closed. An order can be pending execution, partially executed, cancelled, rejected, but IT IS NOT YOUR POSITION in the market. The exchange does not keep track of which orders opened your position. Your orders are instructions to do something.

You can use tradeid to simulate trades which logically group orders. But you have to remember, that the EXCHANGE won't do that for you.

See here: https://community.backtrader.com/topic/2330/typeerror-init-got-an-unexpected-keyword-argument-size

@Ross-Coates said in TypeError: __init__() got an unexpected keyword argument 'size':

'''

In any case let me point out that those three ticks (i.e ' vertical) are not backticks as in `

You may want to directly copy the ticks from the announcement at the top of the forum

For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

@Ross-Coates said in TypeError: __init__() got an unexpected keyword argument 'size':

Hi, normally i can solve these sorts of problems for myself but this time i just can't work it out, hopefuly someone here can help. i get this error when trying to run a simple backtest, no optimisation or anything

@vbs and @ab_trader have already given the right tips. You probably haven't defined a parameter named size but you pass it in any case.

It is actually impossible to know, since you only provide an error trace and not actual sample code.

@Yury-Tsar said in Multiple strategies on single data:

In case as you described, Cerebro will share same position across multiple strategies.

What @vladisld pointed you to won't share the same position across multiple strategies. You may want to read the articles in detail. It doesn't in case apply to your single stop-loss optimization goal.

@Yury-Tsar said in Multiple strategies on single data:

For example if I want to do backtesting with different stop loss % and get results through analyzers

You obviously want to optimize.

• https://www.backtrader.com/docu/quickstart/quickstart/#lets-optimize

The data (if pre-loadable) is only loaded once and shared across the strategies, which will in turn use all your cores unless you explicitly disable that behavior.

The data has to be iterated because there is ML (Magic Logic) or AI (Awesome Implementation) which can do it otherwise.

bta-lib is a new pandas based technical analysis library focused on being easy to use, reuse and with a framework to allow quick indicator prototyping and development.

The repo

For those with no time to read and eger to click on GitHub links:

• The repo is at: bta-lib github repo - https://github.com/mementum/bta-lib

The rationale behind the library

In several threads here it was mentioned that plenty of the python-based (or with python bindings) technical analysis libraries populating GitHub are broken to a greater or lesser extent. Rather than broken one can also say that they contain I3 Indicators, i.e.: Improperly Implemented Indicators. Yes, even ta-lib imho.

Should you have interest in a practical example, the documentation contains a section named: I3 Indicators with a practical example featuring ta-lib and the MACD

The link: I3 Indicators - ta-lib and MACD - https://btalib.backtrader.com/i3indicators/

Hence the birth of this library, which in addition to the aforementioned goals, tries to offer correct implementations of the indicators (and a backwards compatibility flag to ta-lib where desired by the end user)

What's in place so far:

• The framework to make things palatable, i.e.: easy

• A test framework to ensure things don't break when making changes

• Full Documentation ... only missing the indicator development part

• 36 indicators which have been the basis to proof the framework is sound

  The classic indicators such as SMA, EMA, RSI, Stochastic, MACD, ATR were the first targets for the development (given that some of them are often improperly implemented)

The next steps

• Develop extra indicators, to get close to 100, roughly following the ta-lib API, except for candlestick pattern formation (longer term goal)

• Consider a couple of small internal enhancements to the API to address use cases in which the input naming is actually irrelevant for an indicator or n-plicated naming would be a feature

  None of these changes will mean a change for the end user and would only "add" to the internal Indicator development facilities