@vladisld said in StrategySkipError exception:
The documentation
Docs - Exceptions - https://www.backtrader.com/docu/exceptions/
That's the specific documentation for the exception and it clearly shows it is done during __init__
@vladisld said in StrategySkipError exception:
Am I wrong?
No, it is shown in the docs.
@Ronan-Dunham said in backtrader data same for 5days vs 50 days:
On this code 5 days of data or 50 dys of data it returns the same data point.
The statement may make sense to you because you are deep in your problem, but it makes no sense to me. It seems to indicate, but this is only a guess, that the amount of downloaded data, even if you change your days_to_cross variable, doesn't change.
It may all be related to the alpaca API, which I personally don't know how to use or how it works.
I seem some failing logic here.
It seems pointless to use a half-bracket to open the stop if the functionality of the bracket is ignored.
In any case the bracket code gives you a reference to the orders which are created. When your foreign order closes the trade, you simply have to use the reference you have for the the stop order and call self.cancel(stop_order)
@Priyadarshan-S said in Datafeed ReSample Query:
I want the first hourly bar from 9:15am to 10:15am
That's actually not possible directly. You can always resample with pandas.
To me it would seem sensible to try a from parameter.
The problem is the limit=6, which seems arbitrary. Backfilling is difficult, because you may know what you want, but APIs have to cope with facts like non-trading hours. That's why you usually says from => to and get the number of bars that are available, regardless of non-trading days and non-trading hours.
@Tim-Brug said in Plotting Problems:
How do I get access to the portfolio time series information directly?
What's exactly the meaning of portfolio time series? A "per-timestamp record of the portfolio value"? If so, that's not stored.
You would need to plug in an analyzer which records that.
From the top of every page of the forum
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@aviyam-ivgi said in Cutting A Startegy:
Thank you for the quick response but I didn't got you.
Your code is irrelevant. You want to pause/halt execution and do something. What I said is that you can do whatever you want in next , there is no time requirement for a return from next. You can yield execution to your own code, in which you can if you wish implement an inspector.
I will take time to read this slowly.
@tianjixuetu said in Maximum number of data lines?:
and cocument,the indicator caculate using vector, can be not using event driven.
As advised before, you probably want to STOP reading the source code and START reading the documentation. That statement is simply WRONG.
@kriku said in Maximum number of data lines?:
The two moving averages together cost about half a sec or 16x less than the 8 indicators in the real code (and more than 5x less than the StandardDeviation).
@kriku said in Maximum number of data lines?:
Does all this make more sense to you?
Your indicators consume obviously a lot more time that 2 moving averages. Being the moving averages the simplest indicators, it does of course make sense.
To me it would seem your code does not work properly. But I cannot know, neither can anyone, because there is no code (which would let people understand how you have configured things) and no logs beyond an isolated line (which lacks information such as ... size for example)
As far as the story goes, you say you stared with a portfolio value of $100k (all in cash), have made a trade in the wrong direction and the value of your portfolio is $5k. It is what usually happens when one makes a trade in the wrong direction. You can even go negative (in real life ... too)
@MarkWhatson said in It seems like 'margin call' does not work properly.:
if my position should be sold by force?
If you are implying that the simulation broker is going to liquidate your positions, I would kindly ask for a pointer to where you have read that will happen. It is not a functionality of the broker.