@Rodrigo-Brito said in Standard MACD vs Talib MACD - Different Values:

Talib MACD returns a different value than std MACD with re-sample data.

A good reason not to use ta-lib.

@jabbarabdullah said in Multi Assets Multi Order Executions Problem:

it somehow executed the order for each asset twice

NO

@jabbarabdullah said in Multi Assets Multi Order Executions Problem:

    def notify_order(self, order):
        for i, d in enumerate(self.datas):

@jabbarabdullah said in Multi Assets Multi Order Executions Problem:

I'm trying to simply execute the multi assets

The magician inside me can say: multi == 2

Why don't you consider putting the extra values in an indicator and work straightforward with them?

@mr-m0nst3r said in How to get MACD of 1 minute and 5 minute:

Am I understanding it right?

No. The MACD needs 3 period parameters and that determines the calculations. You should probably understand what the MACD is.

@mr-m0nst3r said in How to get MACD of 1 minute and 5 minute:

self.sma = bt.indicators.SMA(data, period=5) // To get 5 minutes SMA

This is not the same as this ...

@mr-m0nst3r said in How to get MACD of 1 minute and 5 minute:

It seems the only way is to resample data to 5 minutes timeframe then use self.macd = bt.indicators.MACD(data) to get 5 minutes MACD

The SMA with period 5 is NOT giving you the simple moving average of a resampled data.

Your problem is that you are mixing timeframe and period. The timeframe applies to the data feeds. The period is what the indicators use as look-back value to understand how many bars of a given timeframe have to be used.

@chuka said in Data Backfilling Issue:

so how to backfill before 100 hour data from oanda in start?

You ask for a start date which is 100 hours in the past ... actually more, because in most cases the trading calendar won't be 24x7 ... there isn't an exact science to backfilling.

@mr-m0nst3r said in How to get MACD of 1 minute and 5 minute:

It seems that there're no period parameter for bt.indicators.MACD and bt.indicators.MACDHisto

They actually have 3 period parameters.

Docs - Indicator Reference

When using cheat-on-open:

• The indicators have not been recalculated and hold the values that were last seen during the previous cycle in the equivalent xxx regular methods

From: Docs - Cheat-On-Open

There is no tutorial. You have to provide values for the parameters. The code will do the query for you.

It has exactly the same usage pattern as any other data feed, but the code will connect to an Influx Database to fetch the data from it.

@barton05 said in IB - Interactive Historical Data Download Bug report:

This code will have no data downloaded instead download data from 18 Jan - 1 Jun 2019.

Don't download data before the start of the actual trading start.

@barton05 said in IB - Interactive Historical Data Download Bug report:

ppreciate if you can take a look below, thanks!

Actually the code there could fail in some other lines for those downloads. All dates should be checked against an actual calendar implementation. Too much for the current state.