Question number 1:

• Have you read the documentation? (Let me answer that one: No) (At least the part about the SharpeRatio analyzer)

Question number 2:

• What and in which form are you trying to calculate?

Question number 3 (set of questions)

• Don't you think that if you consider some results right and some wrong, you could provide those results for comparison?
• A working snippet? Sample data?

Question number 4:

• Why 365 in your code? That's not what people use.

@trade-prophet said in IB live trade ,skip backfiling:

Is there a way to skip backfilling when using IB

• Docs - Data Feeds Reference

@trade-prophet said in IB live trade ,skip backfiling:

and just use the broker for the order execution but not for data feed management?

You can add any other data feed to do your technical analysis. But the broker still needs a valid data reference to target.

1. Plotting is only meant as a visual aid when possible. backtrader is not a charting platform.

@ebonetti said in Help with plotting:

in a Colab environment with Python 3.6.7 and Matplotlib 3.0.2, cerebro.plot throws the following: ImportError: Cannot load backend 'TkAgg' which requires the 'tk' interactive framework, as 'headless' is currently running.

2. No idea what Colab environment is, but it seems to be another of those environments which hijack the Python kernel simply because they can ...

@eric said in Number of decimals in output:

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

Well, you changed the code you pasted ... usually people paste it again corrected or point out that the code has been changed ...

OCO - Docs - OCO

Where is your take profit?

You should take 2 (or 3) steps back and develop a simple indicator.

From the documentation - Docs - Indicator Development (you should read the entire doc)

    def next(self):
        self.lines.dummyline[0] = max(0.0, self.params.value)

Now look for that in your code.

The system can be longer than the underlying elements. If not, it would impossible to operate with different timeframes simultaneously.

But it cannot be shorter.

You have to fill the original data feed.

I think you are expecting too much from a calendar. The calendar does only provide information about when the market is open, which for allows synchronization of multi-timeframe feeds (because suddenly the system knows that the asset doesn't trade on Saturdays and the resampler doesn't have to wait until Monday) The calendar is not omnipotent and won't filter the data for you.

@raptor said in Calendar Problem - GenericCSVData:

the system is still buying on holidays and at night.

That means you are actually putting data in the system for such occasions.