(looked to submit this bug on github directly, but didn't see the option there. also didn't see any bug sections of forums, apologies if this isn't posted to the ideal spot...)

Bug: only 1 trade executes from code snippet on home page with a few reasonable modifications

Screenshot: https://imgur.com/a/bd2hUqi

Modifications:

• params = (('pfast', 10), ('pslow', 30),) change to ==> params = (('pfast', 50), ('pslow', 200),)
• data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1), todate=datetime(2012, 12, 31)) change to ==> data = bt.feeds.YahooFinanceData(dataname='ESNT', fromdate=datetime(2014, 1, 1),
  todate=datetime(2018, 12, 1))
• add setting: cerebro.addsizer(bt.sizers.AllInSizer)

Note:

• switching ticker symbol from 'ESNT' to 'SPY' over the same period makes zero trades despite several signal crossovers.
• switching ticker symbol to 'SPY' and using date range (2003,1,1) to (2018,12,1) makes a few trades, but also misses a few trades that should execute.

Full code to reproduce:
from datetime import datetime
import backtrader as bt
class SmaCross(bt.SignalStrategy):
params = (('pfast', 50), ('pslow', 200),)
def init(self):
sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))
cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceData(dataname='ESNT', fromdate=datetime(2014, 1, 1),
todate=datetime(2018, 12, 1))
cerebro.adddata(data)
cerebro.addsizer(bt.sizers.AllInSizer)
cerebro.addstrategy(SmaCross)
cerebro.run()
cerebro.plot()

"That's a bug in your code.

AllIn Strategies are doomed to fail in real-life."

Interesting perspective. There's a difference between a bad strategy and a code implementation that fails to execute the intuitive meaning represented to the user. Not naive enough to attempt an All-in strategy in real life, but interested in modeling one as a benchmark to compare against other (better) strategies.

Food for thought: If merely including the default implementation of AllInSizer in my code introduces a bug, why offer AllInSizer at all?

Not interested in debating semantics and appreciate the (otherwise) great software. If this is not a "bug", so be it.

"That's a bug in your code.

AllIn Strategies are doomed to fail in real-life."

Interesting perspective. There's a difference between a bad strategy and a code implementation that fails to execute the intuitive meaning represented to the user. Not naive enough to attempt an All-in strategy in real life, but interested in modeling one as a benchmark to compare against other (better) strategies.

Food for thought: If merely including the default implementation of AllInSizer in my code introduces a bug, why offer AllInSizer at all?

Not interested in debating semantics and appreciate the (otherwise) great software. If this is not a "bug", so be it.

Update: the bug appears to be triggered primarily by cerebro.addsizer(bt.sizers.AllInSizer)

Not sure why or how to fix, but omitting that line at least gets trades firing on all signals as expected.

(looked to submit this bug on github directly, but didn't see the option there. also didn't see any bug sections of forums, apologies if this isn't posted to the ideal spot...)

Bug: only 1 trade executes from code snippet on home page with a few reasonable modifications

Screenshot: https://imgur.com/a/bd2hUqi

Modifications:

• params = (('pfast', 10), ('pslow', 30),) change to ==> params = (('pfast', 50), ('pslow', 200),)
• data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1), todate=datetime(2012, 12, 31)) change to ==> data = bt.feeds.YahooFinanceData(dataname='ESNT', fromdate=datetime(2014, 1, 1),
  todate=datetime(2018, 12, 1))
• add setting: cerebro.addsizer(bt.sizers.AllInSizer)

Note:

• switching ticker symbol from 'ESNT' to 'SPY' over the same period makes zero trades despite several signal crossovers.
• switching ticker symbol to 'SPY' and using date range (2003,1,1) to (2018,12,1) makes a few trades, but also misses a few trades that should execute.

Full code to reproduce:
from datetime import datetime
import backtrader as bt
class SmaCross(bt.SignalStrategy):
params = (('pfast', 50), ('pslow', 200),)
def init(self):
sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))
cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceData(dataname='ESNT', fromdate=datetime(2014, 1, 1),
todate=datetime(2018, 12, 1))
cerebro.adddata(data)
cerebro.addsizer(bt.sizers.AllInSizer)
cerebro.addstrategy(SmaCross)
cerebro.run()
cerebro.plot()