Hello, I am wondering why bt.TimeFrame.Hours is not available ?

I only use hourly timeframes (1h, 2h, 4h) for my strategies, and I always have to use ohlcv data in minutes then resample:

60 minutes -> 1h
120 minutes-> 2 h
....

The problem is on large timeframes (2/3 years), it takes more than 15 minutes.
It would definitely be a boost up if I have to process ohlcv data in hours.

Even if I have to deal with ohlcv data in 1 hour then resample it to 4h I would process 60 times less than the actual behavior.

Thanks for any feedback !

Thanks for this solution @backtrader it works like a charm !
I was wondering how you can pass an argument to the new_load function in order to deal with a variable minute (for dealing with multiple timeframes in a strategy).

I looked on stack overflow and I tried this (but got this error AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute '_old_load'):

def _new_load(self, minutes):
    ret = self._old_load()
    if ret:
        datetime = self.datetime.datetime(0)
        self.datetime[0] = bt.date2num(datetime - timedelta(minutes=minutes - 1))

    return ret

minutes = 240
rd = cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=minutes)
rd._old_lo
ad, rd._load = rd._load, _new_load.__get__(rd, rd.__class__)(minutes)

Thanks :)

ok @ab_trader ! Thanks for your feedbacks !

Also @ab_trader I still don't understand why this piece of code is written in the sample, it sounds totally useless:

else:  # in the market
            #  COMPARE IF LENGTH OF THE DATA FEED - HOLDSTART IS >= POSITION HOLD
            if (len(self) - self.holdstart) >= self.p.hold:
                pass  # do nothing in this case

If we are in the market and if the data feed length - holdstart >= position hold, then we do nothing ... ?
If we remove this piece of code it's gonna work exactly the same way ...

In the link you provided, at least there were logic behind it:

else:

            # Already in the market ... we might sell
            if len(self) >= (self.bar_executed + 5):
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

Exactly what I was looking for ! Thanks @ab_trader !

Hi everyone !

I'm a bit stuck since few days on this issue ...
I don't understand some lines of the code in the bracket sample.

in notify_order, we have a condition l.50 if the order status is completed:

if order.status == order.Completed:
            self.holdstart = len(self)

What does mean self.holdstart = len(self) ?
And what is exactly len(self) ?

• Does that mean we are holding some time for the next order ?

Also in next l.121, we have a condition if we are not in position:

else:  # in the market
            if (len(self) - self.holdstart) >= self.p.hold:
                pass  # do nothing in this case

What are we exactly doing with if (len(self) - self.holdstart) >= self.p.hold ?
And why are we passing if the condition is True ?

Thanks for your help !

PS: I already checked that post, but it wasn't really helpful