Thanks. Now that I know that, compression makes more sense.

Would probably be of value to make it a bit more explicit that compression can convert data. I had a look at all the examples and it mostly "uses" compression, rather than stating compression is used to summarise data to different timeframes ;-)

Thanks for the pointer anyway!

Hi,

Is there a way to use 1 minute data to create a 15 minute version? All I can see from TimeFrames is the actual unit, rather than a count in the unit?

Idea would be to "sum" up 15 "1-minute" bars to give a "15-minute" bar and so on.

Thanks

@ab_trader That would be fantastic

Most on-line brokers allow you to place a stop loss at the time of the order, so they execute it and notify you. I guess to simulate this, your approach would then work by updating the exit in the 'strategy.next()' method on each tick.

Looking forward to seeing the code ;-)

Hi,

I am very new to BackTrader. I have worked through the docs and I am specifically looking for a way to implement a trailing stop loss. There does not seem to be a way to do this or am I missing a subtlety here?

What I want to do is place a long order, that has a constant trailing value. e.g. Buy at $1.75 with $0.10 trailing loss. If the stock goes to say $2.15, the exit stop loss will update to exit at $2.05. If the stock drop to $2.05 or below, the trade automatically exists with a sell and I am notified.

If it exists, could you point me to the doc?

Thanks
Des