@quake004

def _getsizing(self, comminfo, cash, data, isbuy):

        return round(self.broker.get_value() * self.p.risk / data.close[0])

@genkisushijai said in Buy/sell and P&L indicators plotted incorrectly:

@ab_trader Thanks ab_trader.

Does anyone else know how to fix the Buy/Sell indicators in incorrect position, in the 2 data feed scenario?

pass oldtrades=True to cerebro

@Eduardo-De-La-Garza said in How to handle repeated code in next and prenext?:

From what I understand that would overload the function and the parent code wouldn't run.

inside of MyBaseStrat

def next2(self):
    pass

def next(self):
    *universal functionality*
   
    self.next2()

then overwrite next2 for your strategy specific functionality

I'm not very experienced with timers but here's what I think might be happening:

Since you have cheat =True, it uses the data from the previous day.

2015-03-15 was a sunday, so it uses friday's data.
06-15 was a monday, again using friday's data.
09-15 was a tuesday so using monday's data..

@quake004 said in Execution gives many 'Canceled/Margin/Rejected' orders:

    if self.crossover > 0:
        self.log(f'BUY CREATE {self.dataclose[0]:.2f}')
        self.order = self.buy()
    elif self.crossover < 0:
        self.log(f'SELL CREATE {self.dataclose[0]:.2f}')

Did you forget to copy the last line where the sell order is created or not? Other than that, I can't quickly spot something wrong with your code.

https://backtrader.com/docu/datafeed/

Adding kwarg

timeframe=bt.Timeframe.Ticks

to bt.feeds.GenericCSVData might fix the problem entirely

@quake004

for data in datas:
    cerebro = bt.Cerebro()
    cerebro.adddata(data,)

inside this loop set-up everything for backtesting and receive back the results.

https://backtrader.com/docu/order/#order-creation

@김도언 said in How to make All-in Market Price in tick-chart:

    if self.buy_continue:
        if self.broker.get_cash() > 0:
            self.order = self.buy(size=self.market_volume[0])

market volume will be more than your available cash during your last fill.

a much easier alternative would be something like this inside the notify_order method

if order.status in [order.Margin, order.Rejected]:
    self.order = self.buy(size=int(self.data.close[0] / self.broker.get_cash())

possibly lower size by 1 until you get your fill.

@Adham-Suliman said in Order.StopTrail turns positive shares into short position:

   elif self.position.size > 0:          
               self.close(exectype=bt.Order.StopTrail, trailamount = 8) 

You're creating a stop order for every next call where your position is open. Assign this order to a variable and only create a new one if it doesn't exist.