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    Topics created by holicst

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      Handling CTRL-C when trading live
      General Code/Help • • holicst

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      https://github.com/ContinuumIO/anaconda-issues/issues/905

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      optstrategy() and plotting
      General Code/Help • • holicst

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      OptReturn is a simplified return instance which mimics a strategy, to reduce the overhead of message passing from worker processes to the main process.

      See: Docs - Optimization Improvements

      Plotting has never been tested with optimization (not an expected use case)

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      Extreme spreads with Oanda - how to manage this?
      General Code/Help • • holicst

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      Hi @backtrader,

      Is it possible to get bid/ask lines in an Oanda datasource, similarly to what you've described in your "Escape from OHLC land" post? That would also solve the spread problem because that way calculating the spread would be super easy.
      As I can see there is an option ("bidask") that controls what is retrieved from Oanda, so I believe it is already partially implemented.

      Would it be possible to add the bid/ask lines to the data if the timeframe is set to bt.TimeFrame.Ticks?

      Cheers,
      Tamás

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      Early stopping of backtesting
      General Code/Help • early stopping cancel stop • • holicst

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      You could always do:

      if <early stop condition>: self.early_stop() return

      No further calculations will run after return

      The original poster asked how to stop during the calculations and not during instantiation (__init__). To do so see:

      Docs - Exceptions Community - How to check the legality of parameters before running the test?
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      Accurate commissions for IB and Oanda
      General Code/Help • oanda interactive brokers commission slippage • • holicst

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      Thanks for the info. I forgot to mention that I plan to do intraday trading.

      Cheers,
      Tamás

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