@ololo Im new here and perhaps not much help, but from the Orders-General page in the docs:
Member Attributes:

ref: unique order identifier

created: OrderData holding creation data

executed: OrderData holding execution data

so you can reference the order.exectuted attribute and compare with the data[0]'s which is current price of feed in handled in the strategy logic I believe.

Hello there. My issue is I receive this error :

backtrade/venv/lib/python3.8/site-packages/backtrader/indicators/basicops.py", line 439, in init
minperioddiff = max(0, self.alpha._minperiod - self.p.period)
AttributeError: 'float' object has no attribute '_minperiod'

When I try to use the ExponentialSmoothingDynamic() func with an indicator as input from the TaLib library.

Indicator as follows:

Not sure if it has to do with talib indy's using 'timeperiod' and the ExpSmooth looking for just 'period' ??

Any help would be much appreciated!

@ab_trader OK. Like I am sure far too much work actually goes into indicator additions than I can even comprehend, so I was really hoping there to be a better solution.

I'll look into some examples as you've suggested to add indicators. TBH, I hadn't exactly considered that option trying to get things working with what exists already.

Originally I thought the descrepancy in values was too great to be accounted for in the slight variations of daily candle closes from 1 min resampling. But digging deeper I need to rule that out as well. My daily candles 'could' be using previous day close as open Im not sure what's happening there exactly.

I Appreciate the feedback! Cheers

@run-out Ya, I have. When I was first studying up on backtrader, seeing that smma in BT library had me really excited. However, I spent nearly all weekend trying every permutation and combination of it and other MA's and have so far had no luck reproducing my values. On top of that, it truly is the most important calculation in my system and required.

I know its just ridiculous to request its addition since surely I might be the only one to use it. But figured I'd look into it. Anyway, not giving up yet. I will continue playing around with current options until it burns me out.

Thanks for the feedback!

Hello, I was curious if you would consider adding this alternate smma indicator to the library. Or perhaps a little advice if one of the current versions can produce the same output.

The smma I am referring is from the pyti TA library, and it really just boils down to having used this specific average for a strategy and no other way to get exact values.

Here is the indicator from the pyti library.

Thanks for your consideration!

@ololo Im new here and perhaps not much help, but from the Orders-General page in the docs:
Member Attributes:

ref: unique order identifier

created: OrderData holding creation data

executed: OrderData holding execution data

so you can reference the order.exectuted attribute and compare with the data[0]'s which is current price of feed in handled in the strategy logic I believe.

Hey thanks. Naturally, we can just chalk this up to me being dumb. I apparently did fill my database with individually cast str() for some wild reason in the beginning. Not sure why I had to get hung up here for a day to figure it out, but seeing it finally load just now after re-doing the database just now was damn sweet. Thanks again.

(The silly error, commented out and pasted above. Cheers)

the datetime = 1 parameter was just something I was trying and forgot to remove, plz ignore it's existence as it had no effect for me..

Hello, as the title suggests, I am following along an online tutorial from PartTimeLarry https://www.youtube.com/watch?v=ouveMWaInn8
where he is backtesting an opening range breakout strategy.

My main interest is utilizing the sqlite3 database to load data for backtesting. The tutorial uses the pandas read_sql function to build the dataframe and insert into BT with PandasData bt datafeeds.

The dataframe appears correct, however I receive this error when I run:

(venv) griz@gemini-/backtrade/fullBT.py
== Testing 1 ==
open high low close volume
datetime
2016-02-05 09:30:00 153.2 153.67 153.0 153.66 607.0
2016-02-05 09:31:00 153.66 153.78 153.28 153.28 85.0
2016-02-05 09:32:00 153.23 153.24 153.0 153.04 43.0
2016-02-05 09:33:00 153.16 153.23 152.9 152.9 35.0
2016-02-05 09:34:00 152.9 152.94 152.76 152.82 54.0
... ... ... ... ... ...
2017-01-04 14:39:00 177.99 178.0 177.99 178.0 5.0
2017-01-04 14:40:00 178.01 178.01 177.96 177.96 23.0
2017-01-04 14:41:00 177.95 177.95 177.9 177.9 17.0
2017-01-04 14:42:00 177.9 177.9 177.83 177.86 17.0
2017-01-04 14:43:00 177.87 177.94 177.87 177.87 15.0

[90000 rows x 5 columns]
Traceback (most recent call last):
File "/home/griz/backtrade/fullBT.py", line 124, in <module>
cerebro.run()
File "/home/griz/backtrade/venv/lib/python3.8/site-packages/backtrader/cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "/home/griz/backtrade/venv/lib/python3.8/site-packages/backtrader/cerebro.py", line 1212, in runstrategies
data.preload()
File "/home/griz/backtrade/venv/lib/python3.8/site-packages/backtrader/feed.py", line 438, in preload
while self.load():
File "/home/griz/backtrade/venv/lib/python3.8/site-packages/backtrader/feed.py", line 479, in load
_loadret = self._load()
File "/home/griz/backtrade/venv/lib/python3.8/site-packages/backtrader/feeds/pandafeed.py", line 255, in _load
line[0] = self.p.dataname.iloc[self._idx, colindex]
File "/home/griz/backtrade/venv/lib/python3.8/site-packages/backtrader/linebuffer.py", line 222, in setitem
self.array[self.idx + ago] = value
TypeError: must be real number, not str

Here is my code for reference. I have searched through other examples in the discussions. I wasn't able to find anything that works. Any help would be much appreciated, thanks for all you guys do.