Topics created by KT

@KT said in Broker with different multiplier for different dataset:

I would like to check how to set broker with unique multiplier for each datasets.

Use different CommissionInfo customized (with the desired multiplier and settings) instances for each asset.

It's in the docs, hence the link. The commissions have no names.

Read the reference for setcommission and addcommissioninfo

See Docs - Strategy for the close method

There aren't multiple ways.

@fivo said in Order Validity:

If you want to make it dependent on your data, pass timeframe_in_m to your strategy.

Data feeds have a parameter named timeframe which carries the original value when the data feed was created. Using it (rather than an extra parameter) together with the chosen compression, you can get it ...

auto_timer = dict( bt.TimeFrame.Seconds=lambda x: datetime.timedelta(seconds=x), bt.TimeFrame.Minutes=lambda x: datetime.timedelta(minutes=x), bt.TimeFrame.Days=lambda x: datetime.timedelta(days=x), ) nextbar = self.data.num2date() + auto_timer[self.data.p.timeframe](self.data.p.compression)

Notice self.data.num2date() which

If no numeric value is given uses the current value from the datetime line (i.e.: self.lines.datetime[0])

@Curtis-Miller Thanks!! I will check the PyFolio

@backtrader Here is the link to the new post: link text

@backtrader said in Modify Order:

It's not available. Cancel it and resend it (this is actually what happens in real life)

Wouldn't that depend on the exchange and broker? I am not very sure about how it works at the exchange level, but at the broker level, my broker sends me an itemized bill at the end of the day, and when I modify an order, it doesn't show multiple items in the bill.

Further, at a programmatic level, it would be convenient to have a modify API even if it just recreates the order under the hood.

Thanks @backtrader

Thanks @backtrader

@suresh_trader said in Cancel Order:

How to cancel all the pending stop and limit order by end of the day which is not executed due to the market price not reaching the order price level

By keeping the references when created or notified as "Accepted" and then canceling them if the system has not notified completion or cancellation.

Thanks @backtrader !!

There is no such thing as a sample implementation.

You send an order to the market: self.buy(price=myprice, exectype=bt.Order.MyPreferredExecutionType) The order is completed and notified to notify_order(order) order.executed.price contains the actual execution price A new order is sent to act as a stop-loss order: self.sell(price=% of order.executed.price, exectype=probably Stop)

Thanks @backtrader and @ab_trader for the suggestion.

Hi @KT ! Could you paste the full source code with all the modifications?

thanks a lot! and good work!