Dear all, I am wondering the timeframe setting in the following code. I use daily bar to test, it seems no difference between setting Months and Days. According to my understanding, backtrader uses bars to compute indicators without time concept, so it is nonrelevent to set timeframe. Could you correct me?

data = bt.feeds.GenericCSVData(
       ...
        timeframe=bt.TimeFrame.Months 
    )

In my strategy, in the notify_timer method, I need
self.datetime.date(0), which gives an error because of the above problem. That is, at the first bar, len(self) is 0, which result in an error when using self.datetime.date(0).

Any help is apperaciated.

In my strategy, in the notify_timer method, I need
self.datetime.date(0), which gives an error because of the above problem.

Any help is apperaciated.

When executed, I found that len(self) in notify_timer is less than len(self.data) by 1. Is this correct?

Hi, this is my code:

class SmaCross(bt.Strategy):

    def __init__(self):        
        self.add_timer(  
            when=bt.Timer.SESSION_START,
            monthdays=[1],  
        )

    def notify_timer(self, timer, when, *args, **kwargs):  
        print('notify', len(self),len(self.data)) 

When executed, I found that len(self) in notify_timer is less than len(self.data). Is this correct?

I am asking this becasue the document says in Lines coupling, we should use ( ) notation after the larger timeframe indicator, sma1(), see below. But my test shows that if I omit ( ),that is using sma1, I get same result. Is there something wrong with my result?

class MyStrategy(bt.Strategy):
params = dict(period=20)

def __init__(self):

    # data0 is a daily data
    sma0 = btind.SMA(self.data0, period=15)  # 15 days sma
    # data1 is a weekly data
    sma1 = btind.SMA(self.data1, period=5)  # 5 weeks sma

    self.buysig = sma0 > sma1()

def next(self):
    if self.buysig[0]:
        print('daily sma is greater than weekly sma1')

@ab_trader thank you for your direction. There is another situation.

Suppose I create a market buy order today, then next trade day, if the stock's OHLC prices are all at the upper bound price , then my market order should not be executed. But if any of O,L,C price is lower than the upper bound price, then the order could be executed at upper bound price.

could this logic be implented in the broker?

It's about this.

In Chinese stock market the price of any stock on any particular day may only go up by 10% (that is the upper bound price) or down by 10% based on previous date's close price. So if the price goes up by 10%, in most case, one can no longer buy it(as there will be many buy orders accumulated there).

Suppose I create a market buy order today, then next trade day, the stock open at upper bound price and keep at that price all day, then my market order should not be executed.

How to simulate this with backtrader. My idea is to issue a limit order,such as:
buy(type=limit, price=data.close[0]*1.1-0.01, valid=next bar). I donn't if this is best solution, any idea.

Hi. In my test case, I have the following code

self.isover = self.move_average > self.move_average2( )

where move_average's timeframe is day, move_average2's timeframe is week.

if I use the following code and run my strategy, I get the same result as above. So I wonder if we can ommit ( ) after move_average2?

self.isover = self.move_average > self.move_average2

Hi, in a daily bar strategy, I want to make an order valid until next bar, not next day, how to do it?
self.buy(valid=?)

Another question, how about make it valid until next two bars?

Thanks in advance.