Thanks @run-out for your comment.

As far as I understand the code example given in Below is full code for sample trading system, implementing fixed stop loss and take profit orders., this takes care for adjusting the trailing stop from one next() to another.

This might be too late, if during one day I have a very big high, as any closing of the trade will come only at the following day, isn't it?

Hi,

I find it inconvenient when using daily bars to get the trailing stop calculated by backtrader on the close value of my daily candle, but not on the high value of it (in case of going long).

I am not yet trading live but I would assume that a broker like Interactive Brokers will adjust the trailing stop on a finer timescale than daily, even if I requested to get daily data from it via backtrader, wouldn`t it? Correct me if I am wrong.

Is there any workaround during pure backtesting, so that the high value of a daily candle is used for calculation instead of the close?

If there is a workaround, code examples are welcome. :-)

Thanks in advance!

Hi,

I am presently looking at the stoptrail functionality.

In my next() method, at time A I generate a buy().
Afterwards I wait in notifyorder() until this buy was 'Completed'.

After it got 'Completed', being still in notifyorder(), I generate a subsequent stoptrail sell order:
self.sell( exectype=bt.Order.StopTrail,trailamount=X)

My question is:
does this sell order initially take the close value of the candle A into account or the close value of the coming candle A+1?

Thanks in advance!

Hi,

I am building an environment where I do live trading and backtesting within the same python module. I want to store the values that I get from backtrader in my SQL database for both kinds of trading.

I am presently thinking how I can store the positions that are created / deleted during trading and that I get informed about in the method self.notify_order(self, order) .

I would like to take the datetime that I possibly could get from backtrader for an order that is in state order.getstatusname() = 'Completed' and use this as part of a compound key that I will store in my database.

I presently see the following candidates for this, but I am unsure which one to take.

These are my possible candidates:

1. self.data.num2date(order.p.data.l.datetime[0])
2. order.p.owner.datas[0].datetime.datetime(0)
3. order.params.data.datetime.datetime(0)
4. datetime.datetime.utcnow() (at least during livetrading), as maybe the moment when notify_order() gets triggered is independant from any candles I get).

At least during backtesting, 1.-3. contain the datetime that I will receive with the upcoming next(), but I am not sure whether to take 1.-3. is valid anyhow.

What would you take in my situation / what makes sense from the internal logics point of view of backtrader?

Thanks in advance!

Thanks.

So in the end I was able to get the realized PnL from the analyzer described here: analyzer to calculate and save realized pnl and opened positions for each strategy date to date.

But your posts were very helpful to direct me in the direction to look more at analyzers in general!

Thanks again.

Hi @run-out ,

thanks for your very good and concise answer.

I made a mistake in my question.

I forgot to mention that I would like to get the realized Profit and Loss at any moment in time and specially also for the case that I have staggered buys and sells.

E. g.:

I buy one stock at (1) and another one at (2) for 50 each.
At (3) the stock price rises from 50 to 75.
At (4) I sell one stock. The realized PnL should rise accordingly from 0 to 25.
At (5) I sell the other stock. The realized PnL should rise from 25 to 50.

My intention is how I could get the realized PnL (in red in the picture) at any point in time directly from Backtrader.

Hi,

I would like to ask, whether and how I could retrieve the realized Profit and Loss from Backtrader?

Thanks in advance!

Hi,

I am totally satisfied with all the functionality that the backtrader framework offers to me but I am just worried about one topic:

And this is regarding the 'final delayed bar' during live trading (see:

https://community.backtrader.com/topic/110/anyone-using-backtrader-for-live-trading/37#
https://community.backtrader.com/topic/970/backtest-vs-live-bars-off-by-1-discrepancy/26# )

I just wanted to know whether somebody might have found a workaround or handling for this?

Perhaps @backtrader , @Squirrel-Singing , @dasch :-) ?

Thanks in advance!

thanks a lot!

Remark: I now that Backtrader already offers the possibility to glue futures contract for me. But I would like to understand / discuss the different possibilities anyhow :-)