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 :-)

Hi,

this is perhaps a little bit off topic, I hope nobody minds... .

I am interested in future trading.

Sometimes I get confused by

• differences how things are (or could be) calculated in the futures world as compared to the stocks trading world.
  Example: how to calculate returns in the future world?
  (is e.g. this really the best way? https://www.quora.com/How-does-one-calculate-returns-on-a-futures-contract/answer/Joe-Fallico )

• how to handle the different ways of gluing together contracts?

My questions therefore are:

1. Could somebody please recommend me a book / webpage where (automated) trading with regards to futures is covered and which could act as a 'golden reference'?

2. Which forum is good for asking question more related to the non-coding parts of futures trading?

Thanks a lot in advance!

@backtrader

Thanks, it's so cool to see what a large set of features this platform offers!

Thanks :-)

Hi,

I have some (historical) trade data available together with the historical data of the instrument that was used for trading.

Is it possible to feed this data into backtrader to just visualize the trades, the P/L curve of the strategy and get data like sharpe ratio etc. back from backtrader?

Thanks in advance!

Hi,

I have a general question regarding what I find in the OANDA v2.0 description:

http://developer.oanda.com/rest-live-v20/pricing-df/#collapse_definition_1

# 
    # The list of prices and liquidity available on the Instrument’s bid side.
    # It is possible for this list to be empty if there is no bid liquidity
    # currently available for the Instrument in the Account.
    # 
    bids : (Array[PriceBucket]),

    # 
    # The list of prices and liquidity available on the Instrument’s ask side.
    # It is possible for this list to be empty if there is no ask liquidity
    # currently available for the Instrument in the Account.
    # 
    asks : (Array[PriceBucket]),

When I execute the referring curl example, sofar I only got one entry in this arrays back.

My question is: Does it really happen to have more than one bid or more than one ask in this reply? Or was I mistaken because I was checking the responses during low trading times?

Thanks in advance!

Hi,

I realize there are a lot of really nice and good working scripts and examples for different situation (thanks to @backtrader for this great work).

Presently I face the situation that I need to combine different scripts and therefore see some challenges.

My question is:

Is there a good place where I could set a breakpoint and look at all the parameters that decide on the internal behaviour of Backtrader?

I think of a common set of variables / parameters I should dump so that I can compare them throughout different scripts.

Thanks in advance!

@backtrader said in Backtesting Live Ticks Possible?:

Of course. Create a data feed which has that behavior and you will get it.

thanks for your reply, @backtrader , but I just wonder how I can do that?

With every row in my csv file, len(self) in next() will increase by one from one call to next()to the following call.

In contrast to that, during live trading len(self)only increases, when the next timeframe is reached. But in between, several ticks could have come up that do not lead to an increase in len(self).

Big thanks in advance!