Topics created by nooby_mcnoob

@nooby_mcnoob The cut-off is actually set to identifying a new week-number which is a bit more agnostic than looking for specific days.

Using a trading calendar as you have also added to your own answer has 2 advantages:

The actual cut-off day for every week is right The delivery of the resampled bar can be done 1 bar earlier (because the system doesn't need to wait to identify the new week)

See this other thread: Community - Backtesting oanda/forex

@dasch @backtrader

Thanks for your help. The PEBKAC is resolved :-)

I guess it is obvious to you, but perhaps a default mode of "backtest bars should match live bars" would follow the principle of least surprise? In any case, here are some live resampled bars, followed by the corresponding historical resampled bars with a timeframe of 5 minutes with rightedge=False. This shows that live bars match historical bars. Now the question I have to answer myself is: "why did righedge=False not work in my system when I tried it live?"

Live

Data0, 0196, 736793.5625, 2018-04-09T09:30:00.000000, 1.27725, 1.27794, 1.27709, 1.27773, -1.0, 0, 1.277366 Data0, 0197, 736793.5659722222, 2018-04-09T09:35:00.000000, 1.27773, 1.27882, 1.27745, 1.27874, -1.0, 0, 1.277632 Data0, 0198, 736793.5694444445, 2018-04-09T09:40:00.000000, 1.27874, 1.27876, 1.27756, 1.27769, -1.0, 0, 1.27775 Data0, 0199, 736793.5729166666, 2018-04-09T09:45:00.000000, 1.27769, 1.27791, 1.27729, 1.27751, -1.0, 0, 1.277784 Data0, 0200, 736793.5763888889, 2018-04-09T09:50:00.000000, 1.27751, 1.27751, 1.2765, 1.27675, -1.0, 0, 1.277684 Data0, 0201, 736793.5798611111, 2018-04-09T09:55:00.000000, 1.27675, 1.27726, 1.27634, 1.27681, -1.0, 0, 1.2775 Data0, 0202, 736793.5833333334, 2018-04-09T10:00:00.000000, 1.27681, 1.27716, 1.27641, 1.27712, -1.0, 0, 1.277176 Data0, 0203, 736793.5868055555, 2018-04-09T10:05:00.000000, 1.27712, 1.27748, 1.27683, 1.27736, -1.0, 0, 1.27711 Data0, 0204, 736793.5902777778, 2018-04-09T10:10:00.000000, 1.27736, 1.27757, 1.27725, 1.27736, -1.0, 0, 1.2770800000000002 Data0, 0205, 736793.59375, 2018-04-09T10:15:00.000000, 1.27736, 1.2774, 1.27652, 1.27652, -1.0, 0, 1.277034

Historical

Data0, 0196, 736793.5625, 2018-04-09T09:30:00.000000, 1.27725, 1.27794, 1.27709, 1.27773, -1.0, 0, 1.277366 Data0, 0197, 736793.5659722222, 2018-04-09T09:35:00.000000, 1.27773, 1.27882, 1.27745, 1.27874, -1.0, 0, 1.277632 Data0, 0198, 736793.5694444445, 2018-04-09T09:40:00.000000, 1.27874, 1.27876, 1.27756, 1.27769, -1.0, 0, 1.27775 Data0, 0199, 736793.5729166666, 2018-04-09T09:45:00.000000, 1.27769, 1.27791, 1.27729, 1.27751, -1.0, 0, 1.277784 Data0, 0200, 736793.5763888889, 2018-04-09T09:50:00.000000, 1.27751, 1.27751, 1.2765, 1.27675, -1.0, 0, 1.277684 Data0, 0201, 736793.5798611111, 2018-04-09T09:55:00.000000, 1.27675, 1.27726, 1.27634, 1.27681, -1.0, 0, 1.2775 Data0, 0202, 736793.5833333334, 2018-04-09T10:00:00.000000, 1.27681, 1.27716, 1.27641, 1.27712, -1.0, 0, 1.277176 Data0, 0203, 736793.5868055555, 2018-04-09T10:05:00.000000, 1.27712, 1.27748, 1.27683, 1.27736, -1.0, 0, 1.27711 Data0, 0204, 736793.5902777778, 2018-04-09T10:10:00.000000, 1.27736, 1.27757, 1.27725, 1.27736, -1.0, 0, 1.2770800000000002 Data0, 0205, 736793.59375, 2018-04-09T10:15:00.000000, 1.27736, 1.2774, 1.27652, 1.27652, -1.0, 0, 1.277034

@Squirrel-Singing I can confirm that. Unfortunately, I have the same problem.