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    peperrr

    @peperrr

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    Latest posts made by peperrr

    • Instant values of indicators

      I am trying to compile an array mixing 1 min data with the values of indicators on higher time frames (e.g. the real-time value of the 15 min RSI at 8:07 on a still open 15 min bar).

      I have added the 1 min data with replaydata and compression=15 and used an analyzer to store the values. However, it only delivers values every 15 min:

      datetime,Stochastic15,RSI15,MACD15
      2010-01-04 08:14:00,,,
      2010-01-04 08:29:00,,75.0,
      2010-01-04 08:44:00,46.666666666666664,58.2028390736719,0.33877015095549723
      

      Any suggestions on how I could do it?

      posted in Indicators/Strategies/Analyzers replay
      P
      peperrr
    • Portfolio/Inventory Management

      Hi,

      Many thanks for this great tool. I would like to create multiple strategies that operate concurrently on one or multiple asset by e.g. looking at triggers in different timeframes. Ideally, an independent entity should authorize/modify the incoming orders to net orders and enforce some risk management constraints (e.g. margins, Portfolio VaR, ...). If I understand it correctly, a strategy's sizer does not take into consideration open positions in the same or different assets.
      Do you have plans to add portfolio management functionality to backtrader? Would someone else find this useful?
      Thanks!

      posted in General Discussion
      P
      peperrr