only a guess.. you may need to add a warm up period to your indicator

class Dummy(Indicator):
    lines = ('l',)
    params = (('period', 16),)

    def __init__(self):
        self.addminperiod(self.params.period)

    def next(self):
        # Datetime of the latest completed bars in both Time-Frames
        print(self.data0.datetime.datetime(0), end=": ")
        print(self.data1.datetime.datetime(0))
        

@niqnil

I think your csv is reversed chronologically... Try with reverse=True

@xxx

Have a look at the Platform Concepts. Init has a different purpose. One can print lines in using next() section.

hi @Jeffrey-C-F-Wong

When you pass close to RSI indicator.. its self.data.close not self.close

class RSI(bt.Strategy):

    params = (('period', 14),)

    def __init__(self):
        self.rsi = bt.indicators.RSI_Safe(self.data0.close, period=14)
        self.smooth_rsi = bt.indicators.ExpSmoothing(self.rsi, period=8)

BT is using adjusted close value to adjust other four values. Have a look at Data Feeds

@pythonnoob

You are reading from Yahoo finance which has a field Adj. Price this is used to adjust the open, high , low, close prices. Thats why you are seeing different price.

Please check what are you printing. I did a quick test and it has time as well..

what about position size ??

12.76 x (7079.00 - 7468.99 ) - 71.50 - 67.77

@Ron-Aw said in Multi Asset position management:

I'm under the impression that if I want to go long on an asset with a market order, I should be using self.buy(price = self.datas[i].close[0], size = (My Size Here)). Is this the right way to open a buy order for a particular asset?

In Orders Doc there is a data parameter while sending the orders. So you can use that to send data specific orders.

@Ron-Aw said in Multi Asset position management:

Assume that I have 4 data feeds, if I want position details on the first asset, should I be using self.getposition(data = self.datas[0])?

Yes I think so. Position

@Ron-Aw said in Multi Asset position management:

The object returned by self.getposition(data = self.datas[i]) has 2 attributes namely size and price. If there are no open positions on the asset, self.getposition(data = self.datas[0]) should therefore evaluate to False right?

yes.. I normally use position.size it see long, short or no positions.

@Ron-Aw said in Multi Asset position management:

If I wish to close all positions, should I use a for loop to iterate over each data feeds and call self.close(self.datas[i]) on each iteration?

this is what I do.. But I dont know if there is an elegant way.

datas[0] this indexing is for the data that feed to BT.. if you load two data sets then you will have datas[0] and datas[1].

datas[0].close[0] is current close for data[0] and data[0].close[-1] is previous close.

@jambhala

change size of the order.. by default its ordering 1 qty..

self.buy() 

@frenzyy

please post what you have tried so far. Its much easier that way.

At every next() check the new high and store it in a variable and a simple date time if condition before buy would do

@vladisld @run-out

Any pointers on this ?

Hi all,

I wrote two stores for two different brokers, but I want to use data feed from one and broker from another. It works fine, but notify_store works only from the store that I subscribe the data. Store Notifications are not coming from the store that I add as a broker instance. My guess is that data store gets registered first as its the first thing that gets initialised.

My question is it possible to get store notifications from both stores ? Following is the code that I use for both data and broker. Any help is highly appreciated.

cerebro = bt.Cerebro(quicknotify=True)
    
abstore = AngelStore(api_key= data['api_key'], access_token = data['Token'], angel_instruments_json=dir +'instruments.json')
zbstore = ZerodhaStore(api_key = user_data['api_key'], token = user_data['token'],  zb_instruments_csv=dir + 'zb_inst.csv')
    
cerebro.broker = abstore.getbroker()

data0 = zbstore.getdata(dataname='STK-NSE-IDEA',
        timeframe=bt.TimeFrame.Ticks,  
        sessionstart=datetime.time(9, 15), 
        sessionend=datetime.time(15, 30)
    )

@backtrader

Thanks a lot Daniel. Very much appreciate it.

@python-trader

Administrator is not active in the forum. we have to live with what it is..

@andi

simply use datas[1] for monthly sma.

sma_monthly = bt.SimpleMovingAverage(self.datas[1].close) 

@andi

Cant you simply load daily candles and resample to monthly Timeframe.. trade can be done in daily timeframe while signal comes from monthly timeframe.

@vypy1

By default BT assumes that you have timeframe Day. If its not daily timeframe give timeframe. That may fix your issue.. just a guess with what you posted.

@bigchappa

Backtrader works only when resampling interval is divided by session duration. meaning if session duration is 8 hours, one can resample them to 8 1h candles. I think your last 1 h candle will have only 30 minutes. So BT may not resample the way you expect.