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.

@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.

@vladisld

Please ignore my last question. Of course notify_trade should be owned by owner as well as in the case of notify_order. I made a simple test case and it worked perfectly fine. Something must be wrong in my production script. I will have a look. Thanks for your time and effort.

Thanks @vladisld. Appreciate it, I could wish I give 100 likes.

One more question in this regard if you dont mind. How does notify_trade work. Somehow only my first strategy works and second strategy doest not print it.

Hello everyone,

Im doing live trading with Backtrader and it works perfectly fine. I want to add more strategies to it. To make it easier to I want to keep each strategy class in different python file and use them in BT live script. Import as a module and running is working. But I have few questions.

Do we need to have notify_data, notify_store etc in each class or only in one.

How does notify_order work. Will it notify all strategies if I have them in each indiscriminately ?

@vladisld @run-out @ab_trader and other experienced users, I would appreciate any help in this regard.

People who trade or backtest multiple strategies how do you guys go about it.

Thanks for reading.

@punajunior

Please share few lines if your csv file..

@deltahedge

its hard to answer without seeing the csv file. Possibly you may have timezone information along with time. If this doesn't work, please post few lines of csv.

@marsario Thats because you need to have same index as the active ticker. lets say your want back test 2010 to 2020 and and companies did not exist until 2015.

You take the company which has the longest existence meaning from 2010 to 2020. Take the index from that ticker and add other companies which exist from 2015. These scrips will have zeros from 2010 to 2015. When you look through the data simply check in next () section of price != 0.

@niqnil

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

@ambrishooty

You may like it or not I will write this. If you want someone to do your backtesting it absolutely fine. But if you want to go live with it, this will be a difficult in long term. what happens if broker changes sockets or some bug crashes the script during a volatile day ?