Warning: one more newbie question about sizing: I want to trade with oanda and have a USD account. If I use order_target_percent to calulate the sizing, in the end the backtrader has to pass "units" parameter to the Oanda API. The end price varies depending on what units you are buying.

• If I buy one lot of USD/ZAR the units will be 100.000 and the price before leverage is also 100.000 USD.
• If I buy one lot of EUR/USD the units will be 100.000, but the "price" paid before the leverage is 100.000/eur_usd_exhange_rate.

I guess my question is whether the size calculation takes into the account that the price/margin needed for one unit of a currency pair depends on the currency pair being traded.

Hence, order_target_percent should render different sizes depending on the pair traded and the currency used, right?

@backtrader Thanks for your informative replies. I will take a look at the blog post!
Have a wonderful day. ^^

classMySizer(bt.Sizer):
    params = (
        ('leverage', 50)
    )

    def _getsizing(self, comminfo, cash, data, isbuy):
        return math.floor(cash * self.p.leverage / data[0])

...setcommission(leverage=50)
...addSizer(MySizer)

would that be correct?

Understood. What about sizing and leverage?
If I had a leverage of 1:50 in my practice account, how do I simulate those? What do I put in my sizer to buy as much currency as possible with the current leverage, ofr example?

Hi guys,

I am trying to create a small forex strategy for later use in oanda. Does anybody have a sample script for me how to:

• Setup the commission with leverage.
• Sizing (taking into the account the used leverage).
• Buying selling currency pairs.

So that it emulates the oanda commissions/leverage properly. I am having hard time figuring out how to use backtrader in that case.

I have found an old thread regarding commissions, but only with sample for Eurostoxx and it does not use the leverage property:

https://community.backtrader.com/topic/333/accurate-commissions-for-ib-and-oanda/3

Any help appreciated!

Wow. That was quick! Thank you! ^^

Hi guys, I am struggling with a simple example. Maybe someone else had a similar issue. I am creating a simple sizer. My problem is that it always passes True for isbuy, even for sell. Here a dead-simple example to showcase the problem:

import os
import datetime
from core.yahoo import getf  # My own function, returns path to a file of ticker data.
import backtrader as bt
from random import randint

class Sizer(bt.Sizer):
    def _getsizing(self, comminfo, cash, data, isbuy):
        print '     ISBUY?', isbuy
        return 1
    
class Strategy(bt.Strategy):
    def next(self):
        if randint(0, 1):
            print 'BUY'
            self.buy()
        else:
            print 'SELL'
            self.sell()

# getf is a function that returns a path to the file, where yahoo data has been downloaded into.
datapath = os.path.join(os.getcwd(), getf('VGT'))  
data = bt.feeds.YahooFinanceCSVData(
    dataname=datapath,
    fromdate=datetime.datetime(2007, 1, 1),
    todate=datetime.datetime(2012, 12, 31),
    reverse=True)

cerebro = bt.Cerebro()
cerebro.addstrategy(Strategy)
cerebro.addsizer(Sizer)
cerebro.adddata(data)
cerebro.broker.setcash(5000.0)
cerebro.run()

The result? isbuy is always true!

BUY
     ISBUY? True
BUY
     ISBUY? True
SELL
     ISBUY? True
BUY
     ISBUY? True
SELL
     ISBUY? True
SELL
     ISBUY? True
SELL
     ISBUY? True
BUY
     ISBUY? True

Am I doing something wrong?

Thanks for any help!