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Topics created by Saikee Wong

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Only 2 decimal places precision in stock trading backtest ?
General Discussion • • Saikee Wong

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answer found, apologies. New here and comments can't be deleted :(
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How to execute order during gap open on next bar ?
Indicators/Strategies/Analyzers • • Saikee Wong

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You could also simulate the gap entering with a simple Stop and link both the StopLimit and Stop to make them OCO orders, which guarantees that only one of them gets executed. See
Docs - OCO Orders
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Any chance to use backtrader to back test call / put option trade ?
General Code/Help • • Saikee Wong

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@backtrader "because when it calls your next (method with logic) the guarantee is that all buffers (data, indicators) have something. But you want some options only from a given point in time, breaking the entire system."

why should that be the case? NaN / missing values could be added into a series that spans 3 months across your 10 years worth of data. then you really may have multiple such data feeds that would be "active" / providing value just for a sub-set of your timeline. still, some built-in / helper functionality would be useful in "homogenizing" all these small time-span option series. would this be possible?