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    SPECULARI FUND

    @SPECULARI FUND

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    Best posts made by SPECULARI FUND

    • RE: Starting with Interactive Brokers (IB) - no data feed

      @rluc99 said in Starting with Interactive Brokers (IB) - no data feed:

      I have discovered the problem. It is not related to Backtrader.

      I did some digging around on the IB website. It seems that the IB demo account does not allow historical bars through the API for anything other than FOREX. The same applies to paper trading or live accounts unless there is a subscription to the relevant market data feed. If there is a subscription in place then the historical bars are available at any time, including week-ends.
      (As an aside, historical bars are constructed by TWS regardless of whether there is a subscription in place or not.)
      Delayed data is available during market hours for accounts without market data subscription, but to obtain this data a flag has to be set in the API. I don't think Backtrader allows the user to set this flag but I have not investigated this in detail.

      Most of the above information comes from the following two links:
      http://interactivebrokers.github.io/tws-api/market_data.html
      http://interactivebrokers.github.io/tws-api/historical_data.html

      So, it's not possible to get even delayed stock data from IB using Backtrader for not funded account right?

      posted in General Code/Help
      SPECULARI FUND
      SPECULARI FUND

    Latest posts made by SPECULARI FUND

    • RE: How to use IB delayed data

      @vladisld WAS CONFUSED BY FOREX DATA FEED. YOU'RE RIGHT.

      posted in General Discussion
      SPECULARI FUND
      SPECULARI FUND
    • RE: Starting with Interactive Brokers (IB) - no data feed

      @rluc99 said in Starting with Interactive Brokers (IB) - no data feed:

      I have discovered the problem. It is not related to Backtrader.

      I did some digging around on the IB website. It seems that the IB demo account does not allow historical bars through the API for anything other than FOREX. The same applies to paper trading or live accounts unless there is a subscription to the relevant market data feed. If there is a subscription in place then the historical bars are available at any time, including week-ends.
      (As an aside, historical bars are constructed by TWS regardless of whether there is a subscription in place or not.)
      Delayed data is available during market hours for accounts without market data subscription, but to obtain this data a flag has to be set in the API. I don't think Backtrader allows the user to set this flag but I have not investigated this in detail.

      Most of the above information comes from the following two links:
      http://interactivebrokers.github.io/tws-api/market_data.html
      http://interactivebrokers.github.io/tws-api/historical_data.html

      So, it's not possible to get even delayed stock data from IB using Backtrader for not funded account right?

      posted in General Code/Help
      SPECULARI FUND
      SPECULARI FUND
    • RE: How to use IB delayed data

      Looks like not possible to get delayed stocks data with a paper not funded account from IB. I am right?

      posted in General Discussion
      SPECULARI FUND
      SPECULARI FUND
    • RE: Crossover + MACD error

      @Xavier-Escudero said in Crossover + MACD error:

      @SPECULARI-FUND I've the same problem. Have you any solution?

      I used raw data from the API to this library.

      posted in bta-lib
      SPECULARI FUND
      SPECULARI FUND
    • How to use IB delayed data

      Is it possible to use delayed data from IB (I mean paper, but not FOREX market) as a "live" strategy?
      next() will be called if data is delayed? Maybe my question is stupid, just try to understand the logic. Thanks!

      posted in General Discussion
      SPECULARI FUND
      SPECULARI FUND
    • Crossover + MACD error
      self.macd = btalib.macd(self.get_data_bars(self.symbol, '1Min')[self.symbol], pfast=self.params.macdfast, pslow=self.params.macdslow, psignal=self.params.macdsignal)
      
      self.macdX = btalib.crossover(self.macd.macd, self.macd.signal)
      print(self.macd.df)
      
                           
      time      macd    signal  histogram
      
      
      2020-10-19 11:37:00-04:00       NaN       NaN        NaN
      2020-10-19 11:38:00-04:00       NaN       NaN        NaN
      2020-10-19 11:39:00-04:00       NaN       NaN        NaN
      2020-10-19 11:40:00-04:00       NaN       NaN        NaN
      2020-10-19 11:41:00-04:00       NaN       NaN        NaN
      ...                             ...       ...        ...
      2020-10-19 14:52:00-04:00 -0.248898 -0.304889   0.055992
      2020-10-19 14:53:00-04:00 -0.252423 -0.298331   0.045908
      2020-10-19 14:54:00-04:00 -0.225212 -0.289191   0.063979
      2020-10-19 14:55:00-04:00 -0.164539 -0.273610   0.109071
      2020-10-19 14:56:00-04:00 -0.086874 -0.250268   0.163394
      
      

      Error:

      UserWarning: evaluating in Python space because the '-' operator is not supported by numexpr for the bool dtype, use '^' instead
        f"evaluating in Python space because the {repr(op_str)} "
      

      What I am doing wrong?

      posted in bta-lib
      SPECULARI FUND
      SPECULARI FUND
    • Backtesting question about "fromdate" and "todate" with polygon.io
         DataFactory = store.getdata 
         data = DataFactory(
              dataname=ticker,
              tz=timezone,
              timeframe=bt.TimeFrame.Minutes,
              compression=1,
              fromdate=pd.Timestamp(args.start),
              sessionstart=datetime.time(9, 30),
              sessionend=datetime.time(16, 00),
              historical=True)
      

      I am using such parameters to backtest on history some simple strategy and I see that it runs from right date fromdate, but then after 1month of period, it skips all dates range and jump to the current last date. Any idea why this happens?

      posted in General Code/Help
      SPECULARI FUND
      SPECULARI FUND
    • RE: Running multiple symbols data feeds in live IB

      @orenshkol @vladisld why when I am using with resample data instead adddata, strategy runs on the first symbol only?

      posted in General Code/Help
      SPECULARI FUND
      SPECULARI FUND
    • RE: My stop-loss order is getting executed when it shouldn't

      May be you can help how check type of order that accepted? Because I am updating take profit Limit order by moving average price and every updating of price I receiving new Limit order - previous not replaced.

      posted in General Code/Help
      SPECULARI FUND
      SPECULARI FUND
    • Live feed alpaca-backtrader-api - KeyError: ‘bidprice’

      I understand that this is not bug by backtrader, but anyway maybe someone had the same.

      When stock is hold by exchange or sometimes after overnight I see that type of error. How I can catch this?

      File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1130, in run
          runstrat = self.runstrategies(iterstrat)
        File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1301, in runstrategies
          self._runnext(runstrats)
        File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1545, in _runnext
          drets.append(d.next(ticks=False))
        File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 407, in next
          ret = self.load()
        File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 479, in load
          _loadret = self._load()
        File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 301, in _load
          ret = self._load_tick(msg)
        File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 401, in _load_tick
          msg['bidprice'])
      KeyError: 'bidprice'
      
      posted in General Code/Help live data alpaca bid error intraday
      SPECULARI FUND
      SPECULARI FUND