Hm, I found another issue in my code. I'll try to sort that out first to see if it's related somehow.
For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
T
Latest posts made by te
-
RE: Benchmark observer bug?
-
RE: Benchmark observer bug?
Sorry, here is the code.
self.cerebro.addobserver(bt.observers.BuySell) self.cerebro.addobserver(bt.observers.Value) self.cerebro.addobserver(bt.observers.TimeReturn, timeframe=bt.TimeFrame.NoTimeFrame) self.cerebro.addobserver(bt.observers.Benchmark, data=self.data_benchmark, timeframe=bt.TimeFrame.NoTimeFrame)
If I activate cheat-on-close the difference is even bigger.
self.cerebro.broker.set_coc(coc=True)
-
Benchmark observer bug?
Hi everyone,
I am a novice regarding backtrader and also python but it is great fun to learn and use the platform. Great work by all involved!
Today I tried the Benchmark observer and noticed that the return from the strategy is different than when using the TimeReturn observer. Is this a bug (missing negative sign for return of strategy in benchmark observer) or is it possible that I am missing something. See attached plot image.
Thanks in advance!
Best regards,
Torbjörn