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    Tejas Pinge

    @Tejas Pinge

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    Latest posts made by Tejas Pinge

    • Placing order to broker from notify_order() causing 1 candle lag

      We have created live DataFeed where _load() returns 1 min live candle.
      This data is being used in the strategy's next(self).
      The issue is if the signal is generated for a candle in next() then notify_order() is called after receiving next candle. This is causing 1 candle delay in live trading as we are placing order to broker from notify_order().

      Scenario:

      1. _load(self): - Returns 1 min candle at 9:30
      2. next(self) - Strategy creates Buy signal for 9:30 candle.
      3. notify_order(self, order) - Places order after getting 9:31 candle.

      Are we missing anything? Kindly guide.

      posted in General Code/Help
      Tejas Pinge
      Tejas Pinge
    • How to get analyzer values in next()

      We are trying to get analyzer values in next() using below code but getting "KeyError: 'returns'" error.

      pyfoliozer = thestrat.analyzers.getbyname('pyfolio')
      returns, positions, transactions, gross_lev = pyfoliozer.get_pf_items()

      Is there any workaround for this?

      posted in General Discussion
      Tejas Pinge
      Tejas Pinge
    • Live running with csv/webhook

      Is there way to run a backtrader based py file and have live signals processed based on a csv or a webhook?

      posted in General Code/Help
      Tejas Pinge
      Tejas Pinge