Hi, I tried searching for a consolidated summary after executing cerebro.run(), but couldn't find one.
The idea is to have a method to get some standard performance results of a strategy backtest
may be like this res= cerebro.run(); res.summary()

The idea is from a tool in market called ninja trader (screenshot below), however I like backtrader more for it's ease in coding strategies as compared to NT.

But the output of NT is worth exploring and I think it might be a good idea to add some of the features.

This one shows details of orders, note the Entry/Exit reason/name

This one shows the options and nice chart with signal description

Thanks a lot!

@dimitar-petrov said in How to add takeprofit / stoploss?:

excerpt from notify_order

...
elif order.status == order.Completed:
if 'name' in order.info:
self.broker.cancel(self.order_dict[order.ref])
else:
if order.isbuy():
stop_loss = order.executed.price*(1.0 - (self.p.stoploss)/100.0)
take_profit = order.executed.price*(1.0 + 3*(self.p.stoploss)/100.0)

                sl_ord = self.sell(exectype=bt.Order.Stop,
                                   price=stop_loss)
                sl_ord.addinfo(name="Stop")

                tkp_ord = self.sell(exectype=bt.Order.Limit,
                                    price=take_profit)
                tkp_ord.addinfo(name="Prof")

                self.order_dict[sl_ord.ref] = tkp_ord
                self.order_dict[tkp_ord.ref] = sl_ord

...

Can you please share the complete code

Another strategy using Super Trend and SAR
Indicators/Settings:
-SUPERTREND(8, 1.5)
-SAR(0.2.0.2)

WHEN TO ENTER A TRADE:

Enter: a BUY trade when SUPERTREND is in a bullish trend(line is green), and SAR gives a BUY signal. (Don't enter a SELL trade if SUPERTREND is bullish and SAR gives a SELL signal.

Enter: a SELL trade when SUPERTREND is in a bearish trend(line is red), and SAR gives a SELL signal. (Don't enter a BUY trade if SUPERTREND is bearish and SAR gives a BUY signal.

Get out of a BUY trade when SAR give a SELL signal, and the opposite for a SELL trade.

Throwing more ideas on strategy development and backtesting in backtrader

An interesting trading idea based on Super trend indicator and EMA cross over,
Super trend indicator looks like Moving Average on price chart but much more robust
More details here
http://www.freebsensetips.com/blog/detail/8/Supertrend---EMA-crossover-trading-strategy

Suprtrend calculation:
BASIC UPPERBAND = (HIGH + LOW) / 2 + Multiplier * ATR
BASIC LOWERBAND = (HIGH + LOW) / 2 - Multiplier * ATR

FINAL UPPERBAND = IF( (Current BASICUPPERBAND < Previous FINAL UPPERBAND) and (Previous Close > Previous FINAL UPPERBAND)) THEN (Current BASIC UPPERBAND) ELSE Previous FINALUPPERBAND)

FINAL LOWERBAND = IF( (Current BASIC LOWERBAND > Previous FINAL LOWERBAND) and (Previous Close < Previous FINAL LOWERBAND)) THEN (Current BASIC LOWERBAND) ELSE Previous FINAL LOWERBAND)

SUPERTREND = IF(Current Close <= Current FINAL UPPERBAND ) THEN Current FINAL UPPERBAND ELSE Current FINAL LOWERBAND

• See more at: http://www.freebsensetips.com/blog/detail/7/What-is-supertrend-indicator-its-calculation

Also, this websites gives live signal based on Super trend (for reference)
http://www.marketcalls.in/livecharts

CUMRSI on 2 period is the same thing as addition of last 2 RSI values
It's like : define RSI(period=14)
then CUMRSI2 = RSI[0] + RSI[1]

Price Falling below is simply Price Cross Down the Stop Loss/ Buy Price
Reference of Cum RSI based Strategy
http://www.onestepremoved.com/cumulative-rsi-system/

Thanks for the feedback.
I tried Analyzer and Writer and it's really good.
Somehow the lot of good features are not easy to find on the docs page.

Hi, I tried searching for a consolidated summary after executing cerebro.run(), but couldn't find one.
The idea is to have a method to get some standard performance results of a strategy backtest
may be like this res= cerebro.run(); res.summary()

The idea is from a tool in market called ninja trader (screenshot below), however I like backtrader more for it's ease in coding strategies as compared to NT.

But the output of NT is worth exploring and I think it might be a good idea to add some of the features.

This one shows details of orders, note the Entry/Exit reason/name

This one shows the options and nice chart with signal description

I came across some strategies , which can be used to code and backtest.
We can share codes/ ideas on this forum and try to learn more on backtrader capabilities.
The logic can be tweaked to start with and later add complexities

Trading system: 2x3xCumRSIL
Creator: Bloominonion, although similar to systems in books by Larry Connors
Platform: Thinkorswim Prodigio
Rules:

1. System buy/sell signals occur at the close each day
2. This system applies to the 2x and 3x leveraged ETFs (long and shorts) with average volume > 100,000 per day, and 5 < stock price < 75
3. Share size is 100 shares (regardless of stock price)
4. ETF is above the 200 day MA
5. Cumulative RSI for the last 2 days must be under 30
6. Enter on a limit order 8% below the closing price when rule 5 triggers
7. The first exit triggers when the price falls below the entry price (0% stop); exit at 5% profit
8. The second exit takes over when the price rises from the entry or the 5% profit target does not occur; exit on the open at market the day after the price closes above the 10 day SMA
   Notes:
   Trades come in lumps; much of the time the market is not trading at extremes which trigger a trade.
   So far this month there have only been two trades; URE which triggered 7/6 and closed 7/9, making $415; and SQQQ which triggered 7/13 and closed 7/16, making $286.

Note how the system is objective and trades the extremes, long or short, without bias. URE is 2X long real estate; SQQQ is 3X short NASDAQ.
The market went from one extreme to another rapidly in July.

11 of the 64 trades occurred in June 2010. The next busiest month was 8 trades in May 2010.
The dormancy of the system isn’t necessarily bad; capital is employed only when the market reaches an extreme that provides a good edge.
And the system isn’t very capital intensive, trading just a few times a month on average.

The 8% limit order is the key to the profitability of the system.
It seems to enable homing in on ETFs which are truly oversold, not just the random noise that 2X and 3X leverage generates.

Overall the system appears to do well when it is generating trades, as it did last month.
And with 2 trades already in July I hope to take a few trades soon.

Awesome, I changed the setcash parameter and it works now, in fact showing some profits by changing the BB parameter.
I will be sharing something soon, still trying to get my strategy coded in backtrader framework (as I am new to python)

Thanks for sharing,
I tried executing this, the Buy orders are getting created but not executed.
The log says
2016-09-08, Close, 8952.50
2016-09-08, BUY CREATE, 8952.50
2016-09-08, BUY CREATE, 8952.50
2016-09-09, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2016-09-09, BUY EXECUTED, Price: 0.00, Cost: 0.00, Comm 0.00
2016-09-09, Close, 8866.70

Any idea why this might be happening