Best posts made by vladisld

I didn't try it myself, but probably the following may work:

class MyGenericCSVData(bt.GenericCSVData):
    def start(self):
        super(MyGenericCSVData, self).start()
        if self.p.headers:
            self.f.readline()  # skip the second header (the first one was skipped in GenericCSVData start method)

class MyGenericCSV(bt.GenericCSV):
    DataCls = MyGenericCSVData

Thanks
Vlad

@Yury-Tsar said in Multiple strategies on single data:

@vladisld
question was how to run them simultaneously, not using iteration 1 after another.

This wasn't clear from the original question:

@Yury-Tsar said in Multiple strategies on single data:

how to implement different strategies on single data feed

In case you would like to backtest the same strategy with a different parameters, where each run of the strategy will have its own position, and all of them will be run simultaneously, but still having the same "big OHLC" data loaded just once - this is exactly were the cerebro.optstrategy comes to rescue. Cerebro engine could be setup to preload the data feed (so that it will be read just once) and each strategy instance will run in its own process - all of them running simultaneously as you wished.

Am I still getting your question wrong ?

If your strategies are completely different you may just add all of them to cerebro - each one will be given the same data feed upon start, also each strategy's next method will be called once for each update in the data feed.
Alternatively you may use a more advanced technique described here: (https://www.backtrader.com/blog/posts/2016-10-29-strategy-selection/strategy-selection/) and here: (https://www.backtrader.com/blog/posts/2017-05-16-stsel-revisited/stsel-revisited/)

In case the only difference between your strategies is in a single parameter (% stop loss) you may set it as a parameter of the same strategy like:

class MyStrategy(bt.Strategy):
    params = (
        ('stop_loss_percent', 0.96),
    )

and use the cerebro.optstrategy instead of using cerebro.addstrategy. The 'optstrategy' method accepts a range for each strategy's parameter and will instantiate the same strategy for each value of the parameter in the above range. See more info here: (https://www.backtrader.com/docu/cerebro/)

IIUC, you've just submitted the limit buy order with a limit price set to 2.0 - meaning the order should be executed at the price <=2.0 - which is exactly what has happened at the next bar. Anything wrong with that ?

I think this question was already answered few times. Please take a look:
Is there way to track open orders with IB broker?
Is it possible to retrieve all the open/active orders from Interactive Broker?
Ways to repopulate IB trades/orders in strategy after shutdown

You may probably find other similar questions & answers by searching for 'open orders'.

You may try to use the TradingCalendar class, supplied with backtrader. It has a last_monthday method that returns true if a given trading day is a last trading day of the month.

More docs here: https://www.backtrader.com/docu/tradingcalendar/tradingcalendar/

AFAIU, upon resampling new bars are built aggregating the information from the originals bars of the feed with a smaller timeframe. Those new bars have no knowledge about the non-standard attributes of the originals bars ( only datetime, high, low, open, close, volume and openinterest fields are processed), nor they know anything about how to aggregate such fields. This may explain the behavior you saw.

Thanks
Vlad