Thank you for the quick response. Buy long time, I actually meant it never really stopped running. And in my real code, I do have lots of print functions which I was able to see using the original code

cerebro.addstrategy(SmaCross)
cerebro.run()

Of course, I may just have a really slow computer.

Hi, I've been searching for a while and didn't get a good answer for what I'm going through. I'm not very familiar with the details, which I'm trying to improve rapidly.

I have turned on the coc and coo function here and am trying to keep records of every day's closing prices and daily portfolio value with

self.dataclose[0] 
self.stats.broker.value[0]

Aftering printing out everything, this is what happens it seems:

1. it creates an order when a strategy signals it to
2. it executes the order created the day before using the closing price from the previous day
3. the portfolio value seems to be lagged. Say my cost base is 100 at day 1, the trade is executed on day 2. Closing price on day 2 is 99, but the portfolio value remains at 100.
4. Only on day 3, the portfolio value shows up as 99.

I'm wondering

1. Is it possible to create and execute trades on the same day?
2. If a trade does have to execute on two separate days Is it possibly to use the open price of the next day?
3. Is it possible to align those portfolio values so that the changes in portfolio value happens on the same day as the changes in closing prices, as opposed to the following day?

Thanks!

Thank you for the quick response. Buy long time, I actually meant it never really stopped running. And in my real code, I do have lots of print functions which I was able to see using the original code

cerebro.addstrategy(SmaCross)
cerebro.run()

Of course, I may just have a really slow computer.

Sorry, I didn't have access to a computer at the time I was writing. Here is what I was trying to do. Assuming I was running the sample code given by backtrader front page:

from datetime import datetime
import backtrader as bt
    
class SmaCross(bt.SignalStrategy):
        params = (('pfast', 10), ('pslow', 30),)
        def __init__(self):
            sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
            self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))
    
cerebro = bt.Cerebro()

data = bt.feeds.YahooFinanceData(dataname='YHOO', fromdate=datetime(2011, 1, 1), todate=datetime(2012, 12, 31))

cerebro.adddata(data)

cerebro.addstrategy(SmaCross)
cerebro.run()

Now, assuming that I want to adjust various pfast and pslow value using the optstrategy function.

When I replace

cerebro.addstrategy(SmaCross)
cerebro.run()

with

cerebro.optstrategy(SmaCross, pfast=(10,20,30), pslow=(60, 80, 100))
cerebro.run()

the code just keeps running for a long time without printing out anything. I'm just wondering if I'm missing something. Thanks.

I'm trying to use cerebro.optstrategy for some optimization, but it doesn't seem to be working.

I have started with cerebro.optstrategy(myStrat, a=5, b=10) to try a single combination. Then I say cerebro.run().

It works with cerebro.addstrategy but when I run the optstrategy, the run doesn't stop and I don't know why... Hope you can help.

Hi, I'm new to backtrader and have been looking for solutions on preset holding period while backtesting.

Here is what I'm looking to achieve:

Suppose I have a strategy that says, go long a stock if condition A happens and go short a stock if condition B happens. For each position, the holding period of the trade is 1 month.

Is there an easy way to do that?

Thanks!