Anybody knows the reason?

Hi community,

I found it did not work correctly when using the filler.
For example, I buy with a sizer of 3 every time, and set the filler to be FixedSize 1.
There should be three OrderExecutionBit Objects in order.executed, with index p1, p2.
However, I found 6 exbits were actually executed.

like,
[exbit0, exbit1, exbit2]

1. execute exbit0, (p1 = 0, p2 = 1, len = 1)
2. execute exbit0, exbit1, (p1 = 0, p2 = 2, len = 2)
3. execute exbit0, exbit1, exbit2 (p1 = 0, p2 = 3, len = 3)

It seems like p1 is set to 0 all the time, which might be the problem.

@scottz1 Found it! That's really helpful! Thx!

@scottz1 Thanks! How should I export the trade results?

Thanks! How should I export the trade results?

Hi community,

When I was doing backtest based on 1min kline data, could I also get analysis on daily performance, like daily trades profits, win/loss counts, daily drawdown, etc, say return in a list (one value per day.)

Many thanks!

@backtrader Yes, there is no short trade in this example, so should it return MAXINT? or just zero?

When calling strat.analyzers.Trades.get_analysis(), if there is no short trades, the returned short related min values turn out to be the MAXINT. It seems like a bug.

Thanks! @backtrader

One more question, do you mean, the data will only be filled at next() calls?

Sorry.

The data look like this, being 1MIN kline and have been added.

Then, I resample it with cerebro.resample(data, timeframe=bt.TimeFrame.Minutes, compression=15), hoping to get klines of 15MIN.

It can be accessed in bt.indicators.SimpleMovingAverage(self.datas[1].close, period=30) and it works fine.

However, when the indicator is defined by myself, for example,

class SMACustIndicator(Indicator):
    lines = ('sma_cust',)
    params = (
        ('period', 30),
    )
    plotinfo = dict(subplot=False)

    def __init__(self):
        self.sma_cust = talib.SMA(
            pd.Series(self.data.close.array),
            timeperiod=self.params.period
        )

    def next(self):
        cur = len(self)
        self.lines.sma_cust[0] = self.sma_cust.iloc[cur-1, ]

It raises "Exception: inputs are all NaN".