I bumped into similar situation. Looks like by default, backtrader is not touching DELAYED data and therefore inherits whatever "rightedge" convention from the original data feed, and in case of ibstore, it is "rightedge=False"; while for LIVE data part it will use the default convention of "rightedge=True", which causes the discrepancy.

Many thanks for the tip from @dasch, now the bars match backteset/live trading.

Thanks for the response. I will try it.

@bigdavediode thanks I will look into this.

@backtrader Got you. Thanks for the detailed explanation. The simplistic approach does make sense. Guess I will handle the open orders manually.

@backtrader cool thanks a lot!

Hi

Is there any way to serialize open orders from a bracket order (I.e an open stop loss order and an open take profit order ) so that when a new backtrader process is started, the new process is able to pick up the open orders from disk?

Due to various issues it is highly likely that a live trading backtrader process may be interrupted (ib gateway shutdown, internet issue, blackout etc). It is easy to handle a left over open position but I don't know how to deal with those lurking Stoploss/take profit orders as they don't not show up in notify_orders().

@jmoons thanks I will try it.

In both IB API and ibPy API there is reference to the OutsideRth attribute of an order.

https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a60dcca6e3c3ae6ae6e0c5f3fdffc5a4a
https://github.com/blampe/IbPy/blob/master/ib/ext/EClientSocket.py

Looks like in Backtrader the attribute is not exposed. Is there any way I can tweak the attribute inside Backtrader for live trading? And is the default attribute of this setting False?

Thanks,

Kevin

@jmoons Thanks. I have experienced the same issue again after I added "bound off=1" to 15mins bar resampling. Not sure whether the parameter setting change is the direct cause though. Another suspicion is paper account. So far I just did testing using ib paper account and I've noticed the paper account server has different maintenance schedule from ib production server.

@backtrader Would you consider adding such an API method in the future? This would be very useful feature for live trading.

Could be a related post below. Looks like MarketStore supports web socket.

https://community.backtrader.com/topic/1120/marketstore-new-data-feed-complete-code-example

Websocket would make backtrader more awesome! And it would be of great help if someone could help provide some working examples.