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Log in to post. Release 1.9.33.116. No one has replied. Release 1.9.32.116. No one has replied. Said in v1.x -Quick Roadmap. Reverting Resampling/Replaying to the original model. The original mode was to create another data feed which would then deliver own bars. At some point in time both features were rewritten as filters manipulating the data stream, which has proven to be prone to quirks, problems and complicated code. It seems sensible to rewrite the functionalities again as originally envisioned.
How to get only end of day data when live trading | Backtrader Community
https://community.backtrader.com/topic/139/how-to-get-only-end-of-day-data-when-live-trading/1
How to get only end of day data when live trading. How to get only end of day data when live trading. This topic has been deleted. Only users with topic management privileges can see it. I have simple test strategy based on the IB live trading blog post, it works as expected in back test but in live trading for the current day, it returns a bar as of now and does not wait till eod to give a complete bar. It seems your problem is:. Where I guess with. IBDataFactory = ibstore.getdata. 0028, 2017-01-11T18:0...
All time popular topics | Backtrader Community
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Unable to get closing daily values for SPY. Thanks Dro, I will give this a try today. Example of adding live-data to static in strategy? That time.sleep(5) shouldn't help at all. The connection to TWS will be 1st done when you call cerebro.run() which happens for sure after that time.sleep(5). But it is good if it helps. Linear regression and std #211. As with ta-lib the best approach would be to autogenerate indicators/functions for the things in those packages. How to speed up backtest. Bull; Ed Bartosh.
Release 1.9.24.105 | Backtrader Community
https://community.backtrader.com/topic/135/release-1-9-24-105/1
Release 1.9.24.105. Release 1.9.24.105. This topic has been deleted. Only users with topic management privileges can see it. Complete TimeFrameAnalyzerBase with a call to nextstart and children. Improve 1st comparison point of benchmark. Documentation updates / samples clean-up. IBData feed timezone and backfill gap corrections. Initial support for CFD products (untested) to request BID and not TRADES. Ensure initialization of backfill from data feeds. Log in to reply.
Drawdown Length Calculation | Backtrader Community
https://community.backtrader.com/topic/129/drawdown-length-calculation/12
This topic has been deleted. Only users with topic management privileges can see it. Nice work @ab trader. This was on my list of things to do. I have not enough reputation points to reply. Bad reputation more likely. This is awesome, thanks for adding this! Thx for sharing. Since your were asking for comments I would suggest implementing the code as an analyzer. The observer simply initializes the analyzer and feeds its. With the values generated by the analyzer. Observer, which relies on the. If you wo...
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Welcome to backtrader’s documentation! — backtrader 1.9.31.116 documentation
https://www.backtrader.com/docu
Sizers - Smart Staking. Order Management and Execution. CSV Data Feed Development. Data - Multiple Timeframes. Mixing Timeframes in Indicators. Commissions: Stocks vs Futures. Live Data Feeds and Live Trading. Welcome to backtrader’s documentation! Python 2.x/3.x compatibility. Install from pypi (including. Run from source in your project. From 0 to 100: the samples. Adding a Data Feed. Adding some Logic to the Strategy. Do not only buy . but SELL. The broker says: Show me the money! Indexing: 0 and -1.
backtrader - Backtesting / Trading
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Work with one of the most powerful yet easy to use languages. Learn the framework and not a script language. A = SMA(period=25) - SMA(period=50). Give you the difference of the two moving averages for each calculation. As easy as that. 99 indicators and growing: Moving Averages, Bollinger Barnds, Stochastic, RSI, Directional Index, just find what you need. And of course, run indicators on indicators. Time Returns, Sharpe Ratio, Variability-Weighted-Returns, SQN, . Multiple Data Feeds (Live too).
backtrader - Backtesting / Trading
https://www.backtrader.com/index
A feature rich python framework for backtesting and trading. Backtrader enables to focus on writing reusable trading strategies, indicators and analyzers instead of spending time building infrastructure. Use, modify, audit and share it. The secret is in the sauce and you are the cook. This is just the tool. Multiple Data Feeds, timeframes, strategies, indicators, optimization and more. Check the QuickStart, In-Depth topics, Indicators and also ideas and others in the blog. Join and be it!
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Mar 07 - Plotting Date Ranges. Feb 14 - Kalman et al. Feb 05 - PercentRank reloaded. Feb 04 - Crossing over numbers. Dec 28 - BTFD - Reality Bites. Added the capability to make partial plots. The support for the directives below starts with commit #1146c83d9f9832630e97daab3ec7359705dc2c77 in the development branch. Has been able to stretch. To its limits. Finding some of the obscure corners, even adding. An oversight has been corrected with Release. BTFD - Reality Bites.
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Complete TimeFrameAnalyzerBase with a call to nextstart and children Improve 1st comparison point of benchmark Documentation updates / samples clean-up IBData feed timezone and backfill gap corrections Initial support for CFD products (untested) to request BID and not TRADES Ensure initialization of backfill from data feeds. This is a very good observation for this particular observer and therefore a candidate for inclusion. Feedback, comments and anything in general. With some of the changes made today ...
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Last visit was: Sun Aug 16, 2015 4:44 am. It is currently Sun Aug 16, 2015 4:44 am. All times are UTC. Please check here first and frequently for announcements. Thu Feb 04, 2010 10:37 am. Wed May 16, 2007 2:22 am. Sat Mar 19, 2011 4:51 pm. Mon Jun 27, 2011 8:15 pm. Discuss existing and needed csv parsers here. Mon May 28, 2012 5:06 am. Please use this forum for ideas and suggestions regarding new and existing modules and functionalities! Thu Nov 12, 2009 10:24 pm. Fri Jul 08, 2011 10:50 pm. This is were ...
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