Recent content by backtrader

I cant' imagine what that foolish (and completely wrong) assertion may even try to imply. Oh yes I know ... "I said so many things which have been proven wrong that ... I have now to resort to go personal" Write two systems instead of one. Vectorization as its highest. The arguments from...

I guess you will probably implement the tam-tam air gapped protocol to pass messages from the trading logic to the execution engine (aka ... broker) or you may even write down with pencil and paper what the logic provides and then pass it then to the execution engine. Don't you think that the...

You have taken that out of context. It was meant for people who have no trading experience, don't go to the market to have trading experience and fail to understand how a Limit (for example) order is executed, which can be bridged by having to think several times how things are executed. My...

No. It doesn't. It offers vectorization where it makes sense (indicators) and doesn't where it makes no sense: trading logic and execution. With the ability to also run indicators in non-vectorized mode to be able to handle non-preloadable data feeds (such as a live data feed) and other...

I know you were a user of backtrader, and have read your posts with regards to it. *backtrader* doesn't have to everyone's cup of tea and cannot actually be. It has a way of doing things which may not fit the taste and way of doing things the programmer has. And it may not fit the workflow that...

Sorry but this is not "right". It is wrong. And your description of the *typical* backtesting case shows that you are targeting only a single case, the one that you consider to be *typical*. A very typical scenario may include bracket orders which mix the execution of Limit orders, Limit orders...

> To be more specific, does backtrader handle multiple instruments backtesting well? How many do you want? There is no limit (except for your RAM) Surprisingly ... you can even have multiple instruments with different trading days, and they will be aligned. Do you want to also mix timeframes...

Yes and my answer already indicated that the logic in the strategy can be changed at any time, which is the reason to not vectorize. If you write a single-case backtester, fine, but that's not the general case as you yourself point out, as soon as the smallest of things deviates from the...

*backtrader* is not only a *backtester* because it does also live trading and was not started yesterday. You could have asked the question in 2015. Today, being used by companies and professionals, in academia, with job offers asking for it, over 3000 users registered in the *backtrader*...

Author of *backtrader* 1. backtesting requires looping over bars. If not, you are talking about something else which is research using an approximation) Even looping over bars doesn't guarantee maximum accuracy, which depends on the resolution of the bars, volume filling approach, slippage et...

Hi, The author of *backtrader* here. 0. Some Linkes Homepage: https://www.backtrader.com/ References: https://www.backtrader.com/home/references/who-is-using-it/ (follow the menu on the left hand side for the different sections: LinkedIn, Education ...) Documentation...

You are talking about the client and not about the server, for which you cannot control the daily reset. The client is not "reset", it exits.

With regards to backtrader: Free or cheap data YahooFinance (which has recently undergone some changes and could again disappear at any time), Quandl (has WIKI which is a community based effort with curated data) If you have any other source, you can easily create your own data feed (some...

This is the strategy logic in *backtrader* to do it. There aren't many requirements in the original post (for example there is no exit criterion), so the assumption is that there is an unlimited supply of cash, which can be added to the broker for the new acquisitions. Cheat-on-Close: when a...

At runtime. Any data source introduced in the system is treated as a separate data source even if one of them happens to be the resampled version of another.