It has hit the news. The DJI is hitting all time highs with already 10 consecutive updays and 9 all time highs. See for example:
With release 1.9.55.122
, backtrader can now be used to evaluate the
performance of an external set of orders. This can be used for example:
The Renko Bricks is a different way to present the evolution of prices in
which price plays a more important role than time. This has been introduced as
a filter in release 1.9.54.122
of backtrader
Already for a while, backtrader has been in use, so to say, professionally, besides the the known usage of backtrader some banks and trading houses, for the Backtrader Fund.
Even being a minor release, there are some interesting things which probably grant having a dedicated blog post for them.
The original Strategy Selection approach used two strategies, which were
manually registered and a simple [0, 1]
list to decide which would be the
target of the strategy.
Release 1.9.44.116
added timers to the arsenal of tools available in
backtrader. This functionality allows to get a call back to the
notify_timer
(available in Cerebro
and Strategy
) at given points in
time, with a fine grained end-user control.
Release 1.9.44.116
adds support for Cheat-On-Open
. This seems to be a
demanded feature for people who go all-in, having made a calculation after
the close of a bar, but expecting to be matched against the open
price.
Release 1.9.42.116
adds support for Trading Calendars. This is useful
when resampling in for example the following scenarios:
A couple of topics in the Community seem to be oriented as to how to keep track of orders, especially when several data feeds are in play and also including when multiple orders are working together like in the case of bracket orders
Release 1.9.37.116
adds bracket
orders giving a very broad spectrum of
orders which are supported by the backtesting broker (Market
, Limit
,
Close
, Stop
, StopLimit
, StopTrail
, StopTrailLimit
, OCO
)
Release 1.9.35.116
adds the StopTrail
and StopTrailLimit
order
execution types to the backtesting arsenal.
Release 1.9.34.116
adds OCO
(aka One Cancel Others) to the
backtesting arsenal.
The previous post Futures and Spot Compensation, was plotting the original data and the slightly (randomly) modified data on the same space, but not on the same axis.
Release 1.9.32.116
adds support for an interesting use case presented in
the Community
The support for the directives below starts with commit #1146c83d9f9832630e97daab3ec7359705dc2c77 in the development branch
The community user @randyt
has been able to stretch backtrader to its
limits. Finding some of the obscure corners, even adding pdb
statements
here and there, and has been the driving force behind getting a much more
refined synchronization of resampled streams.
An oversight has been corrected with Release 1.9.27.105
of backtrader. It
was an oversight because all pieces of the puzzle were in place, but the
activation was not made in all corners.