Posted in 2017

The DJI 10 day streak

  • Aug 08, 2017

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:

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Evaluating external historical performance

  • Jul 05, 2017

With release, backtrader can now be used to evaluate the performance of an external set of orders. This can be used for example:

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Renko Bricks

  • Jun 26, 2017

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 of backtrader

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Backtrader: the fund

  • Jun 19, 2017

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.

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  • Jun 12, 2017

Even being a minor release, there are some interesting things which probably grant having a dedicated blog post for them.

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Strategy Selection Revisited

  • May 16, 2017

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.

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  • May 03, 2017

Release 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.

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Cheat On Open

  • May 01, 2017

Release 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.

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Trading Calendar

  • Apr 16, 2017

Release adds support for Trading Calendars. This is useful when resampling in for example the following scenarios:

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Multi Example

  • Apr 09, 2017

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

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Bracket Orders

  • Apr 01, 2017

Release 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)

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  • Mar 22, 2017

Release adds the StopTrail and StopTrailLimit order execution types to the backtesting arsenal.

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OCO orders

  • Mar 19, 2017

Release adds OCO (aka One Cancel Others) to the backtesting arsenal.

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Plotting on the same axis

  • Mar 17, 2017

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.

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Futures and Spot Compensation

  • Mar 15, 2017

Release adds support for an interesting use case presented in the Community

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Plotting Date Ranges

  • Mar 07, 2017

The release, 1.9.31.x added the capability to make partial plots.

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Kalman et al.

  • Feb 14, 2017

The support for the directives below starts with commit #1146c83d9f9832630e97daab3ec7359705dc2c77 in the development branch

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PercentRank reloaded

  • Feb 05, 2017

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.

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Crossing over numbers

  • Feb 04, 2017

An oversight has been corrected with Release of backtrader. It was an oversight because all pieces of the puzzle were in place, but the activation was not made in all corners.

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