Knowledge library

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…

This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…

This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…

This Backtrader example shows a simple strategy that counts changes in calendar date and alternates between opening and closing a position when its counter reaches two. Orders use the close execution type, so the intended fill is at a bar’s closing price.…

This Backtrader example demonstrates how to load minute-level CSV data for a chosen date range and trading session, optionally filter records to session hours, and fill missing bars within that session. The filler can assign a configurable volume to…

This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…

This sample Backtrader strategy demonstrates how to connect Interactive Brokers data and broker components, inspect incoming data, and optionally submit test orders. It prints bar fields and a simple moving average, reports data, order, and trade…

The document presents a Backtrader observer that plots the creation price of buy orders while they are submitted or accepted, and marks that price when a buy order expires. Separate plot markers distinguish created and expired orders. The observer filters…

This Backtrader example demonstrates execution modeling with volume-aware order fillers. Its strategy calculates a buy size as a configurable percentage of the current bar’s reported volume, then closes the position on a later eligible opportunity. A…

This Backtrader example combines a moving-average crossover entry signal with three buy limit orders placed at progressively lower prices after an upward crossover. The orders can be linked using one-cancels-other behavior, so execution of a linked order…

This Backtrader example compares three ways to attach protective exits to a moving-average crossover entry: a stop set after the entry completes, a stop submitted alongside the entry using cheat-on-close behavior, and a parent-child order arrangement that…

This Backtrader example demonstrates an order-entry workflow driven by a moving-average crossover. When the shorter-period average crosses above the longer-period average and there is no open position, it submits a limit buy below the current close. It pairs…

The code implements a two-asset pairs trading strategy using a rolling ordinary least squares transformation and its z-score. It opens a short-spread position when the z-score exceeds an upper threshold and a long-spread position when it falls below a lower…

This README introduces Backtrader, a Python platform for both strategy backtesting and live trading. Its example uses a short and a long simple moving average and creates a long signal when they cross. The project overview describes support for multiple data…

This Backtrader example pairs a simple moving average crossover with configurable order execution. The strategy buys when the closing price crosses above the average and exits when it crosses below, while allowing one order at a time. It demonstrates market,…

The document presents a backtesting strategy that compares closing price with a simple moving average. An upward crossover closes any short position and opens a long position; a downward crossover closes any long position and opens a short position unless…

This Backtrader example shows how to model execution slippage in a simple moving average crossover strategy. It compares a fast and slow SMA, generates signals when they cross, and lets the user choose long-only or long-short trading. The strategy reports…

This example demonstrates how to simulate orders that execute at the close of daily bars in Backtrader. A sample strategy randomly chooses whether to open a long position or close an existing one, then reports when submitted orders complete. The random…

This example demonstrates how a Backtrader strategy can schedule callbacks around market-session events. Timer settings include the event time, an offset, repeated intervals, selected weekdays or month days, and rules for carrying a scheduled event across…