1 2<!doctype html> 3<html lang="en" class="no-js"> 4 <head> 5 6 <meta charset="utf-8"> 7 <meta name="viewport" content="width=device-width,initial-scale=1"> 8 9 <meta name="description" content="python backtesting trading algotrading algorithmic quant quantitative analysis"> 10 11 12 <meta name="author" content="Daniel Rodriguez"> 13 14 15 <link rel="canonical" href="https://www.backtrader.com/recipes/storesbrokersdata/intro/"> 16 17 18 <link rel="prev" href="../../indicators/stochrsi/stochrsi/"> 19 20 21 <link rel="next" href="../bt-ccxt-store/bt-ccxt-store/"> 22 23 24 <link rel="icon" href="../../../images/favicon.png"> 25 <meta name="generator" content="mkdocs-1.5.3, mkdocs-material-9.5.15"> 26 27 28 29 <title>Introduction - Backtrader</title> 30 31 32 33 <link rel="stylesheet" href="../../../assets/stylesheets/main.7e359304.min.css"> 34 35 36 <link rel="stylesheet" href="../../../assets/stylesheets/palette.06af60db.min.css"> 37 38 39 40 41 42 43 44 45 46 47 48 49 50 <link rel="stylesheet" href="../../../assets/external/fonts.googleapis.com/css.49ea35f2.css"> 51 <style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style> 52 53 54 55 <link rel="stylesheet" href="../../../stylesheets/extra.css"> 56 57
57<script>__md_scope=new URL("../../..",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
57 58 59 60 61 62 63 64 <meta property="og:type" content="website" > 65 66 <meta property="og:title" content="Introduction - Backtrader" > 67 68 <meta property="og:description" content="python backtesting trading algotrading algorithmic quant quantitative analysis" > 69 70 <meta property="og:image" content="https://www.backtrader.com/assets/images/social/recipes/storesbrokersdata/intro.png" > 71 72 <meta property="og:image:type" content="image/png" > 73 74 <meta property="og:image:width" content="1200" > 75 76 <meta property="og:image:height" content="630" > 77 78 <meta property="og:url" content="https://www.backtrader.com/recipes/storesbrokersdata/intro/" > 79 80 <meta name="twitter:card" content="summary_large_image" > 81 82 <meta name="twitter:title" content="Introduction - Backtrader" > 83 84 <meta name="twitter:description" content="python backtesting trading algotrading algorithmic quant quantitative analysis" > 85 86 <meta name="twitter:image" content="https://www.backtrader.com/assets/images/social/recipes/storesbrokersdata/intro.png" > 87 88 89 90
91<script async= src="../../../assets/external/pagead2.googlesyndication.com/pagead/js/adsbygoogle.js"></script>
vendor: 1 bytes, line 91
91
92<script> 93 (adsbygoogle = window.adsbygoogle || []).push({ 94 google_ad_client: "ca-pub-2694577446631179", 95 enable_page_level_ads: true 96 }); 97</script>
97 98 99 <link href="../../../assets/stylesheets/glightbox.min.css" rel="stylesheet"/><style> 100 html.glightbox-open { overflow: initial; height: 100%; } 101 .gslide-title { margin-top: 0px; user-select: text; } 102 .gslide-desc { color: #666; user-select: text; } 103 .gslide-image img { background: white; } 104 .gscrollbar-fixer { padding-right: 15px; } 105 .gdesc-inner { font-size: 0.75rem; } 106 body[data-md-color-scheme="slate"] .gdesc-inner { background: var(--md-default-bg-color);} 107 body[data-md-color-scheme="slate"] .gslide-title { color: var(--md-default-fg-color);} 108 body[data-md-color-scheme="slate"] .gslide-desc { color: var(--md-default-fg-color);}</style>
108<script src="../../../assets/javascripts/glightbox.min.js"></script>
108</head> 109 110 111 112 113 114 115 116 <body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="blue-grey"> 117 118 119 <input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off"> 120 <input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off"> 121 <label class="md-overlay" for="__drawer"></label> 122 <div data-md-component="skip"> 123 124 125 <a href="#introduction" class="md-skip"> 126 Skip to content 127 </a> 128 129 </div> 130 <div data-md-component="announce"> 131 132 </div> 133 134 135 136 137 138 139<header class="md-header md-header--shadow md-header--lifted" data-md-component="header"> 140 <nav class="md-header__inner md-grid" aria-label="Header"> 141 <a href="../../.." title="Backtrader" class="md-header__button md-logo" aria-label="Backtrader" data-md-component="logo"> 142 143 <img src="../../../images/logo.png" alt="logo"> 144 145 </a> 146 <label class="md-header__button md-icon" for="__drawer"> 147 148 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg> 149 </label> 150 <div class="md-header__title" data-md-component="header-title"> 151 <div class="md-header__ellipsis"> 152 <div class="md-header__topic"> 153 <span class="md-ellipsis"> 154 Backtrader 155 </span> 156 </div> 157 <div class="md-header__topic" data-md-component="header-topic"> 158 <span class="md-ellipsis"> 159 160 Introduction 161 162 </span> 163 </div> 164 </div> 165 </div> 166 167 168 169 170 171 172 <div class="md-header__source"> 173 <a href="https://www.linkedin.com/in/daniel-rodriguez-66a6047/" title="linkedin" class="md-source" target="_blank"> 174 <div class="md-source__icon md-icon"> 175 176 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.447 20.452h-3.554v-5.569c0-1.328-.027-3.037-1.852-3.037-1.853 0-2.136 1.445-2.136 2.939v5.667H9.351V9h3.414v1.561h.046c.477-.9 1.637-1.85 3.37-1.85 3.601 0 4.267 2.37 4.267 5.455v6.286zM5.337 7.433a2.062 2.062 0 0 1-2.063-2.065 2.064 2.064 0 1 1 2.063 2.065zm1.782 13.019H3.555V9h3.564v11.452zM22.225 0H1.771C.792 0 0 .774 0 1.729v20.542C0 23.227.792 24 1.771 24h20.451C23.2 24 24 23.227 24 22.271V1.729C24 .774 23.2 0 22.222 0h.003z"/></svg> 177 </div> 178 <div class="md-source__repository"> 179 DRo 180 </div> 181</a> 182 </div> 183 184 185 <div class="md-header__source"> 186 <a href="https://github.com/backtrader/backtrader" title="Go to repository" class="md-source" data-md-component="source" target="_blank"> 187 <div class="md-source__icon md-icon"> 188 189 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M12 .297c-6.63 0-12 5.373-12 12 0 5.303 3.438 9.8 8.205 11.385.6.113.82-.258.82-.577 0-.285-.01-1.04-.015-2.04-3.338.724-4.042-1.61-4.042-1.61C4.422 18.07 3.633 17.7 3.633 17.7c-1.087-.744.084-.729.084-.729 1.205.084 1.838 1.236 1.838 1.236 1.07 1.835 2.809 1.305 3.495.998.108-.776.417-1.305.76-1.605-2.665-.3-5.466-1.332-5.466-5.93 0-1.31.465-2.38 1.235-3.22-.135-.303-.54-1.523.105-3.176 0 0 1.005-.322 3.3 1.23.96-.267 1.98-.399 3-.405 1.02.006 2.04.138 3 .405 2.28-1.552 3.285-1.23 3.285-1.23.645 1.653.24 2.873.12 3.176.765.84 1.23 1.91 1.23 3.22 0 4.61-2.805 5.625-5.475 5.92.42.36.81 1.096.81 2.22 0 1.606-.015 2.896-.015 3.286 0 .315.21.69.825.57C20.565 22.092 24 17.592 24 12.297c0-6.627-5.373-12-12-12"/></svg> 190 </div> 191 <div class="md-source__repository"> 192 backtrader 193 </div> 194</a> 195 </div> 196 197 198 <label class="md-header__button md-icon" for="__search"> 199 200 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg> 201 </label> 202 <div class="md-search" data-md-component="search" role="dialog"> 203 <label class="md-search__overlay" for="__search"></label> 204 <div class="md-search__inner" role="search"> 205 <form class="md-search__form" name="search"> 206 <input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required> 207 <label class="md-search__icon md-icon" for="__search"> 208 209 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24">
209<path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg> 210 211 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg> 212 </label> 213 <nav class="md-search__options" aria-label="Search"> 214 215 <a href="javascript:void(0)" class="md-search__icon md-icon" title="Share" aria-label="Share" data-clipboard data-clipboard-text="" data-md-component="search-share" tabindex="-1"> 216 217 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7 0-.24-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91 1.61 0 2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08Z"/></svg> 218 </a> 219 220 <button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1"> 221 222 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z"/></svg> 223 </button> 224 </nav> 225 226 <div class="md-search__suggest" data-md-component="search-suggest"></div> 227 228 </form> 229 <div class="md-search__output"> 230 <div class="md-search__scrollwrap" data-md-scrollfix> 231 <div class="md-search-result" data-md-component="search-result"> 232 <div class="md-search-result__meta"> 233 Initializing search 234 </div> 235 <ol class="md-search-result__list" role="presentation"></ol> 236 </div> 237 </div> 238 </div> 239 </div> 240</div> 241 242 </nav> 243 244 245 246<nav class="md-tabs" aria-label="Tabs" data-md-component="tabs"> 247 <div class="md-grid"> 248 <ul class="md-tabs__list"> 249 250 251 252 253 254 255 256 <li class="md-tabs__item"> 257 <a href="../../.." class="md-tabs__link"> 258 259 260 Home 261 262 </a> 263 </li> 264 265 266 267 268 269 270 271 272 273 274 <li class="md-tabs__item"> 275 <a href="../../../docu/" class="md-tabs__link"> 276 277 278 Documentation 279 280 </a> 281 </li> 282 283 284 285 286 287 288 289 290 291 292 <li class="md-tabs__item"> 293 <a href="../../../blog/" class="md-tabs__link"> 294 295 296 Articles 297 298 </a> 299 </li> 300 301 302 303 304 305 306 307 308 309 310 311 312 <li class="md-tabs__item md-tabs__item--active"> 313 <a href="../../intro/" class="md-tabs__link"> 314 315 316 Recipes/Resources 317 318 </a> 319 </li> 320 321 322 323 324 </ul> 325 </div> 326</nav> 327 328 329</header> 330 331 <div class="md-container" data-md-component="container"> 332 333 334 335 336 <main class="md-main" data-md-component="main"> 337 <div class="md-main__inner md-grid"> 338 339 340 341 <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" > 342 <div class="md-sidebar__scrollwrap"> 343 <div class="md-sidebar__inner"> 344 345 346 347 348 349 350<nav class="md-nav md-nav--primary md-nav--lifted" aria-label="Navigation" data-md-level="0"> 351 <label class="md-nav__title" for="__drawer"> 352 <a href="../../.." title="Backtrader" class="md-nav__button md-logo" aria-label="Backtrader" data-md-component="logo"> 353 354 <img src="../../../images/logo.png" alt="logo"> 355 356 </a> 357 Backtrader 358 359 </label> 360 361 <div class="md-nav__source"> 362 <a href="https://www.linkedin.com/in/daniel-rodriguez-66a6047/" title="linkedin" class="md-source" target="_blank"> 363 <div class="md-source__icon md-icon"> 364 365 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.447 20.452h-3.554v-5.569c0-1.328-.027-3.037-1.852-3.037-1.853 0-2.136 1.445-2.136 2.939v5.667H9.351V9h3.414v1.561h.046c.477-.9 1.637-1.85 3.37-1.85 3.601 0 4.267 2.37 4.267 5.455v6.286zM5.337 7.433a2.062 2.062 0 0 1-2.063-2.065 2.064 2.064 0 1 1 2.063 2.065zm1.782 13.019H3.555V9h3.564v11.452zM22.225 0H1.771C.792 0 0 .774 0 1.729v20.542C0 23.227.792 24 1.771 24h20.451C23.2 24 24 23.227 24 22.271V1.729C24 .774 23.2 0 22.222 0h.003z"/></svg> 366 </div> 367 <div class="md-source__repository"> 368 DRo 369 </div> 370</a> 371 </div> 372 373 374 <div class="md-nav__source"> 375 <a href="https://github.com/backtrader/backtrader" title="Go to repository" class="md-source" data-md-component="source" target="_blank"> 376 <div class="md-source__icon md-icon"> 377 378 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24">
378<path d="M12 .297c-6.63 0-12 5.373-12 12 0 5.303 3.438 9.8 8.205 11.385.6.113.82-.258.82-.577 0-.285-.01-1.04-.015-2.04-3.338.724-4.042-1.61-4.042-1.61C4.422 18.07 3.633 17.7 3.633 17.7c-1.087-.744.084-.729.084-.729 1.205.084 1.838 1.236 1.838 1.236 1.07 1.835 2.809 1.305 3.495.998.108-.776.417-1.305.76-1.605-2.665-.3-5.466-1.332-5.466-5.93 0-1.31.465-2.38 1.235-3.22-.135-.303-.54-1.523.105-3.176 0 0 1.005-.322 3.3 1.23.96-.267 1.98-.399 3-.405 1.02.006 2.04.138 3 .405 2.28-1.552 3.285-1.23 3.285-1.23.645 1.653.24 2.873.12 3.176.765.84 1.23 1.91 1.23 3.22 0 4.61-2.805 5.625-5.475 5.92.42.36.81 1.096.81 2.22 0 1.606-.015 2.896-.015 3.286 0 .315.21.69.825.57C20.565 22.092 24 17.592 24 12.297c0-6.627-5.373-12-12-12"/></svg> 379 </div> 380 <div class="md-source__repository"> 381 backtrader 382 </div> 383</a> 384 </div> 385 386 <ul class="md-nav__list" data-md-scrollfix> 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 <li class="md-nav__item md-nav__item--nested"> 402 403 404 405 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_1" > 406 407 408 <label class="md-nav__link" for="__nav_1" id="__nav_1_label" tabindex="0"> 409 410 411 <span class="md-ellipsis"> 412 Home 413 </span> 414 415 416 <span class="md-nav__icon md-icon"></span> 417 </label> 418 419 <nav class="md-nav" data-md-level="1" aria-labelledby="__nav_1_label" aria-expanded="false"> 420 <label class="md-nav__title" for="__nav_1"> 421 <span class="md-nav__icon md-icon"></span> 422 Home 423 </label> 424 <ul class="md-nav__list" data-md-scrollfix> 425 426 427 428 429 430 431 432 <li class="md-nav__item"> 433 <a href="../../.." class="md-nav__link"> 434 435 436 <span class="md-ellipsis"> 437 Welcome 438 </span> 439 440 441 </a> 442 </li> 443 444 445 446 447 448 449 450 451 452 453 <li class="md-nav__item"> 454 <a href="../../../home/features/" class="md-nav__link"> 455 456 457 <span class="md-ellipsis"> 458 Features 459 </span> 460 461 462 </a> 463 </li> 464 465 466 467 468 469 470 471 472 473 474 <li class="md-nav__item"> 475 <a href="../../../home/helloalgotrading/" class="md-nav__link"> 476 477 478 <span class="md-ellipsis"> 479 Hello Algotrading! 480 </span> 481 482 483 </a> 484 </li> 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 <li class="md-nav__item md-nav__item--nested"> 503 504 505 506 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_1_4" > 507 508 509 <label class="md-nav__link" for="__nav_1_4" id="__nav_1_4_label" tabindex="0"> 510 511 512 <span class="md-ellipsis"> 513 References 514 </span> 515 516 517 <span class="md-nav__icon md-icon"></span> 518 </label> 519 520 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_1_4_label" aria-expanded="false"> 521 <label class="md-nav__title" for="__nav_1_4"> 522 <span class="md-nav__icon md-icon"></span> 523 References 524 </label> 525 <ul class="md-nav__list" data-md-scrollfix> 526 527 528 529 530 531 532 533 <li class="md-nav__item"> 534 <a href="../../../home/references/who-is-using-it/" class="md-nav__link"> 535 536 537 <span class="md-ellipsis"> 538 Who is using it 539 </span> 540 541 542 </a> 543 </li> 544 545 546 547 548 549 550 551 552 553 554 <li class="md-nav__item"> 555 <a href="../../../home/references/linkedin/" class="md-nav__link"> 556 557 558 <span class="md-ellipsis"> 559 LinkedIn - Profiles 560 </span> 561 562 563 </a> 564 </li> 565 566 567 568 569 570 571 572 573 574 575 <li class="md-nav__item"> 576 <a href="../../../home/references/education/" class="md-nav__link"> 577 578 579 <span class="md-ellipsis"> 580 Education - Papers 581 </span> 582 583 584 </a> 585 </li> 586 587 588 589 590 591 592 593 594 595 596 <li class="md-nav__item"> 597 <a href="../../../home/references/blogs/" class="md-nav__link"> 598 599 600 <span class="md-ellipsis"> 601 Blogs - Articles 602 </span> 603 604 605 </a> 606 </li> 607 608 609 610 611 612 613 614 615 616 617 <li class="md-nav__item"> 618 <a href="../../../home/references/videos/" class="md-nav__link"> 619 620 621 <span class="md-ellipsis"> 622 Videos 623 </span> 624 625 626 </a> 627 </li> 628 629 630 631 632 633 634 635 636 637 638 <li class="md-nav__item"> 639 <a href="../../../home/references/reviews/" class="md-nav__link"> 640 641 642 <span class="md-ellipsis"> 643 Reviews - Mentions 644 </span> 645 646 647 </a> 648 </li> 649 650 651 652 653 654 655 656 657 658 659 <li class="md-nav__item"> 660 <a href="../../../home/references/jobs/" class="md-nav__link"> 661 662 663 <span class="md-ellipsis"> 664 Job Offers 665 </span> 666 667 668 </a> 669 </li> 670 671 672 673 674 675 676 677 678 679 680 <li class="md-nav__item"> 681 <a href="../../../home/references/companies/" class="md-nav__link"> 682 683 684 <span class="md-ellipsis"> 685 Companies 686 </span> 687 688 689 </a> 690 </li> 691 692 693 694 695 </ul> 696 </nav> 697 698 </li> 699 700 701 702 703 </ul> 704 </nav> 705 706 </li> 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 <li class="md-nav__item md-nav__item--nested"> 724 725 726 727 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2" > 728 729 730 <label class="md-nav__link" for="__nav_2" id="__nav_2_label" tabindex="0"> 731 732 733 <span class="md-ellipsis"> 734 Documentation 735 </span> 736 737
738 <span class="md-nav__icon md-icon"></span> 739 </label> 740 741 <nav class="md-nav" data-md-level="1" aria-labelledby="__nav_2_label" aria-expanded="false"> 742 <label class="md-nav__title" for="__nav_2"> 743 <span class="md-nav__icon md-icon"></span> 744 Documentation 745 </label> 746 <ul class="md-nav__list" data-md-scrollfix> 747 748 749 750 751 752 753 754 <li class="md-nav__item"> 755 <a href="../../../docu/" class="md-nav__link"> 756 757 758 <span class="md-ellipsis"> 759 Introduction 760 </span> 761 762 763 </a> 764 </li> 765 766 767 768 769 770 771 772 773 774 775 <li class="md-nav__item"> 776 <a href="../../../docu/installation/" class="md-nav__link"> 777 778 779 <span class="md-ellipsis"> 780 Installation 781 </span> 782 783 784 </a> 785 </li> 786 787 788 789 790 791 792 793 794 795 796 <li class="md-nav__item"> 797 <a href="../../../docu/quickstart/quickstart/" class="md-nav__link"> 798 799 800 <span class="md-ellipsis"> 801 Quickstart Guide 802 </span> 803 804 805 </a> 806 </li> 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 <li class="md-nav__item md-nav__item--nested"> 825 826 827 828 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_4" > 829 830 831 <label class="md-nav__link" for="__nav_2_4" id="__nav_2_4_label" tabindex="0"> 832 833 834 <span class="md-ellipsis"> 835 Concepts 836 </span> 837 838 839 <span class="md-nav__icon md-icon"></span> 840 </label> 841 842 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_4_label" aria-expanded="false"> 843 <label class="md-nav__title" for="__nav_2_4"> 844 <span class="md-nav__icon md-icon"></span> 845 Concepts 846 </label> 847 <ul class="md-nav__list" data-md-scrollfix> 848 849 850 851 852 853 854 855 <li class="md-nav__item"> 856 <a href="../../../docu/concepts/" class="md-nav__link"> 857 858 859 <span class="md-ellipsis"> 860 Platform Concepts 861 </span> 862 863 864 </a> 865 </li> 866 867 868 869 870 871 872 873 874 875 876 <li class="md-nav__item"> 877 <a href="../../../docu/operating/" class="md-nav__link"> 878 879 880 <span class="md-ellipsis"> 881 Operating the Platform 882 </span> 883 884 885 </a> 886 </li> 887 888 889 890 891 </ul> 892 </nav> 893 894 </li> 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 <li class="md-nav__item md-nav__item--nested"> 913 914 915 916 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_5" > 917 918 919 <label class="md-nav__link" for="__nav_2_5" id="__nav_2_5_label" tabindex="0"> 920 921 922 <span class="md-ellipsis"> 923 Cerebro 924 </span> 925 926 927 <span class="md-nav__icon md-icon"></span> 928 </label> 929 930 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_5_label" aria-expanded="false"> 931 <label class="md-nav__title" for="__nav_2_5"> 932 <span class="md-nav__icon md-icon"></span> 933 Cerebro 934 </label> 935 <ul class="md-nav__list" data-md-scrollfix> 936 937 938 939 940 941 942 943 <li class="md-nav__item"> 944 <a href="../../../docu/cerebro/" class="md-nav__link"> 945 946 947 <span class="md-ellipsis"> 948 Cerebro 949 </span> 950 951 952 </a> 953 </li> 954 955 956 957 958 959 960 961 962 963 964 <li class="md-nav__item"> 965 <a href="../../../docu/memory-savings/memory-savings/" class="md-nav__link"> 966 967 968 <span class="md-ellipsis"> 969 Cerebro - Memory Savings 970 </span> 971 972 973 </a> 974 </li> 975 976 977 978 979 980 981 982 983 984 985 <li class="md-nav__item"> 986 <a href="../../../docu/optimization-improvements/" class="md-nav__link"> 987 988 989 <span class="md-ellipsis"> 990 Cerebro - Optimization - Improvements 991 </span> 992 993 994 </a> 995 </li> 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 <li class="md-nav__item"> 1007 <a href="../../../docu/exceptions/" class="md-nav__link"> 1008 1009 1010 <span class="md-ellipsis"> 1011 Cerebro - Exceptions 1012 </span> 1013 1014 1015 </a> 1016 </li> 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 <li class="md-nav__item"> 1028 <a href="../../../docu/writer/" class="md-nav__link"> 1029 1030 1031 <span class="md-ellipsis"> 1032 Logging - Writer 1033 </span> 1034 1035 1036 </a> 1037 </li> 1038 1039 1040 1041 1042 </ul> 1043 </nav> 1044 1045 </li> 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 <li class="md-nav__item md-nav__item--nested"> 1064 1065 1066 1067 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_6" > 1068 1069 1070 <label class="md-nav__link" for="__nav_2_6" id="__nav_2_6_label" tabindex="0"> 1071 1072 1073 <span class="md-ellipsis"> 1074 Data Feeds 1075 </span> 1076 1077
1078 <span class="md-nav__icon md-icon"></span> 1079 </label> 1080 1081 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_6_label" aria-expanded="false"> 1082 <label class="md-nav__title" for="__nav_2_6"> 1083 <span class="md-nav__icon md-icon"></span> 1084 Data Feeds 1085 </label> 1086 <ul class="md-nav__list" data-md-scrollfix> 1087 1088 1089 1090 1091 1092 1093 1094 <li class="md-nav__item"> 1095 <a href="../../../docu/datafeed/" class="md-nav__link"> 1096 1097 1098 <span class="md-ellipsis"> 1099 Data Feeds 1100 </span> 1101 1102 1103 </a> 1104 </li> 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 <li class="md-nav__item"> 1116 <a href="../../../docu/extending-a-datafeed/" class="md-nav__link"> 1117 1118 1119 <span class="md-ellipsis"> 1120 Data Feeds - Extending 1121 </span> 1122 1123 1124 </a> 1125 </li> 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 <li class="md-nav__item"> 1137 <a href="../../../docu/datafeed-develop-csv/" class="md-nav__link"> 1138 1139 1140 <span class="md-ellipsis"> 1141 Data Feeds - Development - CSV 1142 </span> 1143 1144 1145 </a> 1146 </li> 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 <li class="md-nav__item"> 1158 <a href="../../../docu/datafeed-develop-general/datafeed-develop-general/" class="md-nav__link"> 1159 1160 1161 <span class="md-ellipsis"> 1162 Data Feeds - Development - General 1163 </span> 1164 1165 1166 </a> 1167 </li> 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 <li class="md-nav__item"> 1179 <a href="../../../docu/data-multitimeframe/data-multitimeframe/" class="md-nav__link"> 1180 1181 1182 <span class="md-ellipsis"> 1183 Data Feeds - Multiple Timeframes 1184 </span> 1185 1186 1187 </a> 1188 </li> 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 <li class="md-nav__item"> 1200 <a href="../../../docu/data-resampling/data-resampling/" class="md-nav__link"> 1201 1202 1203 <span class="md-ellipsis"> 1204 Data Feeds - Resample 1205 </span> 1206 1207 1208 </a> 1209 </li> 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 <li class="md-nav__item"> 1221 <a href="../../../docu/data-replay/data-replay/" class="md-nav__link"> 1222 1223 1224 <span class="md-ellipsis"> 1225 Data Feeds - Replay 1226 </span> 1227 1228 1229 </a> 1230 </li> 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 <li class="md-nav__item"> 1242 <a href="../../../docu/data-rollover/rolling-futures-over/" class="md-nav__link"> 1243 1244 1245 <span class="md-ellipsis"> 1246 Data Feeds - Rollover 1247 </span> 1248 1249 1250 </a> 1251 </li> 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 <li class="md-nav__item md-nav__item--nested"> 1270 1271 1272 1273 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_6_9" > 1274 1275 1276 <label class="md-nav__link" for="__nav_2_6_9" id="__nav_2_6_9_label" tabindex="0"> 1277 1278 1279 <span class="md-ellipsis"> 1280 Data Feeds - Filters 1281 </span> 1282 1283 1284 <span class="md-nav__icon md-icon"></span> 1285 </label> 1286 1287 <nav class="md-nav" data-md-level="3" aria-labelledby="__nav_2_6_9_label" aria-expanded="false"> 1288 <label class="md-nav__title" for="__nav_2_6_9"> 1289 <span class="md-nav__icon md-icon"></span> 1290 Data Feeds - Filters 1291 </label> 1292 <ul class="md-nav__list" data-md-scrollfix> 1293 1294 1295 1296 1297 1298 1299 1300 <li class="md-nav__item"> 1301 <a href="../../../docu/filters/" class="md-nav__link"> 1302 1303 1304 <span class="md-ellipsis"> 1305 Filters 1306 </span> 1307 1308 1309 </a> 1310 </li> 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 <li class="md-nav__item"> 1322 <a href="../../../docu/filters-reference/" class="md-nav__link"> 1323 1324 1325 <span class="md-ellipsis"> 1326 Filters - Reference 1327 </span> 1328 1329 1330 </a> 1331 </li> 1332 1333 1334 1335 1336 </ul> 1337 </nav> 1338 1339 </li> 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 <li class="md-nav__item"> 1351 <a href="../../../docu/datayahoo/" class="md-nav__link"> 1352 1353 1354 <span class="md-ellipsis"> 1355 Data Feeds - Yahoo 1356 </span> 1357 1358 1359 </a> 1360 </li> 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 <li class="md-nav__item"> 1372 <a href="../../../docu/pandas-datafeed/pandas-datafeed/" class="md-nav__link"> 1373 1374 1375 <span class="md-ellipsis"> 1376 Data Feeds - Panda 1377 </span> 1378 1379 1380 </a> 1381 </li> 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 <li class="md-nav__item"> 1393 <a href="../../../docu/dataautoref/" class="md-nav__link"> 1394 1395 1396 <span class="md-ellipsis"> 1397 Data Feeds - Reference 1398 </span> 1399 1400 1401 </a> 1402 </li> 1403 1404 1405 1406 1407 </ul> 1408 </nav> 1409 1410 </li> 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 <li class="md-nav__item md-nav__item--nested"> 1429 1430 1431 1432 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_7" > 1433 1434 1435 <label class="md-nav__link" for="__nav_2_7" id="__nav_2_7_label" tabindex="0"> 1436 1437 1438 <span class="md-ellipsis"> 1439 Strategy 1440 </span> 1441 1442
1443 <span class="md-nav__icon md-icon"></span> 1444 </label> 1445 1446 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_7_label" aria-expanded="false"> 1447 <label class="md-nav__title" for="__nav_2_7"> 1448 <span class="md-nav__icon md-icon"></span> 1449 Strategy 1450 </label> 1451 <ul class="md-nav__list" data-md-scrollfix> 1452 1453 1454 1455 1456 1457 1458 1459 <li class="md-nav__item"> 1460 <a href="../../../docu/strategy/" class="md-nav__link"> 1461 1462 1463 <span class="md-ellipsis"> 1464 Strategy 1465 </span> 1466 1467 1468 </a> 1469 </li> 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 <li class="md-nav__item"> 1481 <a href="../../../docu/signal_strategy/signal_strategy/" class="md-nav__link"> 1482 1483 1484 <span class="md-ellipsis"> 1485 Strategy - Signals 1486 </span> 1487 1488 1489 </a> 1490 </li> 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 <li class="md-nav__item"> 1502 <a href="../../../docu/strategy-reference/" class="md-nav__link"> 1503 1504 1505 <span class="md-ellipsis"> 1506 Strategy - Reference 1507 </span> 1508 1509 1510 </a> 1511 </li> 1512 1513 1514 1515 1516 </ul> 1517 </nav> 1518 1519 </li> 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 <li class="md-nav__item md-nav__item--nested"> 1538 1539 1540 1541 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_8" > 1542 1543 1544 <label class="md-nav__link" for="__nav_2_8" id="__nav_2_8_label" tabindex="0"> 1545 1546 1547 <span class="md-ellipsis"> 1548 Indicators 1549 </span> 1550 1551 1552 <span class="md-nav__icon md-icon"></span> 1553 </label> 1554 1555 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_8_label" aria-expanded="false"> 1556 <label class="md-nav__title" for="__nav_2_8"> 1557 <span class="md-nav__icon md-icon"></span> 1558 Indicators 1559 </label> 1560 <ul class="md-nav__list" data-md-scrollfix> 1561 1562 1563 1564 1565 1566 1567 1568 <li class="md-nav__item"> 1569 <a href="../../../docu/induse/" class="md-nav__link"> 1570 1571 1572 <span class="md-ellipsis"> 1573 Indicators - Usage 1574 </span> 1575 1576 1577 </a> 1578 </li> 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 <li class="md-nav__item"> 1590 <a href="../../../docu/inddev/" class="md-nav__link"> 1591 1592 1593 <span class="md-ellipsis"> 1594 Indicators - Development 1595 </span> 1596 1597 1598 </a> 1599 </li> 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 <li class="md-nav__item"> 1611 <a href="../../../docu/mixing-timeframes/indicators-mixing-timeframes/" class="md-nav__link"> 1612 1613 1614 <span class="md-ellipsis"> 1615 Indicators - Timeframe Mixing 1616 </span> 1617 1618 1619 </a> 1620 </li> 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 <li class="md-nav__item"> 1632 <a href="../../../docu/indautoref/" class="md-nav__link"> 1633 1634 1635 <span class="md-ellipsis"> 1636 Indicators - Reference 1637 </span> 1638 1639 1640 </a> 1641 </li> 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 <li class="md-nav__item"> 1653 <a href="../../../docu/talib/talib/" class="md-nav__link"> 1654 1655 1656 <span class="md-ellipsis"> 1657 Indicators - ta-lib 1658 </span> 1659 1660 1661 </a> 1662 </li> 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 <li class="md-nav__item"> 1674 <a href="../../../docu/talibindautoref/" class="md-nav__link"> 1675 1676 1677 <span class="md-ellipsis"> 1678 Indicators - ta-lib - Reference 1679 </span> 1680 1681 1682 </a> 1683 </li> 1684 1685 1686 1687 1688 </ul> 1689 </nav> 1690 1691 </li> 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 <li class="md-nav__item md-nav__item--nested"> 1710 1711 1712 1713 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_9" > 1714 1715 1716 <label class="md-nav__link" for="__nav_2_9" id="__nav_2_9_label" tabindex="0"> 1717 1718 1719 <span class="md-ellipsis"> 1720 Orders 1721 </span> 1722 1723
1724 <span class="md-nav__icon md-icon"></span> 1725 </label> 1726 1727 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_9_label" aria-expanded="false"> 1728 <label class="md-nav__title" for="__nav_2_9"> 1729 <span class="md-nav__icon md-icon"></span> 1730 Orders 1731 </label> 1732 <ul class="md-nav__list" data-md-scrollfix> 1733 1734 1735 1736 1737 1738 1739 1740 <li class="md-nav__item"> 1741 <a href="../../../docu/order/" class="md-nav__link"> 1742 1743 1744 <span class="md-ellipsis"> 1745 Orders - General 1746 </span> 1747 1748 1749 </a> 1750 </li> 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 <li class="md-nav__item"> 1762 <a href="../../../docu/order-creation-execution/order-creation-execution/" class="md-nav__link"> 1763 1764 1765 <span class="md-ellipsis"> 1766 Orders - Creation/Execution 1767 </span> 1768 1769 1770 </a> 1771 </li> 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 <li class="md-nav__item"> 1783 <a href="../../../docu/order_target/order_target/" class="md-nav__link"> 1784 1785 1786 <span class="md-ellipsis"> 1787 Orders - Target Orders 1788 </span> 1789 1790 1791 </a> 1792 </li> 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 <li class="md-nav__item"> 1804 <a href="../../../docu/order-creation-execution/oco/oco/" class="md-nav__link"> 1805 1806 1807 <span class="md-ellipsis"> 1808 Orders - OCO 1809 </span> 1810 1811 1812 </a> 1813 </li> 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 <li class="md-nav__item"> 1825 <a href="../../../docu/order-creation-execution/bracket/bracket/" class="md-nav__link"> 1826 1827 1828 <span class="md-ellipsis"> 1829 Orders - Brackets 1830 </span> 1831 1832 1833 </a> 1834 </li> 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 <li class="md-nav__item"> 1846 <a href="../../../docu/order-creation-execution/futurespot/future-vs-spot/" class="md-nav__link"> 1847 1848 1849 <span class="md-ellipsis"> 1850 Orders - Future-Spot Compensation 1851 </span> 1852 1853 1854 </a> 1855 </li> 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 <li class="md-nav__item"> 1867 <a href="../../../docu/order-creation-execution/trail/stoptrail/" class="md-nav__link"> 1868 1869 1870 <span class="md-ellipsis"> 1871 Orders - StopTrail 1872 </span> 1873 1874 1875 </a> 1876 </li> 1877 1878 1879 1880 1881 </ul> 1882 </nav> 1883 1884 </li> 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 <li class="md-nav__item md-nav__item--nested"> 1903 1904 1905 1906 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_10" > 1907 1908 1909 <label class="md-nav__link" for="__nav_2_10" id="__nav_2_10_label" tabindex="0"> 1910 1911 1912 <span class="md-ellipsis"> 1913 Broker 1914 </span> 1915 1916 1917 <span class="md-nav__icon md-icon"></span> 1918 </label> 1919 1920 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_10_label" aria-expanded="false"> 1921 <label class="md-nav__title" for="__nav_2_10"> 1922 <span class="md-nav__icon md-icon"></span> 1923 Broker 1924 </label> 1925 <ul class="md-nav__list" data-md-scrollfix> 1926 1927 1928 1929 1930 1931 1932 1933 <li class="md-nav__item"> 1934 <a href="../../../docu/broker/" class="md-nav__link"> 1935 1936 1937 <span class="md-ellipsis"> 1938 Broker 1939 </span> 1940 1941 1942 </a> 1943 </li> 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 <li class="md-nav__item"> 1955 <a href="../../../docu/slippage/slippage/" class="md-nav__link"> 1956 1957 1958 <span class="md-ellipsis"> 1959 Broker - Slippage 1960 </span> 1961 1962 1963 </a> 1964 </li> 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 <li class="md-nav__item"> 1976 <a href="../../../docu/cerebro/cheat-on-open/cheat-on-open/" class="md-nav__link"> 1977 1978 1979 <span class="md-ellipsis"> 1980 Broker - Cheat-On-Open 1981 </span> 1982 1983 1984 </a> 1985 </li> 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 <li class="md-nav__item"> 1997 <a href="../../../docu/filler/" class="md-nav__link"> 1998 1999 2000 <span class="md-ellipsis"> 2001 Broker - Volume Filling - Fillers 2002 </span> 2003 2004 2005 </a> 2006 </li> 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 <li class="md-nav__item"> 2018 <a href="../../../docu/position/" class="md-nav__link"> 2019 2020 2021 <span class="md-ellipsis"> 2022 Position 2023 </span> 2024 2025 2026 </a> 2027 </li> 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 <li class="md-nav__item"> 2039 <a href="../../../docu/trade/" class="md-nav__link"> 2040 2041 2042 <span class="md-ellipsis"> 2043 Trade 2044 </span> 2045 2046 2047 </a> 2048 </li> 2049 2050 2051 2052 2053 </ul> 2054 </nav> 2055 2056 </li> 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 <li class="md-nav__item md-nav__item--nested"> 2075 2076 2077 2078 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_11" > 2079 2080 2081 <label class="md-nav__link" for="__nav_2_11" id="__nav_2_11_label" tabindex="0"> 2082 2083 2084 <span class="md-ellipsis"> 2085 Commission Schemes 2086 </span> 2087 2088
2089 <span class="md-nav__icon md-icon"></span> 2090 </label> 2091 2092 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_11_label" aria-expanded="false"> 2093 <label class="md-nav__title" for="__nav_2_11"> 2094 <span class="md-nav__icon md-icon"></span> 2095 Commission Schemes 2096 </label> 2097 <ul class="md-nav__list" data-md-scrollfix> 2098 2099 2100 2101 2102 2103 2104 2105 <li class="md-nav__item"> 2106 <a href="../../../docu/commission-schemes/commission-schemes/" class="md-nav__link"> 2107 2108 2109 <span class="md-ellipsis"> 2110 Commission Schemes 2111 </span> 2112 2113 2114 </a> 2115 </li> 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 <li class="md-nav__item"> 2127 <a href="../../../docu/extending-commissions/commission-schemes-extended/" class="md-nav__link"> 2128 2129 2130 <span class="md-ellipsis"> 2131 Commission Schemes - Extending 2132 </span> 2133 2134 2135 </a> 2136 </li> 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 <li class="md-nav__item"> 2148 <a href="../../../docu/user-defined-commissions/commission-schemes-subclassing/" class="md-nav__link"> 2149 2150 2151 <span class="md-ellipsis"> 2152 Commission Schemes - Custom Schemes 2153 </span> 2154 2155 2156 </a> 2157 </li> 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 <li class="md-nav__item"> 2169 <a href="../../../docu/commission-credit/" class="md-nav__link"> 2170 2171 2172 <span class="md-ellipsis"> 2173 Commission Schemes - Credit Interest 2174 </span> 2175 2176 2177 </a> 2178 </li> 2179 2180 2181 2182 2183 </ul> 2184 </nav> 2185 2186 </li> 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 <li class="md-nav__item md-nav__item--nested"> 2205 2206 2207 2208 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_12" > 2209 2210 2211 <label class="md-nav__link" for="__nav_2_12" id="__nav_2_12_label" tabindex="0"> 2212 2213 2214 <span class="md-ellipsis"> 2215 Analyzers 2216 </span> 2217 2218 2219 <span class="md-nav__icon md-icon"></span> 2220 </label> 2221 2222 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_12_label" aria-expanded="false"> 2223 <label class="md-nav__title" for="__nav_2_12"> 2224 <span class="md-nav__icon md-icon"></span> 2225 Analyzers 2226 </label> 2227 <ul class="md-nav__list" data-md-scrollfix> 2228 2229 2230 2231 2232 2233 2234 2235 <li class="md-nav__item"> 2236 <a href="../../../docu/analyzers/analyzers/" class="md-nav__link"> 2237 2238 2239 <span class="md-ellipsis"> 2240 Analyzers 2241 </span> 2242 2243 2244 </a> 2245 </li> 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 <li class="md-nav__item"> 2257 <a href="../../../docu/analyzers/pyfolio/" class="md-nav__link"> 2258 2259 2260 <span class="md-ellipsis"> 2261 Analyzers - PyFolio 2262 </span> 2263 2264 2265 </a> 2266 </li> 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 <li class="md-nav__item"> 2278 <a href="../../../docu/analyzers/pyfolio-integration/pyfolio-integration/" class="md-nav__link"> 2279 2280 2281 <span class="md-ellipsis"> 2282 Analyzers - PyFolio - Integration 2283 </span> 2284 2285 2286 </a> 2287 </li> 2288 2289 2290 2291 2292 2293 2294 2295 2296 2297 2298 <li class="md-nav__item"> 2299 <a href="../../../docu/analyzers-reference/" class="md-nav__link"> 2300 2301 2302 <span class="md-ellipsis"> 2303 Analyzers Reference 2304 </span> 2305 2306 2307 </a> 2308 </li> 2309 2310 2311 2312 2313 </ul> 2314 </nav> 2315 2316 </li> 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333 2334 <li class="md-nav__item md-nav__item--nested"> 2335 2336 2337 2338 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_13" > 2339 2340 2341 <label class="md-nav__link" for="__nav_2_13" id="__nav_2_13_label" tabindex="0"> 2342 2343 2344 <span class="md-ellipsis"> 2345 Observers 2346 </span> 2347 2348
2349 <span class="md-nav__icon md-icon"></span> 2350 </label> 2351 2352 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_13_label" aria-expanded="false"> 2353 <label class="md-nav__title" for="__nav_2_13"> 2354 <span class="md-nav__icon md-icon"></span> 2355 Observers 2356 </label> 2357 <ul class="md-nav__list" data-md-scrollfix> 2358 2359 2360 2361 2362 2363 2364 2365 <li class="md-nav__item"> 2366 <a href="../../../docu/observers-and-statistics/observers-and-statistics/" class="md-nav__link"> 2367 2368 2369 <span class="md-ellipsis"> 2370 Observers - Statistics 2371 </span> 2372 2373 2374 </a> 2375 </li> 2376 2377 2378 2379 2380 2381 2382 2383 2384 2385 2386 <li class="md-nav__item"> 2387 <a href="../../../docu/observer-benchmark/benchmarking/" class="md-nav__link"> 2388 2389 2390 <span class="md-ellipsis"> 2391 Observers - Benchmarking 2392 </span> 2393 2394 2395 </a> 2396 </li> 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 <li class="md-nav__item"> 2408 <a href="../../../docu/observers-reference/" class="md-nav__link"> 2409 2410 2411 <span class="md-ellipsis"> 2412 Observers - Reference 2413 </span> 2414 2415 2416 </a> 2417 </li> 2418 2419 2420 2421 2422 </ul> 2423 </nav> 2424 2425 </li> 2426 2427 2428 2429 2430 2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 <li class="md-nav__item md-nav__item--nested"> 2444 2445 2446 2447 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_14" > 2448 2449 2450 <label class="md-nav__link" for="__nav_2_14" id="__nav_2_14_label" tabindex="0"> 2451 2452 2453 <span class="md-ellipsis"> 2454 Sizers 2455 </span> 2456 2457 2458 <span class="md-nav__icon md-icon"></span> 2459 </label> 2460 2461 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_14_label" aria-expanded="false"> 2462 <label class="md-nav__title" for="__nav_2_14"> 2463 <span class="md-nav__icon md-icon"></span> 2464 Sizers 2465 </label> 2466 <ul class="md-nav__list" data-md-scrollfix> 2467 2468 2469 2470 2471 2472 2473 2474 <li class="md-nav__item"> 2475 <a href="../../../docu/sizers/sizers/" class="md-nav__link"> 2476 2477 2478 <span class="md-ellipsis"> 2479 Sizers 2480 </span> 2481 2482 2483 </a> 2484 </li> 2485 2486 2487 2488 2489 2490 2491 2492 2493 2494 2495 <li class="md-nav__item"> 2496 <a href="../../../docu/sizers-reference/" class="md-nav__link"> 2497 2498 2499 <span class="md-ellipsis"> 2500 Sizers - Reference 2501 </span> 2502 2503 2504 </a> 2505 </li> 2506 2507 2508 2509 2510 </ul> 2511 </nav> 2512 2513 </li> 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 <li class="md-nav__item md-nav__item--nested"> 2532 2533 2534 2535 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_15" > 2536 2537 2538 <label class="md-nav__link" for="__nav_2_15" id="__nav_2_15_label" tabindex="0"> 2539 2540 2541 <span class="md-ellipsis"> 2542 Live Trading 2543 </span> 2544 2545 2546 <span class="md-nav__icon md-icon"></span> 2547 </label> 2548 2549 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_15_label" aria-expanded="false"> 2550 <label class="md-nav__title" for="__nav_2_15"> 2551 <span class="md-nav__icon md-icon"></span> 2552 Live Trading 2553 </label> 2554 <ul class="md-nav__list" data-md-scrollfix> 2555 2556 2557 2558 2559 2560 2561 2562 <li class="md-nav__item"> 2563 <a href="../../../docu/live/live/" class="md-nav__link"> 2564 2565 2566 <span class="md-ellipsis"> 2567 Live Trading - Intro 2568 </span> 2569 2570 2571 </a> 2572 </li> 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 <li class="md-nav__item"> 2584 <a href="../../../docu/live/ib/ib/" class="md-nav__link"> 2585 2586 2587 <span class="md-ellipsis"> 2588 Live Trading - Interactive Brokers 2589 </span> 2590 2591 2592 </a> 2593 </li> 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 <li class="md-nav__item"> 2605 <a href="../../../docu/live/oanda/oanda/" class="md-nav__link"> 2606 2607 2608 <span class="md-ellipsis"> 2609 Live Trading - Oanda v1.0 2610 </span> 2611 2612 2613 </a> 2614 </li> 2615 2616 2617 2618 2619 2620 2621 2622 2623 2624 2625 <li class="md-nav__item"> 2626 <a href="../../../docu/live/vc/vc/" class="md-nav__link"> 2627 2628 2629 <span class="md-ellipsis"> 2630 Live Trading - Visual Chart 2631 </span> 2632 2633 2634 </a> 2635 </li> 2636 2637 2638 2639 2640 </ul> 2641 </nav> 2642 2643 </li> 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654 2655 2656 2657 2658 2659 2660 2661 <li class="md-nav__item md-nav__item--nested"> 2662 2663 2664 2665 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_16" > 2666 2667 2668 <label class="md-nav__link" for="__nav_2_16" id="__nav_2_16_label" tabindex="0"> 2669 2670 2671 <span class="md-ellipsis"> 2672 Plotting
2673 </span> 2674 2675 2676 <span class="md-nav__icon md-icon"></span> 2677 </label> 2678 2679 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_16_label" aria-expanded="false"> 2680 <label class="md-nav__title" for="__nav_2_16"> 2681 <span class="md-nav__icon md-icon"></span> 2682 Plotting 2683 </label> 2684 <ul class="md-nav__list" data-md-scrollfix> 2685 2686 2687 2688 2689 2690 2691 2692 <li class="md-nav__item"> 2693 <a href="../../../docu/plotting/plotting/" class="md-nav__link"> 2694 2695 2696 <span class="md-ellipsis"> 2697 Plotting 2698 </span> 2699 2700 2701 </a> 2702 </li> 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713 <li class="md-nav__item"> 2714 <a href="../../../docu/plotting/ranges/plotting-date-ranges/" class="md-nav__link"> 2715 2716 2717 <span class="md-ellipsis"> 2718 Plotting - Date Ranges 2719 </span> 2720 2721 2722 </a> 2723 </li> 2724 2725 2726 2727 2728 2729 2730 2731 2732 2733 2734 <li class="md-nav__item"> 2735 <a href="../../../docu/plotting/sameaxis/plot-sameaxis/" class="md-nav__link"> 2736 2737 2738 <span class="md-ellipsis"> 2739 Plotting - Same Axis 2740 </span> 2741 2742 2743 </a> 2744 </li> 2745 2746 2747 2748 2749 </ul> 2750 </nav> 2751 2752 </li> 2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 <li class="md-nav__item md-nav__item--nested"> 2771 2772 2773 2774 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_2_17" > 2775 2776 2777 <label class="md-nav__link" for="__nav_2_17" id="__nav_2_17_label" tabindex="0"> 2778 2779 2780 <span class="md-ellipsis"> 2781 Datetime 2782 </span> 2783 2784 2785 <span class="md-nav__icon md-icon"></span> 2786 </label> 2787 2788 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_2_17_label" aria-expanded="false"> 2789 <label class="md-nav__title" for="__nav_2_17"> 2790 <span class="md-nav__icon md-icon"></span> 2791 Datetime 2792 </label> 2793 <ul class="md-nav__list" data-md-scrollfix> 2794 2795 2796 2797 2798 2799 2800 2801 <li class="md-nav__item"> 2802 <a href="../../../docu/timemgmt/" class="md-nav__link"> 2803 2804 2805 <span class="md-ellipsis"> 2806 Datetime - Management 2807 </span> 2808 2809 2810 </a> 2811 </li> 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 <li class="md-nav__item"> 2823 <a href="../../../docu/timers/timers/" class="md-nav__link"> 2824 2825 2826 <span class="md-ellipsis"> 2827 Datetime - Timers 2828 </span> 2829 2830 2831 </a> 2832 </li> 2833 2834 2835 2836 2837 2838 2839 2840 2841 2842 2843 <li class="md-nav__item"> 2844 <a href="../../../docu/tradingcalendar/tradingcalendar/" class="md-nav__link"> 2845 2846 2847 <span class="md-ellipsis"> 2848 Datetime - Trading Calendars 2849 </span> 2850 2851 2852 </a> 2853 </li> 2854 2855 2856 2857 2858 </ul> 2859 </nav> 2860 2861 </li> 2862 2863 2864 2865 2866 2867 2868 2869 2870 2871 2872 <li class="md-nav__item"> 2873 <a href="../../../docu/automated-bt-run/automated-bt-run/" class="md-nav__link"> 2874 2875 2876 <span class="md-ellipsis"> 2877 Automated Running 2878 </span> 2879 2880 2881 </a> 2882 </li> 2883 2884 2885 2886 2887 </ul> 2888 </nav> 2889 2890 </li> 2891 2892 2893 2894 2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 <li class="md-nav__item md-nav__item--nested"> 2908 2909 2910 2911 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3" > 2912 2913 2914 <label class="md-nav__link" for="__nav_3" id="__nav_3_label" tabindex="0"> 2915 2916 2917 <span class="md-ellipsis"> 2918 Articles 2919 </span> 2920 2921 2922 <span class="md-nav__icon md-icon"></span> 2923 </label> 2924 2925 <nav class="md-nav" data-md-level="1" aria-labelledby="__nav_3_label" aria-expanded="false"> 2926 <label class="md-nav__title" for="__nav_3">
2927 <span class="md-nav__icon md-icon"></span> 2928 Articles 2929 </label> 2930 <ul class="md-nav__list" data-md-scrollfix> 2931 2932 2933 2934 2935 2936 2937 2938 <li class="md-nav__item"> 2939 <a href="../../../blog/" class="md-nav__link"> 2940 2941 2942 <span class="md-ellipsis"> 2943 Introduction 2944 </span> 2945 2946 2947 </a> 2948 </li> 2949 2950 2951 2952 2953 2954 2955 2956 2957 2958 2959 <li class="md-nav__item"> 2960 <a href="../../../blog/2019-10-25-on-backtesting-performance-and-out-of-memory/on-backtesting-performance-and-out-of-memory/" class="md-nav__link"> 2961 2962 2963 <span class="md-ellipsis"> 2964 On Backtesting Performance and Out of Core Memory Execution 2965 </span> 2966 2967 2968 </a> 2969 </li> 2970 2971 2972 2973 2974 2975 2976 2977 2978 2979 2980 <li class="md-nav__item"> 2981 <a href="../../../blog/posts/2019-09-04-donchian-across-platforms/donchian-across-platforms/" class="md-nav__link"> 2982 2983 2984 <span class="md-ellipsis"> 2985 Cross-Backtesting Pitfalls 2986 </span> 2987 2988 2989 </a> 2990 </li> 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000 3001 <li class="md-nav__item"> 3002 <a href="../../../blog/posts/2019-08-29-fractional-sizes/fractional-sizes/" class="md-nav__link"> 3003 3004 3005 <span class="md-ellipsis"> 3006 Fractional Sizes 3007 </span> 3008 3009 3010 </a> 3011 </li> 3012 3013 3014 3015 3016 3017 3018 3019 3020 3021 3022 <li class="md-nav__item"> 3023 <a href="../../../blog/2019-08-22-practical-backtesting-replication/practical-replication/" class="md-nav__link"> 3024 3025 3026 <span class="md-ellipsis"> 3027 Beating The Random Entry 3028 </span> 3029 3030 3031 </a> 3032 </li> 3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 <li class="md-nav__item"> 3044 <a href="../../../blog/2019-07-19-rebalancing-conservative/rebalancing-conservative/" class="md-nav__link"> 3045 3046 3047 <span class="md-ellipsis"> 3048 Rebalancing - Conservative Formula 3049 </span> 3050 3051 3052 </a> 3053 </li> 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 <li class="md-nav__item"> 3065 <a href="../../../blog/2019-07-17-mfi-generic/mfi-generic/" class="md-nav__link"> 3066 3067 3068 <span class="md-ellipsis"> 3069 MFI Generic 3070 </span> 3071 3072 3073 </a> 3074 </li> 3075 3076 3077 3078 3079 3080 3081 3082 3083 3084 3085 <li class="md-nav__item"> 3086 <a href="../../../blog/2019-07-08-canonical-or-not/canonical-or-not/" class="md-nav__link"> 3087 3088 3089 <span class="md-ellipsis"> 3090 Canonical vs Non Canonical 3091 </span> 3092 3093 3094 </a> 3095 </li> 3096 3097 3098 3099 3100 3101 3102 3103 3104 3105 3106 <li class="md-nav__item"> 3107 <a href="../../../blog/2019-06-13-buy-and-hold/buy-and-hold/" class="md-nav__link"> 3108 3109 3110 <span class="md-ellipsis"> 3111 Buy and Hold 3112 </span> 3113 3114 3115 </a> 3116 </li> 3117 3118 3119 3120 3121 3122 3123 3124 3125 3126 3127 <li class="md-nav__item"> 3128 <a href="../../../blog/2019-05-20-momentum-strategy/momentum-strategy/" class="md-nav__link"> 3129 3130 3131 <span class="md-ellipsis"> 3132 Momentum Strategy 3133 </span> 3134 3135 3136 </a> 3137 </li> 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151 3152 3153 3154 3155 <li class="md-nav__item md-nav__item--nested"> 3156 3157 3158 3159 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3_11" > 3160 3161 3162 <label class="md-nav__link" for="__nav_3_11" id="__nav_3_11_label" tabindex="0"> 3163 3164 3165 <span class="md-ellipsis"> 3166 2018 3167 </span> 3168 3169 3170 <span class="md-nav__icon md-icon"></span> 3171 </label> 3172 3173 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_3_11_label" aria-expanded="false"> 3174 <label class="md-nav__title" for="__nav_3_11"> 3175 <span class="md-nav__icon md-icon"></span> 3176 2018 3177 </label> 3178 <ul class="md-nav__list" data-md-scrollfix> 3179 3180 3181 3182 3183 3184 3185 3186 <li class="md-nav__item"> 3187 <a href="../../../blog/posts/2018-04-22-improving-code/improving-code/" class="md-nav__link"> 3188 3189 3190 <span class="md-ellipsis"> 3191 Improving Code 3192 </span> 3193 3194 3195 </a> 3196 </li> 3197 3198 3199 3200 3201 3202 3203 3204 3205 3206 3207 <li class="md-nav__item"> 3208 <a href="../../../blog/posts/2018-02-06-dynamic-indicator/dynamic-indicator/" class="md-nav__link"> 3209 3210 3211 <span class="md-ellipsis"> 3212 Dynamic Indicators 3213 </span> 3214 3215 3216 </a> 3217 </li> 3218 3219 3220 3221 3222 3223 3224 3225 3226 3227 3228 <li class="md-nav__item"> 3229 <a href="../../../blog/posts/2018-02-01-stop-trading/stop-trading/" class="md-nav__link"> 3230 3231 3232 <span class="md-ellipsis"> 3233 Stop-Loss Trading 3234 </span> 3235 3236 3237 </a> 3238 </li> 3239 3240 3241 3242 3243 3244 3245 3246 3247 3248 3249 <li class="md-nav__item"> 3250 <a href="../../../blog/posts/2018-01-27-recursive-indicators/recursive-indicator/" class="md-nav__link"> 3251 3252 3253 <span class="md-ellipsis"> 3254 Recursive Indicators 3255 </span> 3256 3257 3258 </a> 3259 </li> 3260 3261 3262 3263 3264 </ul> 3265 </nav> 3266 3267 </li> 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 <li class="md-nav__item md-nav__item--nested"> 3286 3287 3288 3289 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3_12" > 3290 3291 3292 <label class="md-nav__link" for="__nav_3_12" id="__nav_3_12_label" tabindex="0"> 3293 3294 3295 <span class="md-ellipsis"> 3296 2017 3297 </span> 3298 3299
3300 <span class="md-nav__icon md-icon"></span> 3301 </label> 3302 3303 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_3_12_label" aria-expanded="false"> 3304 <label class="md-nav__title" for="__nav_3_12"> 3305 <span class="md-nav__icon md-icon"></span> 3306 2017 3307 </label> 3308 <ul class="md-nav__list" data-md-scrollfix> 3309 3310 3311 3312 3313 3314 3315 3316 <li class="md-nav__item"> 3317 <a href="../../../blog/posts/2017-08-08-dow-10-day-streak/dow-10-day-streak/" class="md-nav__link"> 3318 3319 3320 <span class="md-ellipsis"> 3321 Down Jones 10 Day Streak 3322 </span> 3323 3324 3325 </a> 3326 </li> 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337 <li class="md-nav__item"> 3338 <a href="../../../blog/posts/2017-07-05-order-history/order-history/" class="md-nav__link"> 3339 3340 3341 <span class="md-ellipsis"> 3342 Order History 3343 </span> 3344 3345 3346 </a> 3347 </li> 3348 3349 3350 3351 3352 3353 3354 3355 3356 3357 3358 <li class="md-nav__item"> 3359 <a href="../../../blog/posts/2017-06-26-renko-bricks/renko-bricks/" class="md-nav__link"> 3360 3361 3362 <span class="md-ellipsis"> 3363 Renko Bricks 3364 </span> 3365 3366 3367 </a> 3368 </li> 3369 3370 3371 3372 3373 3374 3375 3376 3377 3378 3379 <li class="md-nav__item"> 3380 <a href="../../../blog/posts/2017-06-19-fund-tracking/fund-tracking/" class="md-nav__link"> 3381 3382 3383 <span class="md-ellipsis"> 3384 Fund Tracking 3385 </span> 3386 3387 3388 </a> 3389 </li> 3390 3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 <li class="md-nav__item"> 3401 <a href="../../../blog/posts/2017-06-12-release-1.9.51.121/release-1.9.51.121/" class="md-nav__link"> 3402 3403 3404 <span class="md-ellipsis"> 3405 Release 1.9.51.121 3406 </span> 3407 3408 3409 </a> 3410 </li> 3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 <li class="md-nav__item"> 3422 <a href="../../../blog/posts/2017-05-16-stsel-revisited/stsel-revisited/" class="md-nav__link"> 3423 3424 3425 <span class="md-ellipsis"> 3426 Strategy Selection - Revisited 3427 </span> 3428 3429 3430 </a> 3431 </li> 3432 3433 3434 3435 3436 3437 3438 3439 3440 3441 3442 <li class="md-nav__item"> 3443 <a href="../../../blog/posts/2017-05-03-timers/timers/" class="md-nav__link"> 3444 3445 3446 <span class="md-ellipsis"> 3447 Timers 3448 </span> 3449 3450 3451 </a> 3452 </li> 3453 3454 3455 3456 3457 3458 3459 3460 3461 3462 3463 <li class="md-nav__item"> 3464 <a href="../../../blog/posts/2017-05-01-cheat-on-open/cheat-on-open/" class="md-nav__link"> 3465 3466 3467 <span class="md-ellipsis"> 3468 Cheat-On-Open 3469 </span> 3470 3471 3472 </a> 3473 </li> 3474 3475 3476 3477 3478 3479 3480 3481 3482 3483 3484 <li class="md-nav__item"> 3485 <a href="../../../blog/posts/2017-04-16-trading-calendar/tradingcalendar/" class="md-nav__link"> 3486 3487 3488 <span class="md-ellipsis"> 3489 Trading Calendars 3490 </span> 3491 3492 3493 </a> 3494 </li> 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505 <li class="md-nav__item"> 3506 <a href="../../../blog/posts/2017-04-09-multi-example/multi-example/" class="md-nav__link"> 3507 3508 3509 <span class="md-ellipsis"> 3510 Multi-Data Example 3511 </span> 3512 3513 3514 </a> 3515 </li> 3516 3517 3518 3519 3520 3521 3522 3523 3524 3525 3526 <li class="md-nav__item"> 3527 <a href="../../../blog/posts/2017-04-01-bracket/bracket/" class="md-nav__link"> 3528 3529 3530 <span class="md-ellipsis"> 3531 Bracket Orders 3532 </span> 3533 3534 3535 </a> 3536 </li> 3537 3538 3539 3540 3541 3542 3543 3544 3545 3546 3547 <li class="md-nav__item"> 3548 <a href="../../../blog/posts/2017-03-22-stoptrail/stoptrail/" class="md-nav__link"> 3549 3550 3551 <span class="md-ellipsis"> 3552 Trailing Orders 3553 </span> 3554 3555 3556 </a> 3557 </li> 3558 3559 3560 3561 3562 3563 3564 3565 3566 3567 3568 <li class="md-nav__item"> 3569 <a href="../../../blog/posts/2017-03-19-oco/oco/" class="md-nav__link"> 3570 3571 3572 <span class="md-ellipsis"> 3573 OCO Orders 3574 </span> 3575 3576 3577 </a> 3578 </li> 3579 3580 3581 3582 3583 3584 3585 3586 3587 3588 3589 <li class="md-nav__item"> 3590 <a href="../../../blog/posts/2017-03-17-plot-sameaxis/plot-sameaxis/" class="md-nav__link"> 3591 3592 3593 <span class="md-ellipsis"> 3594 Plotting on the same Axis 3595 </span> 3596 3597 3598 </a> 3599 </li> 3600 3601 3602 3603 3604 3605 3606 3607 3608 3609 3610 <li class="md-nav__item"> 3611 <a href="../../../blog/posts/2017-03-15-future-vs-spot/future-vs-spot/" class="md-nav__link"> 3612 3613 3614 <span class="md-ellipsis"> 3615 Future vs Spot Compensation 3616 </span> 3617 3618 3619 </a> 3620 </li> 3621 3622 3623 3624 3625 3626 3627 3628 3629 3630 3631 <li class="md-nav__item"> 3632 <a href="../../../blog/posts/2017-03-07-plotting-date-ranges/plotting-date-ranges/" class="md-nav__link"> 3633 3634 3635 <span class="md-ellipsis"> 3636 Plotting Date Ranges 3637 </span> 3638 3639 3640 </a> 3641 </li> 3642 3643 3644 3645 3646 3647 3648 3649 3650 3651 3652 <li class="md-nav__item"> 3653 <a href="../../../blog/posts/2017-02-14-kalman-et-al/kalman-et-al/" class="md-nav__link"> 3654 3655 3656 <span class="md-ellipsis"> 3657 Kalman et al. 3658 </span> 3659 3660 3661 </a> 3662 </li> 3663 3664 3665 3666 3667 3668 3669 3670 3671 3672 3673 <li class="md-nav__item"> 3674 <a href="../../../blog/posts/2017-02-05-percentrank-reloaded/percentrank-reloaded/" class="md-nav__link"> 3675 3676 3677 <span class="md-ellipsis"> 3678 PercentRank Reloaded 3679 </span> 3680 3681 3682 </a> 3683 </li> 3684 3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 <li class="md-nav__item"> 3695 <a href="../../../blog/posts/2017-02-04-crossing-over-numbers/crossing-over-numbers/" class="md-nav__link"> 3696 3697 3698 <span class="md-ellipsis"> 3699 Crossing Over Numbers 3700 </span> 3701 3702 3703 </a> 3704 </li> 3705 3706 3707 3708 3709 </ul> 3710 </nav> 3711 3712 </li> 3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728 3729 3730 <li class="md-nav__item md-nav__item--nested"> 3731 3732 3733 3734 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3_13" > 3735 3736 3737 <label class="md-nav__link" for="__nav_3_13" id="__nav_3_13_label" tabindex="0"> 3738 3739 3740 <span class="md-ellipsis"> 3741 2016 3742 </span> 3743 3744
3745 <span class="md-nav__icon md-icon"></span> 3746 </label> 3747 3748 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_3_13_label" aria-expanded="false"> 3749 <label class="md-nav__title" for="__nav_3_13"> 3750 <span class="md-nav__icon md-icon"></span> 3751 2016 3752 </label> 3753 <ul class="md-nav__list" data-md-scrollfix> 3754 3755 3756 3757 3758 3759 3760 3761 <li class="md-nav__item"> 3762 <a href="../../../blog/posts/2016-12-28-btfd-bites/btfd-bites/" class="md-nav__link"> 3763 3764 3765 <span class="md-ellipsis"> 3766 BTFD - Reality Bites 3767 </span> 3768 3769 3770 </a> 3771 </li> 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 <li class="md-nav__item"> 3783 <a href="../../../blog/posts/2016-12-26-btfd/btfd/" class="md-nav__link"> 3784 3785 3786 <span class="md-ellipsis"> 3787 BTFD - Buy the F...n Dip 3788 </span> 3789 3790 3791 </a> 3792 </li> 3793 3794 3795 3796 3797 3798 3799 3800 3801 3802 3803 <li class="md-nav__item"> 3804 <a href="../../../blog/posts/2016-12-13-gold-vs-sp500/gold-vs-sp500/" class="md-nav__link"> 3805 3806 3807 <span class="md-ellipsis"> 3808 Gold vs SP500 3809 </span> 3810 3811 3812 </a> 3813 </li> 3814 3815 3816 3817 3818 3819 3820 3821 3822 3823 3824 <li class="md-nav__item"> 3825 <a href="../../../blog/posts/2016-12-10-buysellarrows/buysellarrows/" class="md-nav__link"> 3826 3827 3828 <span class="md-ellipsis"> 3829 Buy/Sell Arrows 3830 </span> 3831 3832 3833 </a> 3834 </li> 3835 3836 3837 3838 3839 3840 3841 3842 3843 3844 3845 <li class="md-nav__item"> 3846 <a href="../../../blog/posts/2016-12-06-shorting-cash/shorting-cash/" class="md-nav__link"> 3847 3848 3849 <span class="md-ellipsis"> 3850 Shorting the Cash 3851 </span> 3852 3853 3854 </a> 3855 </li> 3856 3857 3858 3859 3860 3861 3862 3863 3864 3865 3866 <li class="md-nav__item"> 3867 <a href="../../../blog/posts/2016-11-25-hidden-powers-3/hidden-powers/" class="md-nav__link"> 3868 3869 3870 <span class="md-ellipsis"> 3871 Python Hidden Powers 3 3872 </span> 3873 3874 3875 </a> 3876 </li> 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 <li class="md-nav__item"> 3888 <a href="../../../blog/posts/2016-11-23-hidden-powers-2/hidden-powers/" class="md-nav__link"> 3889 3890 3891 <span class="md-ellipsis"> 3892 Python Hidden Powers 2 3893 </span> 3894 3895 3896 </a> 3897 </li> 3898 3899 3900 3901 3902 3903 3904 3905 3906 3907 3908 <li class="md-nav__item"> 3909 <a href="../../../blog/posts/2016-11-20-python-hidden-powers/hidden-powers/" class="md-nav__link"> 3910 3911 3912 <span class="md-ellipsis"> 3913 Python Hidden Powers 1 3914 </span> 3915 3916 3917 </a> 3918 </li> 3919 3920 3921 3922 3923 3924 3925 3926 3927 3928 3929 <li class="md-nav__item"> 3930 <a href="../../../blog/posts/2016-10-29-strategy-selection/strategy-selection/" class="md-nav__link"> 3931 3932 3933 <span class="md-ellipsis"> 3934 Strategy Selection 3935 </span> 3936 3937 3938 </a> 3939 </li> 3940 3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 <li class="md-nav__item"> 3951 <a href="../../../blog/posts/2016-09-17-notebook-inline/notebook-inline/" class="md-nav__link"> 3952 3953 3954 <span class="md-ellipsis"> 3955 Notebook Inline Plotting 3956 </span> 3957 3958 3959 </a> 3960 </li> 3961 3962 3963 3964 3965 3966 3967 3968 3969 3970 3971 <li class="md-nav__item"> 3972 <a href="../../../blog/posts/2016-09-17-data-synchronization/data-synchronization/" class="md-nav__link"> 3973 3974 3975 <span class="md-ellipsis"> 3976 Data Synchronization 3977 </span> 3978 3979 3980 </a> 3981 </li> 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 <li class="md-nav__item"> 3993 <a href="../../../blog/posts/2016-09-06-vwr/vwr/" class="md-nav__link"> 3994 3995 3996 <span class="md-ellipsis"> 3997 Analyzer - VWR 3998 </span> 3999 4000 4001 </a> 4002 </li> 4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 <li class="md-nav__item"> 4014 <a href="../../../blog/posts/2016-09-05-optimization-improvements/optimization-improvements/" class="md-nav__link"> 4015 4016 4017 <span class="md-ellipsis"> 4018 Optimization Improvements 4019 </span> 4020 4021 4022 </a> 4023 </li> 4024 4025 4026 4027 4028 4029 4030 4031 4032 4033 4034 <li class="md-nav__item"> 4035 <a href="../../../blog/posts/2016-09-02-target-orders/target-orders/" class="md-nav__link"> 4036 4037 4038 <span class="md-ellipsis"> 4039 Target Orders 4040 </span> 4041 4042 4043 </a> 4044 </li> 4045 4046 4047 4048 4049 4050 4051 4052 4053 4054 4055 <li class="md-nav__item"> 4056 <a href="../../../blog/posts/2016-08-31-rolling-over-futures/rolling-futures-over/" class="md-nav__link"> 4057 4058 4059 <span class="md-ellipsis"> 4060 Futures Roll-over 4061 </span> 4062 4063 4064 </a> 4065 </li> 4066 4067 4068 4069 4070 4071 4072 4073 4074 4075 4076 <li class="md-nav__item"> 4077 <a href="../../../blog/posts/2016-08-22-credit-interest/credit-interest/" class="md-nav__link"> 4078 4079 4080 <span class="md-ellipsis"> 4081 Credit Interest 4082 </span> 4083 4084 4085 </a> 4086 </li> 4087 4088 4089 4090 4091 4092 4093 4094 4095 4096 4097 <li class="md-nav__item"> 4098 <a href="../../../blog/posts/2016-08-18-dickson-moving-average/dickson-moving-average/" class="md-nav__link"> 4099 4100 4101 <span class="md-ellipsis"> 4102 Dickson Moving Average 4103 </span> 4104 4105 4106 </a> 4107 </li> 4108 4109 4110 4111 4112 4113 4114 4115 4116 4117 4118 <li class="md-nav__item"> 4119 <a href="../../../blog/posts/2016-08-15-stock-screening/stock-screening/" class="md-nav__link"> 4120 4121 4122 <span class="md-ellipsis"> 4123 Stock Screening 4124 </span> 4125 4126 4127 </a> 4128 </li> 4129 4130 4131 4132 4133 4134 4135 4136 4137 4138 4139 <li class="md-nav__item"> 4140 <a href="../../../blog/posts/2016-08-01-signal-strategy/signal-strategy/" class="md-nav__link"> 4141 4142 4143 <span class="md-ellipsis"> 4144 Signal Strategy 4145 </span> 4146 4147 4148 </a> 4149 </li> 4150 4151 4152 4153 4154 4155 4156 4157 4158 4159 4160 <li class="md-nav__item"> 4161 <a href="../../../blog/posts/2016-07-30-macd-settings/macd-settings/" class="md-nav__link"> 4162 4163 4164 <span class="md-ellipsis"> 4165 MACD Settings 4166 </span> 4167 4168 4169 </a> 4170 </li> 4171 4172 4173 4174 4175 4176 4177 4178 4179 4180 4181 <li class="md-nav__item"> 4182 <a href="../../../blog/posts/2016-07-29-pinkfish-challenge/pinkfish-challenge/" class="md-nav__link"> 4183 4184 4185 <span class="md-ellipsis"> 4186 Pinkfish Challenge 4187 </span> 4188 4189 4190 </a> 4191 </li> 4192 4193 4194 4195 4196 4197 4198 4199 4200 4201 4202 <li class="md-nav__item"> 4203 <a href="../../../blog/posts/2016-07-26-talib-integration/talib-integration/" class="md-nav__link"> 4204 4205 4206 <span class="md-ellipsis"> 4207 ta-lib Integration 4208 </span> 4209 4210 4211 </a> 4212 </li> 4213 4214 4215 4216 4217 4218 4219 4220 4221 4222 4223 <li class="md-nav__item"> 4224 <a href="../../../blog/posts/2016-07-23-sizers-smart-staking/sizers-smart-staking/" class="md-nav__link"> 4225 4226 4227 <span class="md-ellipsis"> 4228 Sizers - Smart Staking 4229 </span> 4230 4231 4232 </a> 4233 </li> 4234 4235 4236 4237 4238 4239 4240 4241 4242 4243 4244 <li class="md-nav__item"> 4245 <a href="../../../blog/posts/2016-07-22-benchmarking/benchmarking/" class="md-nav__link"> 4246 4247 4248 <span class="md-ellipsis"> 4249 Benchmarking 4250 </span> 4251 4252 4253 </a> 4254 </li> 4255 4256 4257 4258 4259 4260 4261 4262 4263 4264 4265 <li class="md-nav__item"> 4266 <a href="../../../blog/posts/2016-07-17-pyfolio-integration/pyfolio-integration/" class="md-nav__link"> 4267 4268 4269 <span class="md-ellipsis"> 4270 PyFolio Integration 4271 </span> 4272 4273 4274 </a> 4275 </li> 4276 4277 4278 4279 4280 4281 4282 4283 4284 4285 4286 <li class="md-nav__item"> 4287 <a href="../../../blog/posts/2016-07-14-volume-filling/volume-filling/" class="md-nav__link"> 4288 4289 4290 <span class="md-ellipsis"> 4291 Volume Filling 4292 </span> 4293 4294 4295 </a> 4296 </li> 4297 4298 4299 4300 4301 4302 4303 4304 4305 4306 4307 <li class="md-nav__item"> 4308 <a href="../../../blog/posts/2016-07-13-day-in-steps/day-in-steps/" class="md-nav__link"> 4309 4310 4311 <span class="md-ellipsis"> 4312 Day In Steps 4313 </span> 4314 4315 4316 </a> 4317 </li> 4318 4319 4320 4321 4322 4323 4324 4325 4326 4327 4328 <li class="md-nav__item"> 4329 <a href="../../../blog/posts/2016-07-12-visualchart-feed/visualchart-feed/" class="md-nav__link"> 4330 4331 4332 <span class="md-ellipsis"> 4333 Visual Chart Feed 4334 </span> 4335 4336 4337 </a> 4338 </li> 4339 4340 4341 4342 4343 4344 4345 4346 4347 4348 4349 <li class="md-nav__item"> 4350 <a href="../../../blog/posts/2016-06-22-ultimate-oscillator/ultimate-oscillator/" class="md-nav__link"> 4351 4352 4353 <span class="md-ellipsis"> 4354 Ultimate Oscillator 4355 </span> 4356 4357 4358 </a> 4359 </li> 4360 4361 4362 4363 4364 4365 4366 4367 4368 4369 4370 <li class="md-nav__item"> 4371 <a href="../../../blog/posts/2016-06-21-livedata-feed/live-data-feed/" class="md-nav__link"> 4372 4373 4374 <span class="md-ellipsis"> 4375 Live Data Feeds 4376 </span> 4377 4378 4379 </a> 4380 </li> 4381 4382 4383 4384 4385 4386 4387 4388 4389 4390 4391 <li class="md-nav__item"> 4392 <a href="../../../blog/posts/2016-05-09-memory-savings/memory-savings/" class="md-nav__link"> 4393 4394 4395 <span class="md-ellipsis"> 4396 Memory Savings 4397 </span> 4398 4399 4400 </a> 4401 </li> 4402 4403 4404 4405 4406 4407 4408 4409 4410 4411 4412 <li class="md-nav__item"> 4413 <a href="../../../blog/posts/2016-05-05-indicators-mixing-timeframes/indicators-mixing-timeframes/" class="md-nav__link"> 4414 4415 4416 <span class="md-ellipsis"> 4417 Mixing Timeframes 4418 </span> 4419 4420 4421 </a> 4422 </li> 4423 4424 4425 4426 4427 4428 4429 4430 4431 4432 4433 <li class="md-nav__item"> 4434 <a href="../../../blog/posts/2016-04-28-pivot-point-cross-plotting/pivotpoint-crossplotting/" class="md-nav__link"> 4435 4436 4437 <span class="md-ellipsis"> 4438 PivotPoint Cross-Plotting
4439 </span> 4440 4441 4442 </a> 4443 </li> 4444 4445 4446 4447 4448 4449 4450 4451 4452 4453 4454 <li class="md-nav__item"> 4455 <a href="../../../blog/posts/2016-04-19-sync-different-markets/sync-different-markets/" class="md-nav__link"> 4456 4457 4458 <span class="md-ellipsis"> 4459 Sync Different Markets 4460 </span> 4461 4462 4463 </a> 4464 </li> 4465 4466 4467 4468 4469 4470 4471 4472 4473 4474 4475 <li class="md-nav__item"> 4476 <a href="../../../blog/posts/2016-04-14-bidask-data-to-ohlc/bidask-data-to-ohlc/" class="md-nav__link"> 4477 4478 4479 <span class="md-ellipsis"> 4480 Bid/Ask Data to OHLC 4481 </span> 4482 4483 4484 </a> 4485 </li> 4486 4487 4488 4489 4490 4491 4492 4493 4494 4495 4496 <li class="md-nav__item"> 4497 <a href="../../../blog/posts/2016-03-08-escape-from-ohlc-land/escape-from-ohlc-land/" class="md-nav__link"> 4498 4499 4500 <span class="md-ellipsis"> 4501 Escape from OHLC Land 4502 </span> 4503 4504 4505 </a> 4506 </li> 4507 4508 4509 4510 4511 4512 4513 4514 4515 4516 4517 <li class="md-nav__item"> 4518 <a href="../../../blog/posts/2016-03-07-release-1.2.1.88/release-1.2.1.88/" class="md-nav__link"> 4519 4520 4521 <span class="md-ellipsis"> 4522 Release 1.2.1.88 4523 </span> 4524 4525 4526 </a> 4527 </li> 4528 4529 4530 4531 4532 </ul> 4533 </nav> 4534 4535 </li> 4536 4537 4538 4539 4540 4541 4542 4543 4544 4545 4546 4547 4548 4549 4550 4551 4552 4553 <li class="md-nav__item md-nav__item--nested"> 4554 4555 4556 4557 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_3_14" > 4558 4559 4560 <label class="md-nav__link" for="__nav_3_14" id="__nav_3_14_label" tabindex="0"> 4561 4562 4563 <span class="md-ellipsis"> 4564 2015 4565 </span> 4566 4567 4568 <span class="md-nav__icon md-icon"></span> 4569 </label> 4570 4571 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_3_14_label" aria-expanded="false"> 4572 <label class="md-nav__title" for="__nav_3_14"> 4573 <span class="md-nav__icon md-icon"></span> 4574 2015 4575 </label> 4576 <ul class="md-nav__list" data-md-scrollfix> 4577 4578 4579 4580 4581 4582 4583 4584 <li class="md-nav__item"> 4585 <a href="../../../blog/posts/2015-11-21-data-filters/data-filling-filtering/" class="md-nav__link"> 4586 4587 4588 <span class="md-ellipsis"> 4589 Data Filters 4590 </span> 4591 4592 4593 </a> 4594 </li> 4595 4596 4597 4598 4599 4600 4601 4602 4603 4604 4605 <li class="md-nav__item"> 4606 <a href="../../../blog/posts/2015-11-20-commission-schemes-subclassing/commission-schemes-subclassing/" class="md-nav__link"> 4607 4608 4609 <span class="md-ellipsis"> 4610 Subclassing Commission Schemes 4611 </span> 4612 4613 4614 </a> 4615 </li> 4616 4617 4618 4619 4620 4621 4622 4623 4624 4625 4626 <li class="md-nav__item"> 4627 <a href="../../../blog/posts/2015-11-05-commission-schemes-extended/commission-schemes-extended/" class="md-nav__link"> 4628 4629 4630 <span class="md-ellipsis"> 4631 Extended Commission Schemes 4632 </span> 4633 4634 4635 </a> 4636 </li> 4637 4638 4639 4640 4641 4642 4643 4644 4645 4646 4647 <li class="md-nav__item"> 4648 <a href="../../../blog/posts/2015-10-05-multitrades/multitrades/" class="md-nav__link"> 4649 4650 4651 <span class="md-ellipsis"> 4652 MultiTrades 4653 </span> 4654 4655 4656 </a> 4657 </li> 4658 4659 4660 4661 4662 4663 4664 4665 4666 4667 4668 <li class="md-nav__item"> 4669 <a href="../../../blog/posts/2015-10-04-bar-synchronization/bar-synchronization/" class="md-nav__link"> 4670 4671 4672 <span class="md-ellipsis"> 4673 Bar Synchronization 4674 </span> 4675 4676 4677 </a> 4678 </li> 4679 4680 4681 4682 4683 4684 4685 4686 4687 4688 4689 <li class="md-nav__item"> 4690 <a href="../../../blog/posts/2015-09-25-tickdata-resample/resample-tickdata/" class="md-nav__link"> 4691 4692 4693 <span class="md-ellipsis"> 4694 Resample Tick Data 4695 </span> 4696 4697 4698 </a> 4699 </li> 4700 4701 4702 4703 4704 4705 4706 4707 4708 4709 4710 <li class="md-nav__item"> 4711 <a href="../../../blog/posts/2015-09-21-plotting-same-axis/plotting-same-axis/" class="md-nav__link"> 4712 4713 4714 <span class="md-ellipsis"> 4715 Plotting on the same Axis 4716 </span> 4717 4718 4719 </a> 4720 </li> 4721 4722 4723 4724 4725 4726 4727 4728 4729 4730 4731 <li class="md-nav__item"> 4732 <a href="../../../blog/posts/2015-09-14-write-it-down/write-it-down/" class="md-nav__link"> 4733 4734 4735 <span class="md-ellipsis"> 4736 Write It Down 4737 </span> 4738 4739 4740 </a> 4741 </li> 4742 4743 4744 4745 4746 4747 4748 4749 4750 4751 4752 <li class="md-nav__item"> 4753 <a href="../../../blog/posts/2015-09-03-multidata-strategy/multidata-strategy/" class="md-nav__link"> 4754 4755 4756 <span class="md-ellipsis"> 4757 Multiple Data Strategy 4758 </span> 4759 4760 4761 </a> 4762 </li> 4763 4764 4765 4766 4767 4768 4769 4770 4771 4772 4773 <li class="md-nav__item"> 4774 <a href="../../../blog/posts/2015-08-27-real-world-usage/real-world-usage/" class="md-nav__link"> 4775 4776 4777 <span class="md-ellipsis"> 4778 Real World Usage 4779 </span> 4780 4781 4782 </a> 4783 </li> 4784 4785 4786 4787 4788 4789 4790 4791 4792 4793 4794 <li class="md-nav__item"> 4795 <a href="../../../blog/posts/2015-08-25-data-replay/data-replay/" class="md-nav__link"> 4796 4797 4798 <span class="md-ellipsis"> 4799 Data Replay 4800 </span> 4801 4802 4803 </a> 4804 </li> 4805 4806 4807 4808 4809 4810 4811 4812 4813 4814 4815 <li class="md-nav__item"> 4816 <a href="../../../blog/posts/2015-08-24-data-multitimeframe/data-multitimeframe/" class="md-nav__link"> 4817 4818 4819 <span class="md-ellipsis"> 4820 Data Multi-Timeframe 4821 </span> 4822 4823 4824 </a> 4825 </li> 4826 4827 4828 4829 4830 4831 4832 4833 4834 4835 4836 <li class="md-nav__item"> 4837 <a href="../../../blog/posts/2015-08-23-data-resampling/data-resampling/" class="md-nav__link"> 4838 4839 4840 <span class="md-ellipsis"> 4841 Data Resampling
4842 </span> 4843 4844 4845 </a> 4846 </li> 4847 4848 4849 4850 4851 4852 4853 4854 4855 4856 4857 <li class="md-nav__item"> 4858 <a href="../../../blog/posts/2015-08-21-pandas-datafeed/pandas-datafeed/" class="md-nav__link"> 4859 4860 4861 <span class="md-ellipsis"> 4862 Pandas Data Feed 4863 </span> 4864 4865 4866 </a> 4867 </li> 4868 4869 4870 4871 4872 4873 4874 4875 4876 4877 4878 <li class="md-nav__item"> 4879 <a href="../../../blog/posts/2015-08-16-backtesting-with-almost-no-programming/backtesting-with-almost-no-programming/" class="md-nav__link"> 4880 4881 4882 <span class="md-ellipsis"> 4883 Backtesting with almost no Programming 4884 </span> 4885 4886 4887 </a> 4888 </li> 4889 4890 4891 4892 4893 4894 4895 4896 4897 4898 4899 <li class="md-nav__item"> 4900 <a href="../../../blog/posts/2015-08-12-observers-and-statistics/observers-and-statistics/" class="md-nav__link"> 4901 4902 4903 <span class="md-ellipsis"> 4904 Observers and Statistics 4905 </span> 4906 4907 4908 </a> 4909 </li> 4910 4911 4912 4913 4914 4915 4916 4917 4918 4919 4920 <li class="md-nav__item"> 4921 <a href="../../../blog/posts/2015-08-11-datafeed-development/datafeed-development/" class="md-nav__link"> 4922 4923 4924 <span class="md-ellipsis"> 4925 Data Feed Developmend 4926 </span> 4927 4928 4929 </a> 4930 </li> 4931 4932 4933 4934 4935 4936 4937 4938 4939 4940 4941 <li class="md-nav__item"> 4942 <a href="../../../blog/posts/2015-08-08-order-creation-execution/order-creation-execution/" class="md-nav__link"> 4943 4944 4945 <span class="md-ellipsis"> 4946 Order Creation & Execution 4947 </span> 4948 4949 4950 </a> 4951 </li> 4952 4953 4954 4955 4956 4957 4958 4959 4960 4961 4962 <li class="md-nav__item"> 4963 <a href="../../../blog/posts/2015-08-07-extending-a-datafeed/extending-a-datafeed/" class="md-nav__link"> 4964 4965 4966 <span class="md-ellipsis"> 4967 Extending a Data Feed 4968 </span> 4969 4970 4971 </a> 4972 </li> 4973 4974 4975 4976 4977 4978 4979 4980 4981 4982 4983 <li class="md-nav__item"> 4984 <a href="../../../blog/posts/2015-08-06-csv-data-feed-development/csv-data-feed-development/" class="md-nav__link"> 4985 4986 4987 <span class="md-ellipsis"> 4988 CSV Data Feed Development 4989 </span> 4990 4991 4992 </a> 4993 </li> 4994 4995 4996 4997 4998 4999 5000 5001 5002 5003 5004 <li class="md-nav__item"> 5005 <a href="../../../blog/posts/2015-08-04-generic-csv-datafeed/generic-csv-datafeed/" class="md-nav__link"> 5006 5007 5008 <span class="md-ellipsis"> 5009 Generic CSV Data Feed 5010 </span> 5011 5012 5013 </a> 5014 </li> 5015 5016 5017 5018 5019 5020 5021 5022 5023 5024 5025 <li class="md-nav__item"> 5026 <a href="../../../blog/posts/2015-07-31-commission-schemes-updated/commission-schemes-updated/" class="md-nav__link"> 5027 5028 5029 <span class="md-ellipsis"> 5030 Commission Schemes - Updated 5031 </span> 5032 5033 5034 </a> 5035 </li> 5036 5037 5038 5039 5040 5041 5042 5043 5044 5045 5046 <li class="md-nav__item"> 5047 <a href="../../../blog/posts/2015-07-26-commission-schemes/commission-schemes/" class="md-nav__link"> 5048 5049 5050 <span class="md-ellipsis"> 5051 Commission Schemes 5052 </span> 5053 5054 5055 </a> 5056 </li> 5057 5058 5059 5060 5061 5062 5063 5064 5065 5066 5067 <li class="md-nav__item"> 5068 <a href="../../../blog/posts/2015-07-23-multicore-optimization/multicore-optimization/" class="md-nav__link"> 5069 5070 5071 <span class="md-ellipsis"> 5072 Multicore Optimization 5073 </span> 5074 5075 5076 </a> 5077 </li> 5078 5079 5080 5081 5082 5083 5084 5085 5086 5087 5088 <li class="md-nav__item"> 5089 <a href="../../../blog/posts/2015-07-20-extending-an-indicator/extending-an-indicator/" class="md-nav__link"> 5090 5091 5092 <span class="md-ellipsis"> 5093 Extending an Indicator 5094 </span> 5095 5096 5097 </a> 5098 </li> 5099 5100 5101 5102 5103 5104 5105 5106 5107 5108 5109 <li class="md-nav__item"> 5110 <a href="../../../blog/posts/2015-07-18-developing-an-indicator/developing-an-indicator/" class="md-nav__link"> 5111 5112 5113 <span class="md-ellipsis"> 5114 Developing an Indicator 5115 </span> 5116 5117 5118 </a> 5119 </li> 5120 5121 5122 5123 5124 </ul> 5125 </nav> 5126 5127 </li> 5128 5129 5130 5131 5132 </ul> 5133 </nav> 5134 5135 </li> 5136 5137 5138 5139 5140 5141 5142 5143 5144 5145 5146 5147 5148 5149 5150 5151 5152 5153 5154 5155 5156 5157 <li class="md-nav__item md-nav__item--active md-nav__item--section md-nav__item--nested"> 5158 5159 5160 5161 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_4" checked> 5162 5163 5164 <label class="md-nav__link" for="__nav_4" id="__nav_4_label" tabindex=""> 5165 5166 5167 <span class="md-ellipsis"> 5168 Recipes/Resources 5169 </span> 5170 5171
5172 <span class="md-nav__icon md-icon"></span> 5173 </label> 5174 5175 <nav class="md-nav" data-md-level="1" aria-labelledby="__nav_4_label" aria-expanded="true"> 5176 <label class="md-nav__title" for="__nav_4"> 5177 <span class="md-nav__icon md-icon"></span> 5178 Recipes/Resources 5179 </label> 5180 <ul class="md-nav__list" data-md-scrollfix> 5181 5182 5183 5184 5185 5186 5187 5188 <li class="md-nav__item"> 5189 <a href="../../intro/" class="md-nav__link"> 5190 5191 5192 <span class="md-ellipsis"> 5193 Introduction 5194 </span> 5195 5196 5197 </a> 5198 </li> 5199 5200 5201 5202 5203 5204 5205 5206 5207 5208 5209 5210 5211 5212 5213 5214 5215 5216 <li class="md-nav__item md-nav__item--nested"> 5217 5218 5219 5220 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_4_2" > 5221 5222 5223 <label class="md-nav__link" for="__nav_4_2" id="__nav_4_2_label" tabindex="0"> 5224 5225 5226 <span class="md-ellipsis"> 5227 Indicators 5228 </span> 5229 5230 5231 <span class="md-nav__icon md-icon"></span> 5232 </label> 5233 5234 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_4_2_label" aria-expanded="false"> 5235 <label class="md-nav__title" for="__nav_4_2"> 5236 <span class="md-nav__icon md-icon"></span> 5237 Indicators 5238 </label> 5239 <ul class="md-nav__list" data-md-scrollfix> 5240 5241 5242 5243 5244 5245 5246 5247 <li class="md-nav__item"> 5248 <a href="../../indicators/intro/" class="md-nav__link"> 5249 5250 5251 <span class="md-ellipsis"> 5252 Introduction 5253 </span> 5254 5255 5256 </a> 5257 </li> 5258 5259 5260 5261 5262 5263 5264 5265 5266 5267 5268 <li class="md-nav__item"> 5269 <a href="../../indicators/ash/ash/" class="md-nav__link"> 5270 5271 5272 <span class="md-ellipsis"> 5273 Absolute Strength Histogram 5274 </span> 5275 5276 5277 </a> 5278 </li> 5279 5280 5281 5282 5283 5284 5285 5286 5287 5288 5289 <li class="md-nav__item"> 5290 <a href="../../indicators/crsi/crsi/" class="md-nav__link"> 5291 5292 5293 <span class="md-ellipsis"> 5294 Connors RSI 5295 </span> 5296 5297 5298 </a> 5299 </li> 5300 5301 5302 5303 5304 5305 5306 5307 5308 5309 5310 <li class="md-nav__item"> 5311 <a href="../../indicators/donchian/donchian/" class="md-nav__link"> 5312 5313 5314 <span class="md-ellipsis"> 5315 Donchian Channels 5316 </span> 5317 5318 5319 </a> 5320 </li> 5321 5322 5323 5324 5325 5326 5327 5328 5329 5330 5331 <li class="md-nav__item"> 5332 <a href="../../indicators/mfi/mfi/" class="md-nav__link"> 5333 5334 5335 <span class="md-ellipsis"> 5336 Money Flow Indicator 5337 </span> 5338 5339 5340 </a> 5341 </li> 5342 5343 5344 5345 5346 5347 5348 5349 5350 5351 5352 <li class="md-nav__item"> 5353 <a href="../../indicators/stochastic/stochastic/" class="md-nav__link"> 5354 5355 5356 <span class="md-ellipsis"> 5357 Stochastic (Generic) 5358 </span> 5359 5360 5361 </a> 5362 </li> 5363 5364 5365 5366 5367 5368 5369 5370 5371 5372 5373 <li class="md-nav__item"> 5374 <a href="../../indicators/stochrsi/stochrsi/" class="md-nav__link"> 5375 5376 5377 <span class="md-ellipsis"> 5378 StochRSI 5379 </span> 5380 5381 5382 </a> 5383 </li> 5384 5385 5386 5387 5388 </ul> 5389 </nav> 5390 5391 </li> 5392 5393 5394 5395 5396 5397 5398 5399 5400 5401 5402 5403 5404 5405 5406 5407 5408 5409 5410 5411 <li class="md-nav__item md-nav__item--active md-nav__item--nested"> 5412 5413 5414 5415 <input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_4_3" checked> 5416 5417 5418 <label class="md-nav__link" for="__nav_4_3" id="__nav_4_3_label" tabindex="0"> 5419 5420 5421 <span class="md-ellipsis"> 5422 Stores/Brokers/Data Feeds 5423 </span> 5424 5425 5426 <span class="md-nav__icon md-icon"></span> 5427 </label> 5428 5429 <nav class="md-nav" data-md-level="2" aria-labelledby="__nav_4_3_label" aria-expanded="true"> 5430 <label class="md-nav__title" for="__nav_4_3">
5431 <span class="md-nav__icon md-icon"></span> 5432 Stores/Brokers/Data Feeds 5433 </label> 5434 <ul class="md-nav__list" data-md-scrollfix> 5435 5436 5437 5438 5439 5440 5441 5442 5443 5444 <li class="md-nav__item md-nav__item--active"> 5445 5446 <input class="md-nav__toggle md-toggle" type="checkbox" id="__toc"> 5447 5448 5449 5450 5451 5452 <a href="./" class="md-nav__link md-nav__link--active"> 5453 5454 5455 <span class="md-ellipsis"> 5456 Introduction 5457 </span> 5458 5459 5460 </a> 5461 5462 </li> 5463 5464 5465 5466 5467 5468 5469 5470 5471 5472 5473 <li class="md-nav__item"> 5474 <a href="../bt-ccxt-store/bt-ccxt-store/" class="md-nav__link"> 5475 5476 5477 <span class="md-ellipsis"> 5478 bt-ccxt-store 5479 </span> 5480 5481 5482 </a> 5483 </li> 5484 5485 5486 5487 5488 5489 5490 5491 5492 5493 5494 <li class="md-nav__item"> 5495 <a href="../mql5/mql5/" class="md-nav__link"> 5496 5497 5498 <span class="md-ellipsis"> 5499 Metaquotes MQL 5 - API 5500 </span> 5501 5502 5503 </a> 5504 </li> 5505 5506 5507 5508 5509 5510 5511 5512 5513 5514 5515 <li class="md-nav__item"> 5516 <a href="../norgatedata/norgatedata/" class="md-nav__link"> 5517 5518 5519 <span class="md-ellipsis"> 5520 NorgateData 5521 </span> 5522 5523 5524 </a> 5525 </li> 5526 5527 5528 5529 5530 5531 5532 5533 5534 5535 5536 <li class="md-nav__item"> 5537 <a href="../oandav20/oandav20/" class="md-nav__link"> 5538 5539 5540 <span class="md-ellipsis"> 5541 Oanda v20 5542 </span> 5543 5544 5545 </a> 5546 </li> 5547 5548 5549 5550 5551 5552 5553 5554 5555 5556 5557 <li class="md-nav__item"> 5558 <a href="../tradingview/tradingview/" class="md-nav__link"> 5559 5560 5561 <span class="md-ellipsis"> 5562 TradingView 5563 </span> 5564 5565 5566 </a> 5567 </li> 5568 5569 5570 5571 5572 </ul> 5573 </nav> 5574 5575 </li> 5576 5577 5578 5579 5580 </ul> 5581 </nav> 5582 5583 </li> 5584 5585 5586 5587 </ul> 5588</nav> 5589 </div> 5590 </div> 5591 </div> 5592 5593 5594 5595 <div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" > 5596 <div class="md-sidebar__scrollwrap"> 5597 <div class="md-sidebar__inner"> 5598 5599 5600<nav class="md-nav md-nav--secondary" aria-label="Table of contents"> 5601 5602 5603 5604 5605 5606 5607</nav> 5608 </div> 5609 </div> 5610 </div> 5611 5612 5613 5614 <div class="md-content" data-md-component="content"> 5615 <article class="md-content__inner md-typeset"> 5616 5617 5618 5619 5620 5621 5622 5623<h1 id="introduction">Introduction</h1> 5624<p>This section host a collection of third-party <em>Stores</em> (or individual <em>Broker</em> 5625/ <em>Data Feed</em>) implementations which are not part of the <em>backtrader</em> core.</p> 5626 5627 5628 5629 5630 5631 5632 5633 5634 5635 5636 5637 5638 5639 5640 5641 5642 </article> 5643 </div> 5644 5645
5646<script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script>
5646 5647 </div> 5648 5649 </main> 5650 5651 <footer class="md-footer"> 5652 5653 <div class="md-footer-meta md-typeset"> 5654 <div class="md-footer-meta__inner md-grid"> 5655 <div class="md-copyright"> 5656 5657 <div class="md-copyright__highlight"> 5658 (C) 2015-2024 Daniel Rodriguez 5659 </div> 5660 5661 5662</div> 5663 5664 <div class="md-social"> 5665 5666 5667 5668 5669 5670 5671 5672 5673 <a href="https://github.com/backtrader/backtrader" target="_blank" rel="noopener" title="github.com" class="md-social__link"> 5674 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 496 512"><!--! Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc.--><path d="M165.9 397.4c0 2-2.3 3.6-5.2 3.6-3.3.3-5.6-1.3-5.6-3.6 0-2 2.3-3.6 5.2-3.6 3-.3 5.6 1.3 5.6 3.6zm-31.1-4.5c-.7 2 1.3 4.3 4.3 4.9 2.6 1 5.6 0 6.2-2s-1.3-4.3-4.3-5.2c-2.6-.7-5.5.3-6.2 2.3zm44.2-1.7c-2.9.7-4.9 2.6-4.6 4.9.3 2 2.9 3.3 5.9 2.6 2.9-.7 4.9-2.6 4.6-4.6-.3-1.9-3-3.2-5.9-2.9zM244.8 8C106.1 8 0 113.3 0 252c0 110.9 69.8 205.8 169.5 239.2 12.8 2.3 17.3-5.6 17.3-12.1 0-6.2-.3-40.4-.3-61.4 0 0-70 15-84.7-29.8 0 0-11.4-29.1-27.8-36.6 0 0-22.9-15.7 1.6-15.4 0 0 24.9 2 38.6 25.8 21.9 38.6 58.6 27.5 72.9 20.9 2.3-16 8.8-27.1 16-33.7-55.9-6.2-112.3-14.3-112.3-110.5 0-27.5 7.6-41.3 23.6-58.9-2.6-6.5-11.1-33.3 2.6-67.9 20.9-6.5 69 27 69 27 20-5.6 41.5-8.5 62.8-8.5s42.8 2.9 62.8 8.5c0 0 48.1-33.6 69-27 13.7 34.7 5.2 61.4 2.6 67.9 16 17.7 25.8 31.5 25.8 58.9 0 96.5-58.9 104.2-114.8 110.5 9.2 7.9 17 22.9 17 46.4 0 33.7-.3 75.4-.3 83.6 0 6.5 4.6 14.4 17.3 12.1C428.2 457.8 496 362.9 496 252 496 113.3 383.5 8 244.8 8zM97.2 352.9c-1.3 1-1 3.3.7 5.2 1.6 1.6 3.9 2.3 5.2 1 1.3-1 1-3.3-.7-5.2-1.6-1.6-3.9-2.3-5.2-1zm-10.8-8.1c-.7 1.3.3 2.9 2.3 3.9 1.6 1 3.6.7 4.3-.7.7-1.3-.3-2.9-2.3-3.9-2-.6-3.6-.3-4.3.7zm32.4 35.6c-1.6 1.3-1 4.3 1.3 6.2 2.3 2.3 5.2 2.6 6.5 1 1.3-1.3.7-4.3-1.3-6.2-2.2-2.3-5.2-2.6-6.5-1zm-11.4-14.7c-1.6 1-1.6 3.6 0 5.9 1.6 2.3 4.3 3.3 5.6 2.3 1.6-1.3 1.6-3.9 0-6.2-1.4-2.3-4-3.3-5.6-2z"/></svg> 5675 </a> 5676 5677 5678 5679 5680 5681 5682 5683 5684 <a href="https://www.linkedin.com/in/daniel-rodriguez-66a6047/" target="_blank" rel="noopener" title="www.linkedin.com" class="md-social__link"> 5685 <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc.--><path d="M416 32H31.9C14.3 32 0 46.5 0 64.3v383.4C0 465.5 14.3 480 31.9 480H416c17.6 0 32-14.5 32-32.3V64.3c0-17.8-14.4-32.3-32-32.3zM135.4 416H69V202.2h66.5V416zm-33.2-243c-21.3 0-38.5-17.3-38.5-38.5S80.9 96 102.2 96c21.2 0 38.5 17.3 38.5 38.5 0 21.3-17.2 38.5-38.5 38.5zm282.1 243h-66.4V312c0-24.8-.5-56.7-34.5-56.7-34.6 0-39.9 27-39.9 54.9V416h-66.4V202.2h63.7v29.2h.9c8.9-16.8 30.6-34.5 62.9-34.5 67.2 0 79.7 44.3 79.7 101.9V416z"/></svg> 5686 </a> 5687 5688</div> 5689 5690 </div> 5691 </div> 5692</footer> 5693 5694 </div> 5695 <div class="md-dialog" data-md-component="dialog"> 5696 <div class="md-dialog__inner md-typeset"></div> 5697 </div> 5698 5699 5700
5700<script id="__config" type="application/json">{"base": "../../..", "features": ["content.code.copy", "navigation.path", "navigation.tabs", "navigation.tabs.sticky", "navigation.tracking", "search.highlight", "search.share", "search.suggest"], "search": "../../../assets/javascripts/workers/search.b8dbb3d2.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version": "Select version"}}</script>
5700 5701 5702 5703
5703<script src="../../../assets/javascripts/bundle.bd41221c.min.js"></script>
5703 5704 5705 5706
5706<script>document$.subscribe(() => {document.querySelectorAll('.glightbox').forEach(function(element) { 5707 var imgSrc = element.querySelector('img').src; 5708 element.setAttribute('href', imgSrc); 5709}); 5710const lightbox = GLightbox({"touchNavigation": true, "loop": false, "zoomable": true, "draggable": true, "openEffect": "zoom", "closeEffect": "zoom", "slideEffect": "slide"});})</script>
5710<script type="module" src="https://static.cloudflareinsights.com/beacon.min.js/v31edd6df95cf4e85bb4c19e7a9bdbcba1788362987495" integrity="sha512-iIg7k2xntmwu6/uSb5tpc/hySgZc4eoL31yB29W6tJFo2akwjPWcEqnCEdJvGexCL0KEQwVYv5BlowfhVz26hg==" data-cf-beacon='{"version":"2024.11.0","token":"ef7b67f603cd47c196f979aa2c0dfa78","r":1,"spa":2}' crossorigin="anonymous"></script>
5710 5711</body> 5712</html>
Line numbers count LF bytes from the start of the resource, as the search results do. Vendor segments are library code the classifier recognised; they are stored but not indexed. Bytes are shown as Latin1 characters, one per byte.