Enrique Romualdez

Hey all, Attempting to figure this out now. I am a bit lost on the best approach as so far, what I've come up with might not exactly be the...

Solved. If anyone else is interested in my fix, please feel free to send me an email: [email protected]

Hi @JamesKBowler , sorry I wasn't able to get back to you right away. I'd be happy to post my fix here. I'll try my best to explain how it...

Hi @JamesKBowler, Not at problem at all! I appreciate your input on my approach! Very good points indeed. Am I right to assume that the reason for the order of...

@JamesKBowler Here's an updated version of the code snippet above: ``` self.cur_time = event.time self.strategy.calculate_signals(event, self.portfolio, self.portfolio_handler, self.execution_handler ) self.portfolio_handler.update_portfolio_value() if self.strategy.bars > self.strategy.lookback: # Setting the benchmark to start...

Hey all @mhallsmoore, @ryankennedyio, @DirkFR, @tomhunter-gh Has this been settled yet? I'm currently in the process of creating something similar; an ATR based stop loss subclass within the Risk Manager,...

Hi @JamesKBowler, thanks for the help! I actually posted my solution here: #210. A totally separate issue, but would you happen to have any suggestions for how to best solve...

Hi @JamesKBowler, Went through the code and it looks perfectly fine to me. I haven't made an separate ATR indicator, but I've coded up an ATR Stop Loss and Keltner...

Hi @cqiaoYc, Not sure if this will help, but I did run into issues when I ran this with Python 3.6. I was recommended to use an older Anaconda Distribution...

@cqiaoYc You're welcome! If the fix worked, would you mind closing this issue as well? Thanks!