J
how can I have both of the two exist condition ?
1 normal 'self.sell()' with sma condition meet.
2 'self.sell(exectype=bt.Order.StopTrail, price=self.buyprice * (1 - 0.10))'
in function notify_order(), i set the stop tail order.
when 1) is meet and trigered, how to cancel the 2) automaticlly?
thanks
# Create a Stratey
class TestDoubleSMAStrategy(bt.Strategy):
params = (
('maperiod1', 5),
('maperiod2', 20),
)
def log(self, txt, dt=None):
dt = dt or self.datas[0].datetime.date(0)
print('%s, %s' % (dt.isoformat(), txt))
def __init__(self):
self.dataclose = self.datas[0].close
self.sma1 = bt.indicators.SimpleMovingAverage(
self.datas[0], period=self.params.maperiod1)
self.sma2 = bt.indicators.SimpleMovingAverage(
self.datas[0], period=self.params.maperiod2)
def notify_order(self, order):
if order.status in [order.Submitted, order.Accepted]:
# Buy/Sell order submitted/accepted to/by broker - Nothing to do
return
# Check if an order has been completed
# Attention: broker could reject order if not enougth cash
if order.status in [order.Completed, order.Canceled, order.Margin]:
if order.isbuy():
self.log(
'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
(order.executed.price,
order.executed.value,
order.executed.comm))
pass
buyprice = order.executed.price
self.sell(exectype=bt.Order.StopTrail, price=buyprice * (1 - 0.20)) #### sell 2)
elif order.issell():
self.log(
'SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
(order.executed.price,
order.executed.value,
order.executed.comm))
pass
self.bar_executed = len(self)
# Write down: no pending order
self.order = None
def next(self):
# Simply log the closing price of the series from the reference
# print(self.datas[0], self.sma0[0], self.sma1[0])
# print(self.datas[0])
# Check if we are in the market
if not self.position:
# Not yet ... we MIGHT BUY if ...
if self.sma1[0] > self.sma2[0]:
# BUY, BUY, BUY!!! (with all possible default parameters)
self.log('BUY CREATE, %.2f' % self.dataclose[0])
# Keep track of the created order to avoid a 2nd order
self.order = self.buy(exectype=bt.Order.Market)
else:
if self.sma1[0] < self.sma2[0]:
# SELL, SELL, SELL!!! (with all possible default parameters)
self.log('SELL CREATE, %.2f' % self.dataclose[0])
# Keep track of the created order to avoid a 2nd order
self.order = self.sell(exectype=bt.Order.Market) #### sell 1)
pass
