@run-out said in Cancelling Bracket order following closing of the main side:
Normally when using a list or dictionary to track orders, if you remove the orders from the list at the right spots, there should be no issues with the list.
However, I tend to get a bit cautious (lazy?) and insert a clause at the beginning of next() that checks if:
Are there any open positions, and...
Are there any live orders.
If there are no open positions and no live orders, really the list should be empty. The code looks something like:
def next(self):
if self.position.size == 0 and len([o for o in self.o_li if o.status < 4]) == 0:
self.o_li = list()
Order status of 4 is completed, and higher are all dead orders.
Then another thing I notice in your code is that you have bracket orders with purchase price which is fine. But if the stock trends permanantly away from your purchase price, you will be left with a set of orders that will never fill, blocking future intended orders, since there are open orders.
Since in your bracket orders you entering the market at last close, probably best to leave exectype as Market and no plimit, or alternatively insert a valid period so the bracket expires after so many bars.
