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@backtrader

My goal is described in my old post:

https://community.backtrader.com/topic/1076/daily-upper-and-lower-bound-of-price/3

Only here I am trying to take into account daily upper and lower bound of price for target order.

target order or not, I did try to follow your suggestion in old post, but:

Having a custom Sizer

This wont work for me since my order are with specific size, a global custom Sizer will be overwritten.

2.Having a commission scheme

I read the custom commission scheme, dont see how this will work. The

only pass in the execution price for orders, not previous bar's (when the order is created) close price, I wont be able to compare these two prices thus impose an inf commission accordingly.

Official name for such trading restriction is called daily maximum price fluctuation I think, and it is common in commodity futures as well, might be a good idea to implement such feature natively.