Short order not triggering

[Mark O'Neill]

I have a strategy that enters both long and short positions (one open position at a time) based on some conditions that are in my CSV.

The long positions are opening and closing without issue but the short positions are not.

I think there is an issue with the def next(self) method but I can't figure it out.

Can someone offer any advice?

import backtrader as bt
import datetime

class PercentSizer(bt.Sizer):
params = (('percent', 0.05), ('leverage', 2.0))

def _getsizing(self, comminfo, cash, data, isbuy):
    """Returns the proper sizing"""

    if isbuy:    # Buying
        size = cash * self.params.leverage / data.close[0] * self.params.percent
    else:    # Selling
        size = self.broker.getposition(data).size * self.params.percent

    return size

class CustomCSVData(bt.feeds.GenericCSVData):
# Add lines
lines = ('psar', 'trend', 'ma',)

# Add parameters
params = (('psar', 5), ('trend', 6), ('ma', 7))

# Specify the timeframe
timeframe = bt.TimeFrame.Minutes

class MyStrategy(bt.Strategy):
def init(self):
self.datapsar = self.datas[0].psar
self.datatrend = self.datas[0].trend
self.datama = self.datas[0].ma
self.dataclose = self.datas[0].close
self.order = None # To keep track of pending orders
self.trade_count = 0 # To count number of trades
self.tradeid = 1 # Trade ID

def log(self, txt, dt=None):
    ''' Logging function for this strategy'''
    dt = dt or self.data.datetime.datetime(0)  # Changed from .date to .datetime
    print(f'{dt.isoformat()}, {txt}')

def notify_order(self, order):
    if order.status in [order.Submitted, order.Accepted]:
        return
    if order.status in [order.Completed]:
        if order.isbuy():
            self.log('Trade ID: %d, BUY EXECUTED, Price: %.2f, Cost: %.2f, Size: %.2f' %
                     (self.tradeid, order.executed.price, order.executed.value, order.executed.size))
        else:
             self.log('Trade ID: %d, SELL EXECUTED, Price: %.2f, Cost: %.2f, Size: %.2f' %
                     (self.tradeid, order.executed.price, order.executed.value, order.executed.size))
        self.order = None  # No pending orders

    elif order.status in [order.Canceled, order.Margin, order.Rejected]:
        self.log('Order Canceled/Margin/Rejected')
        self.order = None  # No pending orders

def notify_trade(self, trade):
    if trade.isclosed:
        self.trade_count += 1
        self.log(f'Operation profit, gross {trade.pnl:.2f}, net {trade.pnlcomm:.2f}, Trade ID: {self.tradeid}')
        self.tradeid += 1  # Increment trade ID when trade is closed


def next(self):
    if self.order:  # If there is a pending order, don't place another one
        return
    
    if not self.position:  # If we are not in the market
        self.log('datatrend: {}, dataclose: {}, datama: {}'.format(self.datatrend[0], self.dataclose[0], self.datama[0]))
        if self.datatrend[0] == 1 and self.dataclose[0] > self.datama[0]:  # Long entry condition
            self.log('Long entry condition met')
            self.order = self.buy(exectype=bt.Order.Market)
        elif self.datatrend[0] == 2 and self.dataclose[0] < self.datama[0]:  # Short entry condition
            self.log('Short entry condition met')
            self.order = self.sell(exectype=bt.Order.Market)
    else:  # If we are already in the market
        if self.position.size > 0 and (self.datatrend[0] == 2 or self.dataclose[0] < self.datapsar[0]):  # Long exit condition
            self.log('Long exit condition met')
            self.order = self.close(exectype=bt.Order.Market)
        elif self.position.size < 0 and (self.datatrend[0] == 1 or self.dataclose[0] > self.datapsar[0]):  # Short exit condition
            self.log('Short exit condition met')
            self.order = self.close(exectype=bt.Order.Market)

if name == 'main':
cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)

data = CustomCSVData(
    dataname='ETH.csv',
    nullvalue=0.0,
    dtformat=('%Y-%m-%dT%H:%M:%S'),
    datetime=0,
    high=2,
    low=3,
    open=1,
    close=4,
    volume=-1,
    openinterest=-1,
    timeframe=bt.TimeFrame.Minutes,
    compression=30
)

cerebro.adddata(data)
cerebro.broker.setcash(10000.0)
# cerebro.addsizer(bt.sizers.FixedSize, stake=10)
cerebro.addsizer(PercentSizer, percent=0.05, leverage=10.0)  # Use 10% of available cash
cerebro.addwriter(bt.WriterFile, out='mylog.csv', csv=True)

strats = cerebro.run()

print(f"Final Portfolio Value: {cerebro.broker.getvalue()}")
print(f"Number of trades: {strats[0].trade_count}")

[Mark O'Neill]

I managed to fix this issue. My position size was trying to place a positive stake amount for a short trade and it needs to be a negative amount.