Stoploss not "working" on first day of trade

[Jakub Jaśkowiec]

Re: Stoploss not "working" on first day of trade

I have the same problem as in the attached topic: I have a bracket order (buy and stoploss) and the "stoploss" is not executed on the same day as "buy" despite the fact that the lowest price is lower than the stoploss

[Jakub Jaśkowiec]

the bracket orders:

buy_order = self.buy(
data=self.datas[self.i], size=self.getsizing(self.datas[self.i]), exectype=bt.Order.Limit, 
price=price * buy_price_multiplier, 
transmit=False)

self.stop_loss = self.sell(
exectype=bt.Order.StopLimit, 
price=price * stop_price_multiplier, 
parent=buy_order,
plimit=price*stop_limit_price_multiplier,
size=self.getsizing(self.datas[self.i]), 
data=self.datas[self.i])

log:

2023-08-07, + BUY 19225 PTF @ 49.30 LIMIT ($934764)
2023-08-07, + STOP LOSS PTF @ 47.65 LIMIT 47.65
2023-08-08, Ticker: PTF Order Status: Submitted, Type: Buy, Execution Type: Limit
2023-08-08, Ticker: PTF Order Status: Submitted, Type: Sell, Execution Type: StopLimit
2023-08-08, Ticker: PTF Order Status: Accepted, Type: Buy, Execution Type: Limit
2023-08-08, Ticker: PTF Order Status: Accepted, Type: Sell, Execution Type: StopLimit
2023-08-08, Ticker: SPY Order Status: Completed, Type: Sell, Execution Type: Limit
2023-08-08, Ticker: PTF Order Status: Completed, Type: Buy, Execution Type: Limit
2023-08-08,  BUY PTF EXECUTED at 48.37, cost 929957.63, com 65.10

prices of PTF on that day:

2023-08-08,48.369999,48.369999,47.480000,48.040001,48.040001,128800

[Jakub Jaśkowiec]

@lampalork @ab_trader were you able to come up with some solution regarding this problem?