Daily upper and lower bound of price
Yi Fang last edited by Yi Fang
Is there a native way to incorporate daily upper and lower bound limit into
order? What I mean is, for example, in Chinese stock market the price of any stock on any particular date may only go up by 10% or down by 10% based on previous date's close price. So if price go up by 10%, one can no longer buy it(as there will be many buy order but no sell order in the market, which is why the price go up by 10% in the first place).
I try to take into account of such nature of stockmarket by:
def next() ..... ..... if condition: self.order = self.buy(exectype = bt.Order.Limit, price = self.data.close * 1.1)
But what if the
conditionis examined once n bars and the order need to raise limit each bar until it is executed?
It doesn't seem a fit for an
Order, which is just an information carrier (you say what you want and the exchange/broker tells you what you got)
You might try things like.
Yi Fang last edited by
Thank you for your reply! I will try both out! It might be a great idea to incorporate this in backtrader, as it is (to my knowledge) very common in some stock market, eg. 10% for Taiwan, 30% for Korea, 21.25% upper and 18.75% lower for France (weird isnt it).