Plotting StopLoss orders

[reynard80]

When I use stoploss orders, these are plotted when they are accepted, not when they are actually executed. This results in double buy/sell markers in my plots, when an order is placed with a stoploss. See the screen below (with both long and short orders for opening a position with a stoploss, resulting in a double marker).

Wouldn't it make more sense to actually plot an order when it is executed? The stoploss orders would then just be plotted when the position is closed.

Thanks for the great work on BT!

[backtrader]

@reynard80 said in Plotting StopLoss orders:

When I use stoploss orders

A stoploss order doesn't exist. It's a concept you use to try to limit your losses. You implement the concept using the available execution types.

You may wish to share the code you use to create that, else there is no way to know what you mean.

[reynard80]

@backtrader I use a StopTrail or StopTrailLimit order for a stoploss. For example, when a Limit or Market order is completed, a stoploss is set with the following code:

            if order.getordername() in ['Market', 'Limit']:
                # For regular orders
                self.order = None

                # Create stoploss order if applicable
                if order.status == order.Completed:
                    if self.p.stoptype:
                        if self.getposition(data=self.posdata):
                            # Open position (and no open orders, above)
                            # Evaluate postion exit for stoploss

                            possize = self.getposition(data=self.posdata).size
                            if possize > 0:
                                # Long position
                                price = None
                                plimit = None
                                trailpercent = None

                                if self.p.stoptype == bt.Order.StopTrailLimit:
                                    price = self.middata.close[0]  # Base price for trailing stop
                                    plimit = self.middata.close[0] + self.p.limitoffset  # Price of limit order
                                    trailpercent = self.p.trailpercent  # Percentage of trailing stop

                                elif self.p.stoptype == bt.Order.StopTrail:
                                    price = self.middata.close[0]  # Base price for trailing stop
                                    trailpercent = self.p.trailpercent  # Percentage of trailing stop

                                stoporderexitkwargs = dict(
                                    data=self.compdata,
                                    size=self.p.stake,
                                    exectype=self.p.stoptype,
                                    price=price,
                                    plimit=plimit,
                                    trailpercent=trailpercent,
                                    valid=self.p.valid
                                )

                                # print('Add stoploss order')
                                self.stoporder = self.sell(**stoporderexitkwargs)
                                self.orderid.append(self.stoporder)