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Question regarding trade prices



  • Hello,

    I am having a problem with the trade prices for the example below.
    The line before order begins shows the datetime and the price at that candle. the order begins in the next candle and in the first line after --ORDER BEGIN you can see the ohlc of that candle.

    The buy occurs at price 1.01643, which is the opening price of the next candle as expected.
    According to the log the sell price is 1.01643, though I was expecting to sell for 1.0144 which is the opening price of that candle. What might have gone wrong here?

    I am buying with self.buy() and selling with self.sell().

    2017-04-26 22:35:00 2017-04-26 22:35:00 entry: 1.01635
    -------------------------------------------------- ORDER BEGIN 2017-04-26 22:36:00
    1.01643 1.01695 1.01594 1.01597
    Ref: 1
    OrdType: 0
    OrdType: Buy
    Status: 4
    Status: Completed
    Size: 10
    Price: None
    Price Limit: None
    TrailAmount: None
    TrailPercent: None
    ExecType: 0
    ExecType: Market
    CommInfo: <backtrader.comminfo.CommInfoBase object at 0x113c64be0>
    End of Session: 736445.9999999999
    Info: AutoOrderedDict()
    Broker: None
    Alive: False
    -------------------------------------------------- ORDER END
    -------------------------------------------------- TRADE BEGIN 2017-04-26 22:36:00
    1.01643 1.01695 1.01594 1.01597
    ref:1
    data:<utils.customcsv.HistData object at 0x113c1a630>
    tradeid:0
    size:10
    price:1.01643
    value:10.164299999999999
    commission:0.0
    pnl:0.0
    pnlcomm:0.0
    justopened:True
    isopen:True
    isclosed:False
    baropen:18462
    dtopen:736445.9416666667
    barclose:0
    dtclose:0.0
    barlen:0
    historyon:False
    history:[]
    status:1
    -------------------------------------------------- TRADE END
    
    2017-04-26 23:01:00 2017-04-26 23:01:00 stop loss: 1.01438
    
    -------------------------------------------------- ORDER BEGIN 2017-04-26 23:02:00
    1.0144 1.01446 1.01384 1.01417
    Ref: 2
    OrdType: 1
    OrdType: Sell
    Status: 4
    Status: Completed
    Size: -10
    Price: None
    Price Limit: None
    TrailAmount: None
    TrailPercent: None
    ExecType: 0
    ExecType: Market
    CommInfo: <backtrader.comminfo.CommInfoBase object at 0x113c64be0>
    End of Session: 736445.9999999999
    Info: AutoOrderedDict()
    Broker: None
    Alive: False
    -------------------------------------------------- ORDER END
    -------------------------------------------------- TRADE BEGIN 2017-04-26 23:02:00
    1.0144 1.01446 1.01384 1.01417
    ref:1
    data:<utils.customcsv.HistData object at 0x113c1a630>
    tradeid:0
    size:0
    price:1.01643
    value:0.0
    commission:0.0
    pnl:-0.020299999999999763
    pnlcomm:-0.020299999999999763
    justopened:False
    isopen:False
    isclosed:True
    baropen:18462
    dtopen:736445.9416666667
    barclose:18488
    dtclose:736445.9597222222
    barlen:26
    historyon:False
    history:[]
    status:2
    -------------------------------------------------- TRADE END
    

  • administrators

    You are not printing order execution prices. That's what's wrong. Use the available information in order.executed



  • @backtrader thanks :)