It's a silly question, but it really confuses me. Please help me.

Mike Van

The code in Quickstart really confuses me.
The code is as follows

class TestStrategy(bt.Strategy):

def log(self, txt, dt=None):
    ''' Logging function fot this strategy'''
    dt = dt or self.datas[0].datetime.date(0)
    print('%s, %s' % (dt.isoformat(), txt))

def __init__(self):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.dataclose = self.datas[0].close

    # To keep track of pending orders
    self.order = None

def notify_order(self, order):
    if order.status in [order.Submitted, order.Accepted]:
        # Buy/Sell order submitted/accepted to/by broker - Nothing to do
        return

    # Check if an order has been completed
    # Attention: broker could reject order if not enough cash
    if order.status in [order.Completed]:
        if order.isbuy():
            self.log('BUY EXECUTED, %.2f' % order.executed.price)
        elif order.issell():
            self.log('SELL EXECUTED, %.2f' % order.executed.price)

        self.bar_executed = len(self)

    elif order.status in [order.Canceled, order.Margin, order.Rejected]:
        self.log('Order Canceled/Margin/Rejected')

    # Write down: no pending order
    self.order = None

def next(self):
    # Simply log the closing price of the series from the reference
    self.log('Close, %.2f' % self.dataclose[0])

    # Check if an order is pending ... if yes, we cannot send a 2nd one
    if self.order:
        return

    # Check if we are in the market
    if not self.position:

        # Not yet ... we MIGHT BUY if ...
        if self.dataclose[0] < self.dataclose[-1]:
                # current close less than previous close

                if self.dataclose[-1] < self.dataclose[-2]:
                    # previous close less than the previous close

                    # BUY, BUY, BUY!!! (with default parameters)
                    self.log('BUY CREATE, %.2f' % self.dataclose[0])

                    # Keep track of the created order to avoid a 2nd order
                    self.order = self.buy()

    else:

        # Already in the market ... we might sell
        if len(self) >= (self.bar_executed + 5):
            # SELL, SELL, SELL!!! (with all possible default parameters)
            self.log('SELL CREATE, %.2f' % self.dataclose[0])

            # Keep track of the created order to avoid a 2nd order
            self.order = self.sell()

Two questions:

what does len(self) mean and why it can be executed?
why we can call the function notify_order()? I read the bt.Strategy but found the answer.

backtrader

First thing (it's at the top of each page)

For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

backtrader

@mike-van said in It's a silly question, but it really confuses me. Please help me.:

what does len(self) mean and why it can be executed?

It's the number of bars processed so far.

@mike-van said in It's a silly question, but it really confuses me. Please help me.:

why we can call the function notify_order()? I read the bt.Strategy but found the answer.

You don't call it. It is called when a status change takes place in an order. Docs - Strategy

Mike Van

@backtrader Thanks for your help