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Difference between order.executed.price and order.executed.value

  • In the quickstart documentation, I see in the notify_order function the values order.executed.price and order.executed.value, what is the difference between the two?
    In the output, it seems that they always have the same values.

  • administrators

    The default stake size is 1 and it's a stock. Price and value are bound to be the same.

  • 0_1559157546727_dbd94463-98a0-4a2f-8d3d-20be4b4e5581-image.png

    Thank you for your answer. I have one additional question.
    In the documentation, it seems that Price and Cost are the same whether it is an executed buy or sell.
    However, when I ran the code from my laptop, it seems that when the order is an Executed Sell, the cost is equal to the price of the associated buy. Is it normal?

  • administrators

    Even if you believe in the power of magic ... nobody can know what you have executed.

  • Sorry for the lack of clarity. Here's my code (it is simply the code from the documentation with Facebook data):

    from __future__ import (absolute_import, division, print_function,
    import datetime  # For datetime objects
    import os.path  # To manage paths
    import sys  # To find out the script name (in argv[0])
    import backtrader as bt
    class TestStrategy(bt.Strategy):
        def log(self, txt, dt=None):
            ''' Logging function for this strategy'''
            dt = dt or self.datas[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
            self.order = None
        def notify_order(self, order):
            if order.status in [order.Submitted, order.Accepted]:
            if order.status in [order.Completed]:
                if order.isbuy():
                        'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    self.buyprice = order.executed.price
                    self.buycomm = order.executed.comm
                else:  # Sell
                    self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                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 notify_trade(self, trade):
            if not trade.isclosed:
            self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm))
        def next(self):
            # Simply log the closing price of the series from the reference
            self.log('Close, %.2f' % self.dataclose[0])
            if self.order:
            if not self.position:
                if self.dataclose[0] < self.dataclose[-1]:
                    if self.dataclose[-1] < self.dataclose[-2]:
                        self.log('BUY CREATE, %.2f' % self.dataclose[0])
                        self.order =
                if len(self) >= (self.bar_executed + 5):
                    self.log('SELL CREATE, %.2f' % self.dataclose[0])
                    self.order = self.sell()
    if __name__ == '__main__':
        # Create a cerebro entity
        cerebro = bt.Cerebro()
        # Add a strategy
        # Datas are in a subfolder of the samples. Need to find where the script is
        # because it could have been called from anywhere
        # modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
        # datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt')
        datapath = 'FB.csv'
        # Create a Data Feed
        data = bt.feeds.YahooFinanceCSVData(
            # Do not pass values before this date
            fromdate=datetime.datetime(2018, 1, 1),
            # Do not pass values before this date
            todate=datetime.datetime(2018, 1, 30),
            # Do not pass values after this date
        # Add the Data Feed to Cerebro
        # Set our desired cash start
        # Print out the starting conditions
        print('Starting Portfolio Value: %.2f' %
        # Run over everything
        # Print out the final result
        print('Final Portfolio Value: %.2f' %

  • administrators

    Lesson number 1 for algotrading (taught in chess and good for life in general)

    Look at what you have right in front of your nose. (You can also formulate it like: "Pay attention to details")

    Which means that if you open this forum, each and every time, you will see the following at the top

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

  • 0_1559160958517_ef66c384-daee-4b07-a5a6-2552fce63078-image.png
    Changing the stake to 10, I obtain the values in the screenshot above.

    It seems that the cost of the executed sell is always equal to the the cost of the previous executed buy. It is normal behavior of the system? It seems to be in contradiction from the values I see in the documentation.

  • administrators

    I would have to find the discussion and commit, but I recall the semantics of value were changed early in the development phase. The sell order would return the value which would have been acquired plus the pnl.

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