Cutting A Startegy

aviyam ivgi

Hey,
I'm writing a strategy that reads backtest signals. The signals are for hourly trade and each strategy contains only one signal. When I run all the strategies, They open the trade for the signal, close it and then I want to stop running this strategy.
Is there a way to stop strategy in the middle of it's running? I tried to raise error and return and it not worked

backtrader

Let me summarize what backtrader is not:

An interactive shell
A debugger
Matlab (yes, I know you can stop execution and inspect variables)
A money printing machine
A coffee machine

Now, focusing on reality:

backtrader runs (it's a design choice) things in the main thread (the only exception is data receiving events from live data sources/brokers, or else ... events in live trading wouldn't be a reality)
As such ... when your code in next is running you are free to do whatever you want, for example.: stop execution by diverting the execution path to the module/function/object of your choice.

aviyam ivgi

@backtrader
Thank you for the quick response but I didn't got you.
My strategy for example:
`
import backtrader as bt

class SignalStrategy(bt.Strategy):
params = dict(
signal=None,
)

def notify_trade(self, trade):
    if trade.isclosed:
        # END THE STRATEGY RUN

def next(self):
   if self.datetime.datetime() >= self.p.signal.start_time:
        if self.p.signal.order_type == OrderType.Buy:
            main_order = self.buy(data=self.p.signal.symbol, price=self.p.signal.rate, exectype=bt.Order.Market,
                                    transmit=False)
            if self.p.signal.stop_loss:
                self.sell(data=self.p.signal.symbol, price=self.p.signal.stop_loss, size=main_order.size,
                            exectype=bt.Order.Stop, transmit=False, parent=main_order)
            if self.p.signal.take_profit:
                self.sell(data=self.p.signal.symbol, price=self.p.signal.take_profit, size=main_order.size,
                            exectype=bt.Order.Limit, transmit=True, parent=main_order)
        elif self.p.signal.order_type == OrderType.Sell:
            main_order = self.sell(data=self.p.signal.symbol, price=self.p.signal.rate, exectype=bt.Order.Market,
                                    transmit=False)
            if self.p.signal.stop_loss:
                self.buy(data=self.p.signal.symbol, price=self.p.signal.stop_loss, size=main_order.size,
                         exectype=bt.Order.Stop, transmit=False, parent=main_order)
            if self.p.signal.take_profit:
                self.buy(data=self.p.signal.symbol, price=self.p.signal.take_profit, size=main_order.size,
                         exectype=bt.Order.Limit, transmit=True, parent=main_order)

'

backtrader

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@aviyam-ivgi said in Cutting A Startegy:

Thank you for the quick response but I didn't got you.

Your code is irrelevant. You want to pause/halt execution and do something. What I said is that you can do whatever you want in next , there is no time requirement for a return from next. You can yield execution to your own code, in which you can if you wish implement an inspector.

aviyam ivgi

when I write yield in my next() function the strategy doesn't even get to next function