How am i sure buy and sell order are executed immediately ?

JS Park

Hi, I am a new newbie to backtrader
I`m trying to run backtrader with many datas
Here is my strategy.
Make a list of stocks to buy and run a loop so that buy it (open price) and sell it (close price)
But I am not sure that logic is executed immediately and successfully

Thing is my notify_order function prints only buy traction logs for a while, not also sell logs orderly
Like below

My dataset is consist of only 10 record but buy logs are more than that in a one day

BUY @price: 391000.00
BUY @price: 49400.00
BUY @price: 49400.00
BUY @price: 254500.00
BUY @price: 257000.00
BUY @price: 404000.00
BUY @price: 411000.00
BUY @price: 174447.00
BUY @price: 77300.00
BUY @price: 78100.00
BUY @price: 52540.00
BUY @price: 228900.00
BUY @price: 177251.00
BUY @price: 51380.00
BUY @price: 391000.00
BUY @price: 391500.00

My Expectation is like this

BUY @price: XXXXX
SELL @price: XXXXX
BUY @price: XXXXX
SELL @price: XXXXX
BUY @price: XXXXX
SELL @price: XXXXX
BUY @price: XXXXX
SELL @price: XXXXX
BUY @price: XXXXX
SELL @price: XXXXX
BUY @price: XXXXX
SELL @price: XXXXX

Here is my code

import backtrader as bt
class lowCloseStrategy(bt.Strategy):
    params = (
        ('toBuyList', {}),
        ('sma1', 5),
        ('sma2', 10),
        ('oneplot', True),
    )
    buy_order = None  # default value for a potential buy_order

    def __init__(self):
        self.order = None

    def next(self):
        for i, d in enumerate(self.datas):
            if d._name not in self.p.toBuyList[self.datetime.date(ago=-1).strftime('%Y-%m-%d')]:
                continue
            dt, dn, dc, dv, do = self.datetime.date(), d._name, d.close[0], d.volume[0],d.open[0]

            pos = self.getposition(d).size
            self.order = self.buy(exectype=bt.Order.Limit,price=do,data=d,size=1) # Is it work immediately?
            self.order = self.sell(exectype=bt.Order.Limit,price=dc,data=d,size=1) # Is it work immediately?


    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 notify_order(self, order):
        if not order.status == order.Completed:
            return  # discard any other notification

        if not self.position:  # we left the market
            print('SELL@price: {:.2f}'.format(order.executed.price))
            return

        # We have entered the market
        print('BUY @price: {:.2f}'.format(order.executed.price))

I hope you guys understand my purpose and appreciate to yours reply in advance
Thanks

ab_trader

According to your code:

you print BUY @price... notification for any order, not only for buy order
notification SELL@price... can only be printed if you have no position in the data0, also this notification will be printed for any order, not sell only

I would recommend you to go thru Docs - Quickstart Guide and then read about orders Docs - Orders - General and Docs - Orders - Creation/Execution. Most of you questions will be answered.

JS Park

@ab_trader Thanks i read all of you give me and I understood enough about what i asked before