I wonder What self.bar_executed means??

황윤태

    def notify_order(self, order):
         self.bar_executed = len(self)
   def next(self)
        if len(self) >= (self.bar_executed + 5):

I am studying Backtrader Quickstart Guide in a and I wonder what each of the above functions means.

From what I understand, the meaning of if len(self) >= (self.bar_executed + 5): was close price >= close price within 5 minutes.

Could you tell me what the exact meaning is?

Thank you in advance to all the people who answered.

ab_trader

self.bar_executed records the length of the data feed at the moment when order related notification issued.

@황윤태 said in I wonder What self.bar_executed means??:

if len(self) >= (self.bar_executed + 5):

this just compare if length of the data feed in current next() call is more than self.bar_executed + 5, no prices are involved, no minutes are involved.

황윤태

Thank you . your reply !
if my data is follows:

date                     close
2020.04.05           100  
2020.04.06           101         
2020.04.07           102
2020.04.08           101
2020.04.09           105
2020.04.10           120

if len(self) >= (self.bar_executed + 5):

Does the above code mean that you will use one of the prices from April 5, 2020 to April 9, 2020?

황윤태

@ab_trader Thank you . your reply !
if my data is follows:

date                     close
2020.04.05           100  
2020.04.06           101         
2020.04.07           102
2020.04.08           101
2020.04.09           105
2020.04.10           120

if len(self) >= (self.bar_executed + 5):

Does the above code mean that you will use one of the prices from April 5, 2020 to April 9, 2020?

@ab_trader said in I wonder What self.bar_executed means??:

self.bar_executed records the length of the data feed at the moment when order related notification issued.

@황윤태 said in I wonder What self.bar_executed means??:

if len(self) >= (self.bar_executed + 5):

this just compare if length of the data feed in current next() call is more than self.bar_executed + 5, no prices are involved, no minutes are involved.

ab_trader

The code shown in the post doesn't use prices. It counts length of the data feed itself.

황윤태

@ab_trader Thank you your response!!
But I don't understand why you're using it.

For example, if the length of the data is from April 1st to April 30th, 2004, does if len(self) >= (self.bar_executed + 5) mean that the transaction will be made on a 5th basis?

ab_trader

It is used to generate sell order on the fifth bar after position open.

황윤태

@ab_trader wow!!! I understand thank you !!!!!!!!! thank you!!

J T

I think it is just a tracker, to do something within 5 bars after u bought. So within that if statement, u can do something like if stochastics go up, add more or stochastics down, reduce position.

Likewise u can reverse that if statement, so u do nothing and calm down for 5 bars, then only take action after 5 bars.

B U

Is there a way to track how long you have been out of position in a similar manner to this?

ab_trader

@B-U I believe that it is easier to count bars for which condition not self.position is True and reset the counter every time the position exists. Something like

def __init__(self):
    outofposition = 0

def next(self):
    if not self.position:
        outofposition +=1
    else:
        outofposition = 0