How to create as sell order @ high price
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I would like to create a sell order in backtrader which will sell @high price. How do i code the same? I have tried the following
self.order=self.sell(exectype=bt.Order.Limit, price=self.high[0])But the same does not work. Self.high is defined as high price.
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AFAIU the Backtrader engine tries to emulate the real time broker behavior. I doubt you could always sell at bar's high in real-life, right ? Because the high price happened in the past ( at the time the bar is reported)
The only case where your order will be filled @current_bar_high is when the next bar high will be higher than the current one ( similarly to the real life ), or when you are issuing the limit order before the current bar (on previous bar) and somehow guess the next bar high price.
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Self.data.high?
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@raul4backtrader
backtrader don't have self.high in strategy,unless you define it。maybe you should useself.datas[0].high[0]or
data = self.getdatabyname( your data's name) self.order=self.sell(exectype=bt.Order.Limit, price=data.high[0])but you know,it is a limit order ,so your sell order maybe not fill or execute.
