Question about bracket order sample file

balibou

Hi everyone !

I'm a bit stuck since few days on this issue ...
I don't understand some lines of the code in the bracket sample.

in notify_order, we have a condition l.50 if the order status is completed:

if order.status == order.Completed:
            self.holdstart = len(self)

What does mean self.holdstart = len(self) ?
And what is exactly len(self) ?

Does that mean we are holding some time for the next order ?

Also in next l.121, we have a condition if we are not in position:

else:  # in the market
            if (len(self) - self.holdstart) >= self.p.hold:
                pass  # do nothing in this case

What are we exactly doing with if (len(self) - self.holdstart) >= self.p.hold ?
And why are we passing if the condition is True ?

Thanks for your help !

PS: I already checked that post, but it wasn't really helpful

ab_trader

https://community.backtrader.com/topic/2422/i-wonder-what-self-bar_executed-means

balibou

Exactly what I was looking for ! Thanks @ab_trader !

balibou

Also @ab_trader I still don't understand why this piece of code is written in the sample, it sounds totally useless:

else:  # in the market
            #  COMPARE IF LENGTH OF THE DATA FEED - HOLDSTART IS >= POSITION HOLD
            if (len(self) - self.holdstart) >= self.p.hold:
                pass  # do nothing in this case

If we are in the market and if the data feed length - holdstart >= position hold, then we do nothing ... ?
If we remove this piece of code it's gonna work exactly the same way ...

In the link you provided, at least there were logic behind it:

else:

            # Already in the market ... we might sell
            if len(self) >= (self.bar_executed + 5):
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

ab_trader

Just take the fact that it does nothing because nothing should be done.

balibou

ok @ab_trader ! Thanks for your feedbacks !