Question about bracket order sample file
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.
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
- Does that mean we are holding some time for the next order ?
nextl.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
Thanks for your help !
PS: I already checked that post, but it wasn't really helpful
Exactly what I was looking for ! Thanks @ab_trader !
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) # Keep track of the created order to avoid a 2nd order self.order = self.sell()
Just take the fact that it does nothing because nothing should be done.
ok @ab_trader ! Thanks for your feedbacks !