Group orders with transmit but with 2 orders instead of 3?

booboothefool

So this will work:

self.E1 = self.buy(price=entry_price, size=size, exectype=bt.Order.Stop, transmit=False)
self.SL1 = self.sell(price=stoploss_price, size=size, exectype=bt.Order.Stop, transmit=False, parent=self.E1)
self.TP1 = self.sell(price=TP1_price, size=size, exectype=bt.Order.Limit, transmit=True, parent=self.E1)

This will not:

self.E1 = self.buy(price=entry_price, size=size, exectype=bt.Order.Stop, transmit=False)
self.SL1 = self.sell(price=stoploss_price, size=size, exectype=bt.Order.Stop, transmit=True, parent=self.E1)

It gives an error saying self.SL1 = self.sell(price=stoploss_price, size=size, exectype=bt.Order.Stop, transmit=True) doesn't work because it is unpacked into parent, stop so it's expecting like parent, stop = self.sell(price=stoploss_price, size=size, exectype=bt.Order.Stop, transmit=True, parent=self.E1) for some reason, which is not the case if you had 3 like TP1.

But I just want to group the entry with a stop, without take profit. How should this be done?

run-out

@booboothefool said in Group orders with transmit but with 2 orders instead of 3?:

elf.E1 = self.buy(price=entry_price, size=size, exectype=bt.Order.Stop, transmit=False)
self.SL1 = self.sell(price=stoploss_price, size=size, exectype=bt.Order.Stop, transmit=True, parent=self.E1)

I'm not sure why you are experiencing an error. I've copied your code and working for me.

booboothefool

Oh, forgot to mention. It works perfectly fine in backtesting but craps out live.

dasch

This would create a one sided bracket order, while bt expects both sides. Not really sure why it worked for @run-out but bt broker will pop both sides and fail because only one order is available.

dasch

I fixed the issue with oanda broker. It will now assume, there is no stopside