defining code for target price and stoploss price

Akshay Mehara

hi, i am trying to get tgt and stoploss price for my startegy . i want 1% stoploss and tgt.

""""
import datetime
from collections import OrderedDict
import backtrader as bt
import backtrader.feeds as btfeeds
from datetime import date
from nsepy import get_history
d = get_history( symbol = "BPCL", start = date(2017,1,1), end = date(2020,5,1))
d.to_csv("BPCL.csv")

class mystrategy(bt.SignalStrategy):
def log(self, txt, dt = None):
dt = dt or self.datas[0].datetime.date(0)
print("%s, %s" % (dt, txt))

def __init__(self):
	self.dataclose = self.datas[0].close
	self.order = None
	self.buyprice = None
	self.buycomm = None

	self.rsi = bt.ind.RSI_EMA(self.datas[0], period = 14)

def notify_order(self, order):
	if order.status in [order.Submitted, order.Accepted]:
		return
	if order.status in [order.Completed]:
		if order.isbuy():
			self.log("Buy executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
			self.buyprice = order.executed.price
			self.buycomm = order.executed.comm
		else:
			self.log("Sell executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
		self.bar_executed = len(self)

	elif order.status in [order.Canceled, order.Margin, order.Rejected]:
		self.log("order Canceled/Margin/Rejected")
	self.order = None

def notify_trade(self, trade):
	if not trade.isclosed:
		return
	self.log("Operation profit , gross %.2f, net %.2f" % (trade.pnl, trade.pnlcomm))
	
def next(self):
	self.log("Close, %.2f" % self.dataclose[0])
	if self.order:
		return
	if not self.position:
		if self.rsi < 20:
			self.log("Buy Create, %.2f" % self.dataclose[0])
			self.order = self.buy()
	else:
		if self.rsi > 80:
			self.log("Sell Create, %.2f" % self.dataclose[0])
			self.order = self.sell()

def printTradeAnalysis(analyzer):
total_open = analyzer.total.open
total_closed = analyzer.total.closed
total_won = analyzer.won.total
total_lost = analyzer.lost.total
win_streak = analyzer.streak.won.longest
lost_streak = analyzer.streak.lost.longest
pnl_net = round(analyzer.pnl.net.total,2)
strike_rate = (total_won/total_closed)*100

h1 = ["Total Open", "Total Closed", "Total Won", "Total Lost"]
h2 = ["Strike Rate", "Win Streak", "Losing Streak", "PnL Net"]
r1 = [total_open, total_closed, total_won, total_lost]
r2 = [strike_rate, win_streak, lost_streak, pnl_net]
if len(h1) > len(h2):
	header_length = len(h1)
else:
	header_length = len(h2)

print_list = [h1,r1,h2,r2]
row_format = "{:<15}" * (header_length+1)
print("Trade Analysis Results:")
for row in print_list:
	print(row_format.format("", *row))

def printSQN(analyzer):
sqn = round(analyzer.sqn, 2)
print("SQN:{}".format(sqn))

if name == "main":
cerebro = bt.Cerebro()
cerebro.addstrategy(mystrategy)

data = btfeeds.GenericCSVData(
	dataname='BPCL.csv',
	fromdate=datetime.datetime(2017, 1, 10),
	todate=datetime.datetime(2020, 4, 25),
	nullvalue=0.0,
	dtformat=('%Y-%m-%d'),
	datetime=0,
	high=5,
	low=6,
	open=4,
	close=8,
	volume=10,
	openinterest=-1,
	)

cerebro.adddata(data)
startcash = 10000000
cerebro.broker.setcash(startcash)
cerebro.addsizer(bt.sizers.FixedSize, stake = 10)
cerebro.broker.setcommission(commission = 0.01)

cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name = "ta")
cerebro.addanalyzer(bt.analyzers.SQN, _name = "sqn")
print("Starting Portfolio Value: %.2f" % cerebro.broker.getvalue())
strategies = cerebro.run()
firstStrat = strategies[0]

printTradeAnalysis(firstStrat.analyzers.ta.get_analysis())
printSQN(firstStrat.analyzers.sqn.get_analysis())

print("Final Portfolio Value: %.2f" % cerebro.broker.getvalue())
cerebro.plot(style = "candlestick")

"""""
data is downloaded from nsepy for backtesting.
plz assist me.

vladisld

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