I am new with backtrader pls help

masla darkshark

I am trying to implement a simple strategy based on stochastic oscillator in uptrend market
timeframe of 5 minute
but my code tends to not work, can take a look please

import backtrader as bt
import datetime 


class Stochstrategy(bt.Strategy):
    params = (
        ('per',7),
    
        ('size',20),

    )
    def __init__(self):
       
        self.pfast = bt.indicators.SmoothedMovingAverage(self.data[0],period=60)
        self.pslow = bt.indicators.ExponentialMovingAverage(self.data[0],period=1728)

        self.stoch =  bt.ind.Stochastic(self.data)


        self.crs = bt.ind.CrossOver(self.pfast,self.pslow)


    def notify_trade(self,trade):
        if trade.isclosed:
            dt = self.data.datetime.date()

            print('---------------------------- TRADE ---------------------------------')
            print("1: Data Name:                            {}".format(trade.data._name))
            print("2: Bar Num:                              {}".format(len(trade.data)))
            print("3: Current date:                         {}".format(dt))
            print('4: Status:                               Trade Complete')
            print('5: Ref:                                  {}'.format(trade.ref))
            print('6: PnL:                                  {}'.format(round(trade.pnl,2)))
            print('--------------------------------------------------------------------')
    def next(self):
        orders = self.broker.get_orders_open()
 
        # Cancel open orders so we can track the median line
        if orders:
            for order in orders:
                self.broker.cancel(order)
        if not self.position:
            if self.crs:
                if self.stoch.l.k<25 and self.stoch.l.k==self.stoch.l.d:
                    self.buy(exectype=bt.Order.Stop, price=self.boll.lines.bot[0], size=self.params.size)
                elif self.stoch.l.k>75 and self.stoch.l.k==self.stoch.l.d:
                     self.sell(exectype=bt.Order.Stop, price=self.boll.lines.top[0],size= self.p.size)

run-out

@masla-darkshark said in I am new with backtrader pls help:

def next(self):
orders = self.broker.get_orders_open()

    # Cancel open orders so we can track the median line
    if orders:
        for order in orders:
            self.broker.cancel(order)
    if not self.position:
        if self.crs:
            if self.stoch.l.k<25 and self.stoch.l.k==self.stoch.l.d:
                self.buy(exectype=bt.Order.Stop, price=self.boll.lines.bot[0], size=self.params.size)
            elif self.stoch.l.k>75 and self.stoch.l.k==self.stoch.l.d:
                 self.sell(exectype=bt.Order.Stop, price=self.boll.lines.top[0],size= self.p.size)

You are cancelling your orders every bar. Perhaps you mean to puthem after if not self.position: or after if self.crs:?

run-out

@run-out Sorry I didn't mean to put in that top block of code... wish we could edit.