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    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    The order is not executed.

    General Code/Help
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    • T H
      T H last edited by

      Hi, all.
      I want to execute on a market order first at the start, set a profit-taking on that order, and then set two buy-limits in the price range below it.

      Questions

      • Why is it that the orders seem to be working well, but only the first market order is executed?
      • Why doesn't buy_bracket work properly? (I'm commenting out now.)
      

    def __init__(self):
        self.is_firsttime = True
        self.close_num = 0
        self.order = None
        self.pos_interval_pips = 15.8

    def notify_order(self, order):
        print('-' * 50, 'ORDER BEGIN', datetime.datetime.now())
        print(order)
        print('-' * 50, 'ORDER END')

    def notify_trade(self, trade):
        print('-' * 50, 'TRADE BEGIN', datetime.datetime.now())
        print(trade)
        print('-' * 50, 'TRADE END')

        if trade.justopened:
            if self.order is not None:
                # add TP (for first order)
                self.sell(price=trade.price+self.pos_interval_pips*0.01, 
                            size=self.order.size, 
                            exectype=bt.Order.Limit, 
                            transmit=True, 
                            parent=self.order)
                if self.close_num >= 0:
                    # add some buy limit order (below first order)
                    for i in range(2):
                        mainside = self.buy(
                                price=trade.price-(self.pos_interval_pips*0.01*(i+1)),
                                size=self.order.size,
                                exectype=bt.Order.Limit,
                                transmit=False
                            )
                        highside = self.sell(
                                price=trade.price-(self.pos_interval_pips*0.01*i), 
                                size=mainside.size, 
                                exectype=bt.Order.Limit,
                                transmit=True, 
                                parent=mainside
                            )
                    
                        # Why doesn't work this?
                        # self.buy_bracket(
                        #         size=self.order.size,
                        #         exectype=bt.Order.Limit,
                        #         price=trade.price-(self.pos_interval_pips*0.01*(i+1)),
                        #         oargs={},
                        #         limitprice=trade.price-(self.pos_interval_pips*0.01*i)
                        #         limitexec=bt.Order.Limit,
                        #         limitargs={})

                    self.close_num-=1
                self.order = None
        elif trade.isclosed:
            self.order = self.buy(price=trade.price, size=trade.size)

        self.close_num += 1

    def next(self):
        txt = list()
        txt.append('Data0')
        txt.append('%04d' % len(self.data0))
        dtfmt = '%Y-%m-%dT%H:%M:%S.%f'
        txt.append('{:f}'.format(self.data.datetime[0]))
        txt.append('%s' % self.data.datetime.datetime(0).strftime(dtfmt))
        txt.append('{:f}'.format(self.data.open[0]))
        txt.append('{:f}'.format(self.data.high[0]))
        txt.append('{:f}'.format(self.data.low[0]))
        txt.append('{:f}'.format(self.data.close[0]))
        txt.append('{:6d}'.format(int(self.data.volume[0])))
        txt.append('{:d}'.format(int(self.data.openinterest[0])))
        print(', '.join(txt))

        if self.is_firsttime:
            self.is_firsttime = False
            self.close_num = 0
            self.order = self.buy(size=1)

      My supposed orders
      Ref.144 BUY LIMIT 107.51(Market)
      -----Ref.145 SEL LIMIT 107.668

      Ref.146 BUY LIMIT 107.352
      -----Ref.147 SEL LIMIT 107.51

      Ref.148 BUY LIMIT 107.194
      -----Ref.149 SEL LIMIT 107.352

      Exchange data

      Dataname, Number, Datetime, Datetime, Open, High, Low, Close, Volume, OpenInterest
Data0, 0002, 737611.916667, 2020-07-06T07:00:00.000000, 107.510000, 107.563000, 107.500000, 107.544000,    242, 0
Data0, 0003, 737611.958333, 2020-07-06T08:00:00.000000, 107.542000, 107.599000, 107.540000, 107.588000,    488, 0
Data0, 0004, 737612.000000, 2020-07-06T09:00:00.000000, 107.590000, 107.678000, 107.574000, 107.662000,   2705, 0
Data0, 0005, 737612.041667, 2020-07-06T10:00:00.000000, 107.661000, 107.742000, 107.660000, 107.722000,   3089, 0
Data0, 0006, 737612.083333, 2020-07-06T11:00:00.000000, 107.721000, 107.773000, 107.682000, 107.696000,   1685, 0
Data0, 0007, 737612.125000, 2020-07-06T12:00:00.000000, 107.697000, 107.724000, 107.662000, 107.688000,   1729, 0
Data0, 0008, 737612.166667, 2020-07-06T13:00:00.000000, 107.689000, 107.720000, 107.646000, 107.650000,   1188, 0
Data0, 0009, 737612.208333, 2020-07-06T14:00:00.000000, 107.651000, 107.707000, 107.650000, 107.690000,   1548, 0
Data0, 0010, 737612.250000, 2020-07-06T15:00:00.000000, 107.688000, 107.706000, 107.602000, 107.620000,   2095, 0
Data0, 0011, 737612.291667, 2020-07-06T16:00:00.000000, 107.621000, 107.632000, 107.550000, 107.594000,   2736, 0
Data0, 0012, 737612.333333, 2020-07-06T17:00:00.000000, 107.592000, 107.612000, 107.544000, 107.574000,   1958, 0
Data0, 0013, 737612.375000, 2020-07-06T18:00:00.000000, 107.573000, 107.586000, 107.523000, 107.541000,   2129, 0
Data0, 0014, 737612.416667, 2020-07-06T19:00:00.000000, 107.540000, 107.598000, 107.537000, 107.565000,   1953, 0
Data0, 0015, 737612.458333, 2020-07-06T20:00:00.000000, 107.564000, 107.564000, 107.498000, 107.526000,   2019, 0
Data0, 0016, 737612.500000, 2020-07-06T21:00:00.000000, 107.525000, 107.540000, 107.457000, 107.493000,   2174, 0
Data0, 0017, 737612.541667, 2020-07-06T22:00:00.000000, 107.494000, 107.538000, 107.438000, 107.538000,   2952, 0
Data0, 0018, 737612.583333, 2020-07-06T23:00:00.000000, 107.535000, 107.596000, 107.448000, 107.462000,   4547, 0
Data0, 0019, 737612.625000, 2020-07-07T00:00:00.000000, 107.464000, 107.520000, 107.450000, 107.504000,   2554, 0

      Please help if possible.
      Thank you so much.

      1 Reply Last reply Reply Quote 0
      • T H
        T H last edited by

        返信: The order is not executed.
        Oh... I forgot to attach this log.

        Data0, 0001, 737611.875000, 2020-07-06T06:00:00.000000, 107.511000, 107.511000, 107.467000, 107.502000,     26, 0
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.912029
Ref: 144
OrdType: 0
OrdType: Buy
Status: 1
Status: Submitted
Size: 1
Price: None
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 0
ExecType: Market
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.913213
Ref: 144
OrdType: 0
OrdType: Buy
Status: 2
Status: Accepted
Size: 1
Price: None
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 0
ExecType: Market
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.913435
Ref: 144
OrdType: 0
OrdType: Buy
Status: 4
Status: Completed
Size: 1
Price: None
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 0
ExecType: Market
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fcd7411b978>
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: False
-------------------------------------------------- ORDER END
-------------------------------------------------- TRADE BEGIN 2020-08-01 07:44:12.913611
ref:30
data:<btoandav20.feeds.oandav20feed.OandaV20Data object at 0x7fcd5feaf0f0>
tradeid:0
size:1
price:107.51
value:107.51
commission:0.0
pnl:0.0
pnlcomm:0.0
justopened:True
isopen:True
isclosed:False
baropen:2
dtopen:737611.9166666666
barclose:0
dtclose:0.0
barlen:0
historyon:False
history:[]
status:1
-------------------------------------------------- TRADE END
Data0, 0002, 737611.916667, 2020-07-06T07:00:00.000000, 107.510000, 107.563000, 107.500000, 107.544000,    242, 0
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.915425
Ref: 145
OrdType: 1
OrdType: Sell
Status: 1
Status: Submitted
Size: -1
Price: 107.668
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.917465
Ref: 146
OrdType: 0
OrdType: Buy
Status: 1
Status: Submitted
Size: 1
Price: 107.352
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.917852
Ref: 147
OrdType: 1
OrdType: Sell
Status: 1
Status: Submitted
Size: -1
Price: 107.51
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918005
Ref: 148
OrdType: 0
OrdType: Buy
Status: 1
Status: Submitted
Size: 1
Price: 107.194
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918177
Ref: 149
OrdType: 1
OrdType: Sell
Status: 1
Status: Submitted
Size: -1
Price: 107.352
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918318
Ref: 145
OrdType: 1
OrdType: Sell
Status: 2
Status: Accepted
Size: -1
Price: 107.668
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918423
Ref: 146
OrdType: 0
OrdType: Buy
Status: 2
Status: Accepted
Size: 1
Price: 107.352
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918536
Ref: 147
OrdType: 1
OrdType: Sell
Status: 2
Status: Accepted
Size: -1
Price: 107.51
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918644
Ref: 148
OrdType: 0
OrdType: Buy
Status: 2
Status: Accepted
Size: 1
Price: 107.194
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.921550
Ref: 149
OrdType: 1
OrdType: Sell
Status: 2
Status: Accepted
Size: -1
Price: 107.352
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737612.6249999999
Info: AutoOrderedDict()
Broker: None
Alive: True
-------------------------------------------------- ORDER END
Data0, 0003, 737611.958333, 2020-07-06T08:00:00.000000, 107.542000, 107.599000, 107.540000, 107.588000,    488, 0
Data0, 0004, 737612.000000, 2020-07-06T09:00:00.000000, 107.590000, 107.678000, 107.574000, 107.662000,   2705, 0
Data0, 0005, 737612.041667, 2020-07-06T10:00:00.000000, 107.661000, 107.742000, 107.660000, 107.722000,   3089, 0
Data0, 0006, 737612.083333, 2020-07-06T11:00:00.000000, 107.721000, 107.773000, 107.682000, 107.696000,   1685, 0
Data0, 0007, 737612.125000, 2020-07-06T12:00:00.000000, 107.697000, 107.724000, 107.662000, 107.688000,   1729, 0
Data0, 0008, 737612.166667, 2020-07-06T13:00:00.000000, 107.689000, 107.720000, 107.646000, 107.650000,   1188, 0
Data0, 0009, 737612.208333, 2020-07-06T14:00:00.000000, 107.651000, 107.707000, 107.650000, 107.690000,   1548, 0
Data0, 0010, 737612.250000, 2020-07-06T15:00:00.000000, 107.688000, 107.706000, 107.602000, 107.620000,   2095, 0
Data0, 0011, 737612.291667, 2020-07-06T16:00:00.000000, 107.621000, 107.632000, 107.550000, 107.594000,   2736, 0
Data0, 0012, 737612.333333, 2020-07-06T17:00:00.000000, 107.592000, 107.612000, 107.544000, 107.574000,   1958, 0
Data0, 0013, 737612.375000, 2020-07-06T18:00:00.000000, 107.573000, 107.586000, 107.523000, 107.541000,   2129, 0
Data0, 0014, 737612.416667, 2020-07-06T19:00:00.000000, 107.540000, 107.598000, 107.537000, 107.565000,   1953, 0
Data0, 0015, 737612.458333, 2020-07-06T20:00:00.000000, 107.564000, 107.564000, 107.498000, 107.526000,   2019, 0
Data0, 0016, 737612.500000, 2020-07-06T21:00:00.000000, 107.525000, 107.540000, 107.457000, 107.493000,   2174, 0
Data0, 0017, 737612.541667, 2020-07-06T22:00:00.000000, 107.494000, 107.538000, 107.438000, 107.538000,   2952, 0
Data0, 0018, 737612.583333, 2020-07-06T23:00:00.000000, 107.535000, 107.596000, 107.448000, 107.462000,   4547, 0
Data0, 0019, 737612.625000, 2020-07-07T00:00:00.000000, 107.464000, 107.520000, 107.450000, 107.504000,   2554, 0
        1 Reply Last reply Reply Quote 0
        • T H
          T H last edited by

          It was hard to understand due to lack of data, so I added more data and put it in chronological order.
          No trades have been made except for the first market order.

          Data0, 0001, 737611.875000, 2020-07-06T06:00:00.000000, 107.511000, 107.511000, 107.467000, 107.502000,     26, 0

ORDER   Ref: 174    BUY Submitted->Accepted->Completed
TRADE   Ref: 174->ref:34    BUY 107.51

Data0, 0002, 737611.916667, 2020-07-06T07:00:00.000000, 107.510000, 107.563000, 107.500000, 107.544000,    242, 0

ORDER   Ref: 175    SEL 107.668 Submitted->Accepted(This is TP for Ref: 174)

ORDER   Ref: 176    BUY 107.352 Submitted->Accepted
ORDER   Ref: 177    SEL 107.51  Submitted->Accepted(This is TP for Ref: 176)

ORDER   Ref: 178    BUY 107.194 Submitted->Accepted
ORDER   Ref: 179    SEL 107.352 Submitted->Accepted(This is TP for Ref: 178)

Data0, 0003, 737611.958333, 2020-07-06T08:00:00.000000, 107.542000, 107.599000, 107.540000, 107.588000,    488, 0
Data0, 0004, 737612.000000, 2020-07-06T09:00:00.000000, 107.590000, 107.678000, 107.574000, 107.662000,   2705, 0
Data0, 0005, 737612.041667, 2020-07-06T10:00:00.000000, 107.661000, 107.742000, 107.660000, 107.722000,   3089, 0
Data0, 0006, 737612.083333, 2020-07-06T11:00:00.000000, 107.721000, 107.773000, 107.682000, 107.696000,   1685, 0
Data0, 0007, 737612.125000, 2020-07-06T12:00:00.000000, 107.697000, 107.724000, 107.662000, 107.688000,   1729, 0
Data0, 0008, 737612.166667, 2020-07-06T13:00:00.000000, 107.689000, 107.720000, 107.646000, 107.650000,   1188, 0
Data0, 0009, 737612.208333, 2020-07-06T14:00:00.000000, 107.651000, 107.707000, 107.650000, 107.690000,   1548, 0
Data0, 0010, 737612.250000, 2020-07-06T15:00:00.000000, 107.688000, 107.706000, 107.602000, 107.620000,   2095, 0
Data0, 0011, 737612.291667, 2020-07-06T16:00:00.000000, 107.621000, 107.632000, 107.550000, 107.594000,   2736, 0
Data0, 0012, 737612.333333, 2020-07-06T17:00:00.000000, 107.592000, 107.612000, 107.544000, 107.574000,   1958, 0
Data0, 0013, 737612.375000, 2020-07-06T18:00:00.000000, 107.573000, 107.586000, 107.523000, 107.541000,   2129, 0
Data0, 0014, 737612.416667, 2020-07-06T19:00:00.000000, 107.540000, 107.598000, 107.537000, 107.565000,   1953, 0
Data0, 0015, 737612.458333, 2020-07-06T20:00:00.000000, 107.564000, 107.564000, 107.498000, 107.526000,   2019, 0
Data0, 0016, 737612.500000, 2020-07-06T21:00:00.000000, 107.525000, 107.540000, 107.457000, 107.493000,   2174, 0
Data0, 0017, 737612.541667, 2020-07-06T22:00:00.000000, 107.494000, 107.538000, 107.438000, 107.538000,   2952, 0
Data0, 0018, 737612.583333, 2020-07-06T23:00:00.000000, 107.535000, 107.596000, 107.448000, 107.462000,   4547, 0
Data0, 0019, 737612.625000, 2020-07-07T00:00:00.000000, 107.464000, 107.520000, 107.450000, 107.504000,   2554, 0
Data0, 0020, 737612.666667, 2020-07-07T01:00:00.000000, 107.502000, 107.506000, 107.438000, 107.439000,   1230, 0
Data0, 0021, 737612.708333, 2020-07-07T02:00:00.000000, 107.437000, 107.442000, 107.378000, 107.406000,   1068, 0

ORDER   Ref: 176    BUY 107.352 Completed

Data0, 0022, 737612.750000, 2020-07-07T03:00:00.000000, 107.405000, 107.406000, 107.258000, 107.293000,   1417, 0
Data0, 0023, 737612.791667, 2020-07-07T04:00:00.000000, 107.292000, 107.381000, 107.287000, 107.378000,   1483, 0
Data0, 0024, 737612.833333, 2020-07-07T05:00:00.000000, 107.376000, 107.407000, 107.358000, 107.388000,    837, 0
Data0, 0025, 737612.875000, 2020-07-07T06:00:00.000000, 107.370000, 107.379000, 107.352000, 107.372000,     39, 0
Data0, 0026, 737612.916667, 2020-07-07T07:00:00.000000, 107.374000, 107.400000, 107.353000, 107.376000,    395, 0
Data0, 0027, 737612.958333, 2020-07-07T08:00:00.000000, 107.374000, 107.380000, 107.342000, 107.360000,    430, 0
Data0, 0028, 737613.000000, 2020-07-07T09:00:00.000000, 107.358000, 107.370000, 107.260000, 107.288000,   3141, 0
Data0, 0029, 737613.041667, 2020-07-07T10:00:00.000000, 107.290000, 107.355000, 107.246000, 107.352000,   2349, 0
Data0, 0030, 737613.083333, 2020-07-07T11:00:00.000000, 107.353000, 107.410000, 107.343000, 107.396000,   2283, 0
Data0, 0031, 737613.125000, 2020-07-07T12:00:00.000000, 107.396000, 107.412000, 107.357000, 107.397000,   1556, 0
Data0, 0032, 737613.166667, 2020-07-07T13:00:00.000000, 107.396000, 107.396000, 107.353000, 107.364000,   1393, 0

ORDER   Ref: 177    SEL 107.51  Completed

Data0, 0033, 737613.208333, 2020-07-07T14:00:00.000000, 107.363000, 107.532000, 107.361000, 107.526000,   2234, 0
Data0, 0034, 737613.250000, 2020-07-07T15:00:00.000000, 107.524000, 107.579000, 107.502000, 107.576000,   2420, 0
Data0, 0035, 737613.291667, 2020-07-07T16:00:00.000000, 107.578000, 107.638000, 107.535000, 107.632000,   2883, 0
Data0, 0036, 737613.333333, 2020-07-07T17:00:00.000000, 107.634000, 107.692000, 107.602000, 107.686000,   3070, 0
Data0, 0037, 737613.375000, 2020-07-07T18:00:00.000000, 107.686000, 107.792000, 107.682000, 107.736000,   3117, 0
Data0, 0038, 737613.416667, 2020-07-07T19:00:00.000000, 107.736000, 107.742000, 107.665000, 107.707000,   2732, 0
Data0, 0039, 737613.458333, 2020-07-07T20:00:00.000000, 107.708000, 107.718000, 107.672000, 107.714000,   2042, 0
Data0, 0040, 737613.500000, 2020-07-07T21:00:00.000000, 107.715000, 107.718000, 107.599000, 107.611000,   1507, 0
Data0, 0041, 737613.541667, 2020-07-07T22:00:00.000000, 107.612000, 107.674000, 107.599000, 107.658000,   3058, 0
Data0, 0042, 737613.583333, 2020-07-07T23:00:00.000000, 107.656000, 107.658000, 107.498000, 107.550000,   5027, 0
Data0, 0043, 737613.625000, 2020-07-08T00:00:00.000000, 107.550000, 107.592000, 107.511000, 107.532000,   3091, 0
Data0, 0044, 737613.666667, 2020-07-08T01:00:00.000000, 107.534000, 107.535000, 107.498000, 107.516000,   1770, 0
Data0, 0045, 737613.708333, 2020-07-08T02:00:00.000000, 107.518000, 107.552000, 107.505000, 107.542000,   1547, 0
Data0, 0046, 737613.750000, 2020-07-08T03:00:00.000000, 107.541000, 107.568000, 107.504000, 107.520000,   1668, 0
Data0, 0047, 737613.791667, 2020-07-08T04:00:00.000000, 107.519000, 107.567000, 107.512000, 107.561000,   1324, 0
Data0, 0048, 737613.833333, 2020-07-08T05:00:00.000000, 107.560000, 107.562000, 107.516000, 107.520000,    805, 0
Data0, 0049, 737613.875000, 2020-07-08T06:00:00.000000, 107.552000, 107.599000, 107.523000, 107.551000,    136, 0
Data0, 0050, 737613.916667, 2020-07-08T07:00:00.000000, 107.547000, 107.566000, 107.528000, 107.560000,    182, 0
Data0, 0051, 737613.958333, 2020-07-08T08:00:00.000000, 107.562000, 107.606000, 107.562000, 107.574000,    419, 0
Data0, 0052, 737614.000000, 2020-07-08T09:00:00.000000, 107.573000, 107.708000, 107.572000, 107.700000,   1730, 0
Data0, 0053, 737614.041667, 2020-07-08T10:00:00.000000, 107.702000, 107.710000, 107.642000, 107.668000,   1212, 0
Data0, 0054, 737614.083333, 2020-07-08T11:00:00.000000, 107.669000, 107.675000, 107.627000, 107.629000,    954, 0
Data0, 0055, 737614.125000, 2020-07-08T12:00:00.000000, 107.630000, 107.642000, 107.608000, 107.618000,    819, 0
Data0, 0056, 737614.166667, 2020-07-08T13:00:00.000000, 107.620000, 107.621000, 107.512000, 107.522000,    990, 0
Data0, 0057, 737614.208333, 2020-07-08T14:00:00.000000, 107.523000, 107.570000, 107.518000, 107.568000,    895, 0
Data0, 0058, 737614.250000, 2020-07-08T15:00:00.000000, 107.566000, 107.570000, 107.516000, 107.544000,   1583, 0
Data0, 0059, 737614.291667, 2020-07-08T16:00:00.000000, 107.545000, 107.545000, 107.428000, 107.482000,   2347, 0
Data0, 0060, 737614.333333, 2020-07-08T17:00:00.000000, 107.480000, 107.584000, 107.473000, 107.576000,   2259, 0
Data0, 0061, 737614.375000, 2020-07-08T18:00:00.000000, 107.575000, 107.604000, 107.544000, 107.566000,   2423, 0
Data0, 0062, 737614.416667, 2020-07-08T19:00:00.000000, 107.567000, 107.592000, 107.529000, 107.562000,   1058, 0
Data0, 0063, 737614.458333, 2020-07-08T20:00:00.000000, 107.564000, 107.576000, 107.500000, 107.516000,   1286, 0
Data0, 0064, 737614.500000, 2020-07-08T21:00:00.000000, 107.516000, 107.598000, 107.502000, 107.550000,   2071, 0
Data0, 0065, 737614.541667, 2020-07-08T22:00:00.000000, 107.552000, 107.565000, 107.456000, 107.494000,   3492, 0
Data0, 0066, 737614.583333, 2020-07-08T23:00:00.000000, 107.495000, 107.528000, 107.423000, 107.507000,   4013, 0
Data0, 0067, 737614.625000, 2020-07-09T00:00:00.000000, 107.509000, 107.530000, 107.386000, 107.392000,   3407, 0
Data0, 0068, 737614.666667, 2020-07-09T01:00:00.000000, 107.390000, 107.406000, 107.290000, 107.300000,   2084, 0
Data0, 0069, 737614.708333, 2020-07-09T02:00:00.000000, 107.298000, 107.332000, 107.228000, 107.250000,   1722, 0
Data0, 0070, 737614.750000, 2020-07-09T03:00:00.000000, 107.252000, 107.262000, 107.206000, 107.208000,   1785, 0
Data0, 0071, 737614.791667, 2020-07-09T04:00:00.000000, 107.206000, 107.268000, 107.202000, 107.226000,   1270, 0
Data0, 0072, 737614.833333, 2020-07-09T05:00:00.000000, 107.228000, 107.272000, 107.223000, 107.260000,    491, 0
Data0, 0073, 737614.875000, 2020-07-09T06:00:00.000000, 107.299000, 107.319000, 107.264000, 107.290000,     67, 0
Data0, 0074, 737614.916667, 2020-07-09T07:00:00.000000, 107.295000, 107.299000, 107.264000, 107.286000,    475, 0
Data0, 0075, 737614.958333, 2020-07-09T08:00:00.000000, 107.284000, 107.322000, 107.273000, 107.286000,    877, 0

ORDER   Ref: 178    BUY 107.194 Completed

Data0, 0076, 737615.000000, 2020-07-09T09:00:00.000000, 107.287000, 107.302000, 107.182000, 107.290000,   3074, 0

ORDER   Ref: 179    SEL 107.352 Completed

Data0, 0077, 737615.041667, 2020-07-09T10:00:00.000000, 107.291000, 107.364000, 107.281000, 107.316000,   3025, 0
Data0, 0078, 737615.083333, 2020-07-09T11:00:00.000000, 107.315000, 107.341000, 107.286000, 107.310000,   2255, 0
Data0, 0079, 737615.125000, 2020-07-09T12:00:00.000000, 107.309000, 107.314000, 107.241000, 107.246000,   1563, 0
Data0, 0080, 737615.166667, 2020-07-09T13:00:00.000000, 107.245000, 107.279000, 107.228000, 107.277000,   2099, 0
Data0, 0081, 737615.208333, 2020-07-09T14:00:00.000000, 107.279000, 107.315000, 107.260000, 107.272000,   1376, 0
Data0, 0082, 737615.250000, 2020-07-09T15:00:00.000000, 107.274000, 107.276000, 107.208000, 107.266000,   1982, 0
Data0, 0083, 737615.291667, 2020-07-09T16:00:00.000000, 107.268000, 107.320000, 107.222000, 107.246000,   3287, 0
Data0, 0084, 737615.333333, 2020-07-09T17:00:00.000000, 107.248000, 107.286000, 107.198000, 107.286000,   2936, 0
Data0, 0085, 737615.375000, 2020-07-09T18:00:00.000000, 107.287000, 107.340000, 107.267000, 107.296000,   3312, 0
Data0, 0086, 737615.416667, 2020-07-09T19:00:00.000000, 107.294000, 107.398000, 107.290000, 107.354000,   2766, 0
Data0, 0087, 737615.458333, 2020-07-09T20:00:00.000000, 107.356000, 107.356000, 107.280000, 107.290000,   2307, 0
Data0, 0088, 737615.500000, 2020-07-09T21:00:00.000000, 107.288000, 107.293000, 107.201000, 107.210000,   3321, 0
Data0, 0089, 737615.541667, 2020-07-09T22:00:00.000000, 107.212000, 107.282000, 107.099000, 107.130000,   5041, 0
Data0, 0090, 737615.583333, 2020-07-09T23:00:00.000000, 107.132000, 107.312000, 107.099000, 107.268000,   8560, 0
Data0, 0091, 737615.625000, 2020-07-10T00:00:00.000000, 107.270000, 107.363000, 107.220000, 107.265000,   6630, 0
          1 Reply Last reply Reply Quote 0
          • A
            ab_trader last edited by

            The only thing unclear to me is why your 1st limit order was not executed on 2020-07-06 9:00. High of that bar (107.678) is higher than 107.668 price of the initial limit order. Other buy and sell limit orders are executed as expected.

            • If my answer helped, hit reputation up arrow at lower right corner of the post.
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            T H 1 Reply Last reply Reply Quote 0
            • T H
              T H @ab_trader last edited by

              @ab_trader
              Thanks.
              In fact, the Ref: 175 order has not been completed.
              if you know, please tell me.
              Is it possible to set a limit on an order once it is executed?

              1 Reply Last reply Reply Quote 0
              • A
                ab_trader last edited by

                I don't understand the question.

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                T H 1 Reply Last reply Reply Quote 0
                • T H
                  T H @ab_trader last edited by

                  @ab_trader
                  Oh, sorry!
                  Ref: 174 has already been executed on the market.
                  Then I added a limit order for T/P in notify_trade.
                  Is this correct?

                  1 Reply Last reply Reply Quote 0
                  • T H
                    T H last edited by

                    Is this sell order correct?

                    self.sell(price=trade.price+self.pos_interval_pips*0.01, 
                            size=self.order.size, 
                            exectype=bt.Order.Limit, 
                            transmit=True, 
                            parent=self.order)
                    1 Reply Last reply Reply Quote 0
                    • A
                      ab_trader last edited by

                      Sees correct. Try to run the script without parent and transmit for the 1st limit order. Maybe this will fix an issue.

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                      • T H
                        T H @ab_trader last edited by

                        @ab_trader Thank you for your reply!!
                        But it's a little different from what I want to do.
                        First, I want to issue a market order.
                        After the price of that order has been determined, I want to set a limit order(TP).

                        1 Reply Last reply Reply Quote 0
                        • A
                          ab_trader last edited by

                          I don;t think you need to use parent and transmit for this.

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                          • Python Debugging With Pdb
                          • New to python and bt - check this out
                          T H 1 Reply Last reply Reply Quote 0
                          • T H
                            T H @ab_trader last edited by

                            @ab_trader Thanks!
                            In fact, when I ran the following code to try it out, the buy position was sold, as you say.
                            Amazing!
                            I thought it would be a total of two positions, buy and sell.
                            On the other hand, if you want to hold two positions, one to buy and one to sell, what should you do?

                               def next(self):
        self.buy()
         
   def notify_trade(self, trade):
        if trade.justopened:
            self.sell(price=trade.price+0.15, 
                         size=trade.size, 
                         exectype=bt.Order.Limit)
                            1 Reply Last reply Reply Quote 0
                            • A
                              ab_trader last edited by

                              You can't hold long and short position at the same time on the same account with regular brokers.

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                              • Python Debugging With Pdb
                              • New to python and bt - check this out
                              T H 1 Reply Last reply Reply Quote 0
                              • T H
                                T H @ab_trader last edited by

                                @ab_trader
                                I got it.
                                But the broker named OANDA I use can do it.
                                (but I need to make a sub account..)
                                you mean, does that mean I can't make it in Backtrader?

                                1 Reply Last reply Reply Quote 0
                                • A
                                  ab_trader last edited by

                                  Depends on how OANDA is implemented in bt. I have no experience with that broker.

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                                  • Python Debugging With Pdb
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                                  1 Reply Last reply Reply Quote 2
                                  • run-out
                                    run-out last edited by

                                    @ab_trader 's answer here is good.

                                    RunBacktest.com

                                    T H 1 Reply Last reply Reply Quote 1
                                    • T H
                                      T H @run-out last edited by

                                      @run-out @ab_trader
                                      I see.
                                      I understood bt's approach to ordering.

                                      I really appreciate all of you.
                                      And thank you so much for your efforts to understand my poor English.

                                      1 Reply Last reply Reply Quote 1
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