How can I get the price at which buy executed?

nullpy

Hello. I'm trying to make a exit strategy that clears a position if the current price is lower than the price at which buy executed for the last time, for example, like the below.

if self.price_executed < self.dataclose[0]:
self.order = self.sell()

I wonder how I can get the price of the last buy execution .

Thank you for reading this!

Maxim Korobov

There is

def notify_order(self, order)

event in strategy.

Read the quickstart: https://www.backtrader.com/docu/quickstart/quickstart.html.

backtrader

The notified order contains two fields:

order.created

and

order.executed

The second contains further fields like price, to indicate the matching price. As pointed out by @Maxim-Korobov , the QuickStart contains code using it:

self.log('BUY EXECUTED, %.2f' % order.executed.price)

nullpy

@backtrader

Thank you for your answer! I'm following the QuickStart and now I understand that the command shows executed prices, but I actually don't understand how to use it in the function to compare the two prices. Here's the error I get and what I tried.

    Traceback (most recent call last):
File "D:\PYTHON_SOURCE\temp.py", line 159, in <module>
  cerebro.run()
File "D:\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 794, in run
  runstrat = self.runstrategies(iterstrat)
File "D:\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 919, in runstrategies
  self._runonce(runstrats)
File "D:\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1294, in _runonce
  strat._oncepost(dt0)
File "D:\Anaconda3\lib\site-packages\backtrader\strategy.py", line 267, in _oncepost
  self.next()
File "D:\PYTHON_SOURCE\temp.py", line 108, in next
  if order.executed.price < self.dataclose[0]:
NameError: name 'order' is not defined



def next(self): 
    self.log('Close, %.2f' % self.dataclose[0])

    if self.order:
        return

    if not self.position:
        if self.stoch[0] > 80:
            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.buy()
    else:
        if order.executed.price < self.dataclose[0]:    #ERROR OCCURS HERE
            self.log('SELL CREATE, %.2f' % self.dataclose[0])
            self.order = self.sell()

backtrader

You need to keep a reference to the order notified in notify_order, to later use it in next.

nullpy

@backtrader
I'm sorry. I'm new to Object Oriented Programming and Python. Do you mean that I need to add order to next as a method parameter? I wonder why def notify_order(self, order): can get order.executed.price when it occurs error in def next(self, order):
I would appreciate it if you could give me an example code, if it doesn't take too much of your time.

backtrader

Since your nickname is also nullpy, the assumption is that also Python is not your strongest point and not only OOP.

A very sincere recommendation is to polish your Python skills before using backtrader or any other algorithmic trading platform. A winning algorithm is not going to be so simple and will have several interactions between not only methods of the same class/instance but with many other.

In any case: def next(self, order) doesn't exist. The signature of the method is in every code sample def next(self). No order is sent to next.

nullpy

@backtrader
Yes, I think I should study more on the language. Thank you for your recommendation. I will try to find ou how the program works!