3. What happens when I submit this bracket order?
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What happens when I submit this bracket order?

  • K

    Consider this order:

                                this_order  = self.sell_bracket(exectype   = backtrader.Order.Limit,
                                                            stopexec   = None,
                                                            price      = price, 
                                                            data       = self.datas[0], 
                                                            size       = size, 
                                                            stopprice  = None,
                                                            plimit     = round(price + .1, 2))

    Changing the above to set limitexec to None changes the results a lot.
    Looking at the code, it's not clear to me what does the "high side" (the one corresponding to the limitexec) order does.

    Can someone more familiar explain what sell_bracket does when limitprice is None and limitexec is bt.Order.Limit?

    0
  • K

    "Looking at the code, it's not clear to me what does the "high side" (the one corresponding to the limitexec) order does."

    meaning what does the highorder do in this one case --I understand the concept of high order in general.--

    When I do a print:

                                print(str(this_order[0]))
                            print(str("+++++++++++++++++++++++"))
                            print(str(this_order[2]))

    -----------------------
Ref: 755
OrdType: 0
OrdType: Buy
Status: 1
Status: Submitted
Size: 1
Price: 99.37
Price Limit: 99.27
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737679.9999999999
Info: AutoOrderedDict([('name', 'main')])
Broker: None
Alive: True
+++++++++++++++++++++++
Ref: 756
OrdType: 1
OrdType: Sell
Status: 1
Status: Submitted
Size: -1
Price: None
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 2
ExecType: Limit
CommInfo: None
End of Session: 737679.9999999999
Info: AutoOrderedDict([('name', 'limit')])
Broker: None
Alive: True
-----------------------

    The first one is a buy limit with an entry price of 99.37 and a stop loss of 99.27 (?)

    but what about the second one? What does a Limit sell order with a price of None and a price Limit of None does?

    0
  • A

    Typically in the orders None used for order execution type or for the price leads to the order to be executed as Market order.

    0
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