Market Order Submitted, but not executed...

[mama1baba]

As the title suggests, I placed my bracket order as Market Order, but it wasn't executed. Can anyone help?

Strategy Snippet:

class TurtleStrategy(bt.Strategy):
    
    # Set the parameters
    params = (
        ('fast_ema_period', 25),
        ('slow_ema_period', 350),
        ('donchian_period', 20),
        ('ATR_period', 20),
        ('ATR_dist', 2.0),
        ('percrisk', 0.01),
        ('multi', 1000.0)
        )
    
    def log(self, txt, dt = None):
        ''' Logging Function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        dt1 = self.datas[0].datetime.time(0)
        print('%s, %s, %s' % (dt.isoformat(), dt1.isoformat(), txt))
    
    def __init__(self):
        
        # Set up the indicators
        self.emafast = bt.indicators.ExponentialMovingAverage(self.data.close,
            period = self.p.fast_ema_period)
        self.emaslow = bt.indicators.ExponentialMovingAverage(self.data.close,
            period = self.p.slow_ema_period)
        self.donchian = DonchianChannels()
        self.atr = bt.indicators.ATR(self.data,
                                     period=self.p.ATR_period)
        
        # Fast-Slow EMA Crossover signal
        self.CrossOver = bt.indicators.CrossOver(self.emafast, self.emaslow)
        
        # Keep track of pending order + price + commission
        self.order = None 
        self.buyprice = None
        self.buycomm = None
        
    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted by broker. Do nothing
            self.log('ORDER ACCEPTED/SUBMITTED')
            return 
        
        #Check if order has been completed
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'LONG 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: # Sell
                self.log(
                    'SHORT 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
        
        # open position PnL
        self.log('OPERATION PROFIT, Gross %.2f, Net %.2f' %
                 (trade.pnl, trade.pnlcomm))
        self.log('PORTFOLIO VALUE, %.2f' % self.broker.get_value())
                

    def next(self):
        close = self.data.close[0]
        # Log closing price for reference
        self.log('Close, %.2f' % close)
        
        # Check if an order is pending, if yes then we do nothing
        if self.order:
            return
        
        # set up parameters for SL and TP
        pdist = self.atr[0] * self.p.ATR_dist
        long_stop = close - pdist
        short_stop = close + pdist
        long_profit = close + pdist
        short_profit = close - pdist
        Size = (0.01 * self.broker.get_value()) / (self.atr[0] * 50000)
        
        # Check if we are in the market
        if not self.position: # not in the market
            # Trade Logic
            if close > self.donchian.l.dch[0]:
                if self.emafast[0] > self.emaslow[0]:
                    # Place BUY trade : 1% of portfolio value
                    self.log('BUY CREATE, {}, DONCHIAN HIGH, {}, ATR, {}'.format(
                            close, self.donchian.l.dch[0], self.atr[0]))
                    self.buy_bracket(
                        stopprice = long_stop,
                        limitprice = long_profit,
                        exectype = bt.Order.Market,
                        size = Size
                        )
                    
            
            elif close < self.donchian.l.dcl[0]:
                if self.emafast[0] < self.emaslow[0]:
                    # Place SELL trade : 1% of portfolio value
                    self.log('SELL CREATE, {}, DONCHIAN LOW, {}, ATR, {}'.format(
                            close, self.donchian.l.dcl[0], self.atr[0]))
                    self.sell_bracket(
                        stopprice = short_stop,
                        limitprice = short_profit,
                        exectype = bt.Order.Market,
                        size = Size
                        )

My Output:

2020-02-24, 23:59:59.999989, Close, 2.55
2020-02-24, 23:59:59.999989, Close, 2.57
2020-02-24, 23:59:59.999989, Close, 2.58
2020-02-22, 23:59:59.999989, Close, 2.64
2020-02-22, 23:59:59.999989, BUY CREATE, 2.642, DONCHIAN HIGH, 2.611, ATR, 0.053519956567191586
2020-02-21, 23:59:59.999989, ORDER ACCEPTED/SUBMITTED
2020-02-21, 23:59:59.999989, ORDER ACCEPTED/SUBMITTED
2020-02-21, 23:59:59.999989, ORDER ACCEPTED/SUBMITTED
2020-02-21, 23:59:59.999989, ORDER ACCEPTED/SUBMITTED
2020-02-21, 23:59:59.999989, ORDER ACCEPTED/SUBMITTED
2020-02-21, 23:59:59.999989, ORDER ACCEPTED/SUBMITTED
2020-02-21, 23:59:59.999989, Close, 2.63
2020-02-21, 23:59:59.999989, Close, 2.64
2020-02-21, 23:59:59.999989, Close, 2.59
2020-02-21, 23:59:59.999989, Close, 2.63
2020-02-21, 23:59:59.999989, Close, 2.62
2020-02-21, 23:59:59.999989, Close, 2.66
2020-02-20, 23:59:59.999989, Close, 2.68
2020-02-20, 23:59:59.999989, Close, 2.69

[CyberCowboy]

Maybe there's no volume tradeable, you can check the origin data first