Submitted StopTrail is dead but then somehow Completed?

Adham Suliman

Hello,
I somehow have a bt.Order.StopTrail that refuses to be canceled. I am working on a shorting strategy where I buy a short based on some indicators. The position will only be closed when a trailing stop is satisfied or self.cross_up is satisfied.

Below is the code for notify_order(). I have tried in several places within the method to cancel the trailing stop (self.trail_stop')

    def notify_order(self, order):
        # https://www.backtrader.com/docu/order-creation-execution/order-creation-execution/
        # Check the order status. 
        print('{}: Order ref: {} / Type {} / Status {}'.format(
                self.data.datetime.datetime(0),
                order.ref, 'Buy' * order.isbuy() or 'Sell',
                order.getstatusname()))
        
        if (self.cross_up and self.trail_stop):
            self.cancel(self.trail_stop)
        
        # If it is submitted/accepted, leave the fucntion 
        if order.status in [order.Submitted, order.Accepted]:
            if self.cross_up:
                self.cancel(self.trail_stop)
                print(f'{self.datas[0].datetime.datetime(0)} trying to cancel {self.trail_stop}')
            return

In the output log, ref: 2 is my StopTrail since we see that there is a trail amount. You can see that the bt.Order.StopTrail is dead (Alive: False), yet it is still completed? How is that possible?

2019-11-01 09:00:00: Order ref: 2 / Type Buy / Status Accepted
2019-11-01 09:00:00 trying to cancel Ref: 2
OrdType: 0
OrdType: Buy
Status: 4
Status: Completed
Size: 6
Price: None
Price Limit: None
TrailAmount: 10.97938953872858
TrailPercent: None
ExecType: 5
ExecType: StopTrail
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fae48146e50>
End of Session: 737363.9999999999
Info: AutoOrderedDict([('ref', '999')])
Broker: None
Alive: False
2019-11-01 09:00:00: Order ref: 3 / Type Buy / Status Accepted
2019-11-01 09:00:00 trying to cancel Ref: 2
OrdType: 0
OrdType: Buy
Status: 4
Status: Completed
Size: 6
Price: None
Price Limit: None
TrailAmount: 10.97938953872858
TrailPercent: None
ExecType: 5
ExecType: StopTrail
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fae48146e50>
End of Session: 737363.9999999999
Info: AutoOrderedDict([('ref', '999')])
Broker: None
Alive: False
2019-11-01 09:00:00: Order ref: 2 / Type Buy / Status Completed

Abhishek Pandey

@adham-suliman Did you ever find out the answer to this? I have the same issue.