Some trades not executing while others are
-
I have tried increasing cash and leverage but still I can't get all the trades to get executed. Here is a sample of my entry logic. It's is a simple rsi overbought and oversold strategy , number of trades are supposed to be at least 30 but i get only 8 executed trades,```
def init(self):
self.dataclose = self.data.close
self.trade_tracker = []
# Rsi
self.rsi = btind.RSI(self.datas[0], period = 10)
self.rsi_of_rsi = btind.RSI(self.rsi, period = 3)
self.bar_executed = 0# william %r self.willr = btind.WilliamsR(self.datas[0],period = 30 ) self.ma_willr = btind.SimpleMovingAverage(self.willr, period = 8) self.ma_willr.plotinfo.plotmaster = self.willr self.willr_sigs = btind.CrossOver(self.ma_willr, self.willr) self.ema_of_rsi = btind.SimpleMovingAverage(self.rsi, period = 10) self.ema = btind.SimpleMovingAverage(self.datas[0], period = 20) self.rsi_of_rsi.plotinfo.plotmaster = self.rsi self.buy_sigs = btind.CrossOver(self.rsi, 20) self.sell_sigs = btind.CrossDown(self.rsi, 70)
def next(self):
self.dt = self.data.datetime.datetime()
if not self.position:
if self.buy_sigs[0] :
self.cash_before = self.broker.getcash()
value = self.broker.get_value()
entry = self.buy(size = self.params.size)
entry.addinfo(name = 'buy')
self.log('Buy Create %.4f,' % self.dataclose[0])elif self.sell_sigs[0]: value = self.broker.get_value() entry = self.sell(size = self.params.size) entry.addinfo(name = 'sell') self.log('sell Create %.4f' % self.dataclose[0]) else: pass else: