Sell nextday openprice

[wnwkr13]

hello, I am trying to make voltalitybreakout strategy. My strategy is like buy stocks when Target price( yesterday (highprice - lowprice) * 0.5 ) is lower than today's HIGH price, then sell next day on next_price. But I have problem with Next open price, and I also would like to know to figure out the custom size. I mean this is multi-data on single strategy. If I want to trade maximum 10% of my total budget on each stock, How can I figure it out?

def __init__(self):
    self.inds = dict()
    for i, d in enumerate(self.datas):
        self.inds[d] = dict()
        self.inds[d]['OPEN'] =  self.datas[0].open
        self.inds[d]['HIGH'] = self.datas[0].high
        self.inds[d]['LOW'] = self.datas[0].low
        self.inds[d]['CLOSE'] = self.datas[0].close
        self.inds[d]['PAYMENT_VOLUME'] = self.datas[0].PAYMENT_VOLUME
        self.inds[d]['RANGE'] = self.datas[0].high - self.datas[0].low
        self.inds[d]['TARGET'] = self.datas[0].open + self.inds[d]['RANGE'](-1)*0.5
        self.inds[d]['NextOpen'] = self.datas[0].open(1)



def next(self):
    for i, d in enumerate(self.datas):
        # dt, dn = self.datetime.date(d), d._name
        pos = self.getposition(d).size

        if not pos:
            if self.inds[d]['TARGET'][0] < self.inds[d]['HIGH']:

                #Calculate the max number of shares ('all in')
                # size = int(self.broker.getcash() / self.datas[0].open) - 1 ##
                self.buy(data=d, size=100000)
            elif self.inds[d]['NextOpen']:

                self.sell(data=d, size=100000)
        else:
            if self.inds[d]['TARGET'][0] < self.inds[d]['HIGH']:
                self.close(data=d)
                # Calculate the max number of shares ('all in')
                # size = int(self.broker.getcash() / self.datas[0].open) - 1 ##
                self.buy(data=d, size=100000)
            elif self.inds[d]['NextOpen']:
                self.close(data=d)
                self.sell(data=d, size=100000)
                # self.sell(data=d, size=self.position.size)

[run-out]

@wnwkr13 Yes you have a few issues going on.

@wnwkr13 said in Sell nextday openprice:

self.inds[d]['HIGH']

This is not a valid line in next. This is a full line and in next you need to grab usually the current bar. So would be:

self.inds[d]['HIGH'][0]

@wnwkr13 said in Sell nextday openprice:

self.inds[d]['NextOpen'] = self.datas[0].open(1)

This is not a viable line eit5her. You can never look forward into next except on specific methods. Follow cheat-on-open as a guide.