Bracket order discrepancies

new_trader

Here's the log

2019-07-29T16:11:00, Buying GOOG at price 1241.0930500000002 Stop 1240.0542443892334 Target 1242.131855610767 CurrentPrice 1228.805
2019-07-29T16:12:00, BUY ORDER SUBMITTED for GOOG size 1 Created on 2019-07-29 16:11:00
2019-07-29T16:12:00, SELL ORDER SUBMITTED for GOOG size -1 Created on 2019-07-29 16:11:00
2019-07-29T16:12:00, SELL ORDER SUBMITTED for GOOG size -1 Created on 2019-07-29 16:11:00
2019-07-29T16:12:00, BUY ORDER ACCEPTED for GOOG size 1 Created on 2019-07-29 16:11:00
2019-07-29T16:12:00, SELL ORDER ACCEPTED for GOOG size -1 Created on 2019-07-29 16:11:00
2019-07-29T16:12:00, SELL ORDER ACCEPTED for GOOG size -1 Created on 2019-07-29 16:11:00
2019-07-29T16:12:00, BUY EXECUTED for GOOG, Size 1.000000 Price: 1228.855000, Cost: 1228.855000, Comm 1.228855
2019-07-29T16:13:00, SELL EXECUTED for GOOG, Size -1 , Price: 1229.120000, Cost: 1228.855000, Comm 1.229120

and here's the code which executed it

            p1 = d.close[0] *1.01
            p2 = d.close[0] *1.01 - 2* std
            p3 = d.close[0] *1.01 + 2* std
            self.log("Buying {} at price {} Stop {} Target {} CurrentPrice {}".format(d._name,p1,p2,p3,d.close[0]))
            valid=self.datas[0].datetime.datetime(0) + datetime.timedelta(minutes = 2)
            order = self.buy_bracket(d, size=1,
                        exectype=bt.Order.Limit,
                        price=p1, valid=valid,
                        stopprice=p2,
                        limitprice=p3)

As you can see from the logs, the ordered price and the execution price are completely different. Why is this happening?

new_trader

@new_trader I tried using the manual way to create bracket orders using 1 buy and two sell orders. It lead to the same results. I tried to increase the price all the prices by 100 so that they could never get executed but here's the result

2019-07-08T19:08:00, Buying AAPL at price 149.5 Stop 149.47220847072128 Target 149.52779152927872 CurrentPrice 50.0
2019-07-08T19:09:00, BUY ORDER SUBMITTED for AAPL size 1 Created on 2019-07-08 19:08:00
2019-07-08T19:09:00, SELL ORDER SUBMITTED for AAPL size -1 Created on 2019-07-08 19:08:00
2019-07-08T19:09:00, SELL ORDER SUBMITTED for AAPL size -1 Created on 2019-07-08 19:08:00
2019-07-08T19:09:00, BUY ORDER ACCEPTED for AAPL size 1 Created on 2019-07-08 19:08:00
2019-07-08T19:09:00, SELL ORDER ACCEPTED for AAPL size -1 Created on 2019-07-08 19:08:00
2019-07-08T19:09:00, SELL ORDER ACCEPTED for AAPL size -1 Created on 2019-07-08 19:08:00
2019-07-08T19:09:00, BUY EXECUTED for AAPL, Size 1.000000 Price: 49.997500, Cost: 49.997500, Comm 0.049998
2019-07-08T19:10:00, SELL EXECUTED for AAPL, Size -1 , Price: 49.992500, Cost: 49.997500, Comm 0.049993

run-out

@new_trader Read this page carefully.