Buy / Sell / Close positions at Open price

Daily Tasks

Greetings,

I am looking for help on the following two issues. I want to learn how to do the following.

1 Buy at open Price

My strategy is to check the color of the first candle ( 9:15:00 ) , and place a buy or sell order at the open price of the next candle ( 9:30:00 ) .
My buy order looks like this:

self.o[d] = self.buy_bracket(
    data=d,
    size=sz,
    limitprice=prev_low, 
    price=d.open[0], # trying to use open price of current candle
    stopprice=weekly_low
)

However if you check the logs below, you will see that the order is triggered at 09:30:00 but is completed at 14:00:00 candle which is not what is desired.

How could I fix this issue so that I am able to buy or sell with the open price of current candle.

2 Close at open price of 03:15:00 candle

I am trying to close open positions at the start of the last candle, that is 3:15:00 PM candle however the position is closed at the end of the next day.

The following is my logic I am using to close based on time of candle.

# square off:
if str(d.datetime.time(0)) == "15:15:00": # check if dates match
    print("square off at 3:15")
    self.close(d)

The following are my logs:

order_place_status :  {('HCLTECH', datetime.date(2021, 12, 22)): True, ('HCLTECH', datetime.date(2021, 12, 24)): True}
2021-12-24 09:30:00, Sell, HCLTECH, d.close 1253.9000244140625, eclose 2021-12-24, size 33, target price 1230.699951171875, stop price 1283.800048828125
2021-12-24 09:45:00, Order ref: 4 / Type Sell / Status Submitted / Name HCLTECH / lim_stop 1264.600 / Price 0.000 / Size 0
2021-12-24 09:45:00, Order ref: 5 / Type Buy / Status Submitted / Name HCLTECH / lim_stop 1283.800 / Price 0.000 / Size 0
2021-12-24 09:45:00, Order ref: 6 / Type Buy / Status Submitted / Name HCLTECH / lim_stop 1230.700 / Price 0.000 / Size 0
2021-12-24 09:45:00, Order ref: 4 / Type Sell / Status Accepted / Name HCLTECH / lim_stop 1264.600 / Price 0.000 / Size 0
2021-12-24 09:45:00, Order ref: 5 / Type Buy / Status Accepted / Name HCLTECH / lim_stop 1283.800 / Price 0.000 / Size 0
2021-12-24 09:45:00, Order ref: 6 / Type Buy / Status Accepted / Name HCLTECH / lim_stop 1230.700 / Price 0.000 / Size 0
2021-12-24 14:00:00, Order ref: 4 / Type Sell / Status Completed / Name HCLTECH / lim_stop 1264.600 / Price 1264.600 / Size -33
HCLTECH 2021-12-27 candle is  -1  gap is :  0
square off at 3:15
2021-12-28 09:15:00, Order ref: 7 / Type Buy / Status Submitted / Name HCLTECH / lim_stop 1267.000 / Price 0.000 / Size 0
2021-12-28 09:15:00, Order ref: 7 / Type Buy / Status Accepted / Name HCLTECH / lim_stop 1267.000 / Price 0.000 / Size 0
2021-12-28 09:15:00, Order ref: 7 / Type Buy / Status Completed / Name HCLTECH / lim_stop 1267.000 / Price 1273.150 / Size 33
2021-12-28 09:15:00 HCLTECH Closed: PnL Gross -282.15, Net -290.5,
HCLTECH 2021-12-28 candle is  1  gap is :  0
2021-12-28 10:00:00, Order ref: 5 / Type Buy / Status Completed / Name HCLTECH / lim_stop 1283.800 / Price 1283.800 / Size 33
2021-12-28 10:00:00, Order ref: 6 / Type Buy / Status Canceled / Name HCLTECH / lim_stop 1230.700 / Price 0.000 / Size 0
square off at 3:15
2021-12-29 09:15:00, Order ref: 8 / Type Sell / Status Submitted / Name HCLTECH / lim_stop 1280.000 / Price 0.000 / Size 0
2021-12-29 09:15:00, Order ref: 8 / Type Sell / Status Accepted / Name HCLTECH / lim_stop 1280.000 / Price 0.000 / Size 0
2021-12-29 09:15:00, Order ref: 8 / Type Sell / Status Completed / Name HCLTECH / lim_stop 1280.000 / Price 1282.950 / Size -33
2021-12-29 09:15:00 HCLTECH Closed: PnL Gross -28.05, Net -36.5

If you could help me with these issues, my strategy will be ready to backtest.
I have done several Google searches for similar issues but i was not able to make anything work.

Kindly assist me with this and I will be really grateful.

noufbouf

Hello,

Have you looked at cheat on open and cheat on close (coc) features ?
https://www.backtrader.com/docu/cerebro/cheat-on-open/cheat-on-open/
https://www.backtrader.com/docu/broker/#set_coccoc
But those are valid only for backtesting, obviously we cannot "cheat " with live trading. At least not in this way lol