why I take wrong value

حسین سلطانی

I run below code and when I use sl and tp I take wrong value. can you help me

import backtrader as bt
import pandas as pd
from datetime import datetime
import math
%matplotlib inline
class firstStrategy(bt.Strategy):
    def __init__(self):
        # initializing rsi, slow and fast sma
        self.rsi = bt.indicators.RSI(self.data.close, period=21)
        self.fast_sma = bt.indicators.SMA(self.data.close, period=50)
        self.slow_sma = bt.indicators.SMA(self.data.close, period=100)
        self.crossup = bt.ind.CrossUp(self.fast_sma, self.slow_sma)
        self.sl_order, self.tp_order = None, None
        
    def log(self, txt, dt=None):
        dt = self.datas[0].datetime.date()
        print(f'{dt}, {txt}')
    def notify_trade(self, trade):
        if trade.isclosed:
            self.log(f'OPERATION RESULT --- Gross: {trade.pnl:.2f}, Net: {trade.pnlcomm:.2f} \n')
    def next(self):
        
        
        
        
          # process stop loss and take profit signals
        
        if self.position:
        

        # set stop loss and take profit prices
            # in case of trailing stops stop loss prices can be assigned based on current indicator value
            price_sl_long = self.position.price * 0.98
            price_sl_short = self.position.price * 1.02
            price_tp_long = self.position.price * 1.06
            price_tp_short = self.position.price * 0.94

            # cancel existing stop loss and take profit orders
            if self.sl_order:
                self.broker.cancel(self.sl_order)

            if self.tp_order:
                self.broker.cancel(self.tp_order)

            # check & update stop loss order
            sl_price = 0.0
            if self.position.size > 0 and price_sl_long !=0: sl_price = price_sl_long
            if self.position.size < 0 and price_sl_short !=0: sl_price = price_sl_short

            if sl_price != 0.0:
                self.sl_order = self.order_target_value(target=0.0, exectype=bt.Order.Stop, price=sl_price)
            
            # check & update take profit order
            tp_price = 0.0
            if self.position.size > 0 and price_tp_long !=0: tp_price = price_tp_long
            if self.position.size < 0 and price_tp_short !=0: tp_price = price_tp_short

            if tp_price != 0.0:
                self.tp_order = self.order_target_value(target=0.0, exectype=bt.Order.Limit, price=tp_price)
#         g = int(cerebro.broker.getvalue() / self.datas[0].open[0])
        if self.getposition(self.datas[0]).size>0:
            print(self.getposition(self.datas[0]).size)
            print(cerebro.broker.getvalue() ,'/',self.datas[0].open[0] ,': ',cerebro.broker.getvalue() / self.datas[0].open[0])

#         self.order_target_percent(target=0.5)
        g=None
        if not self.position:
            if self.rsi > 30 and self.fast_sma > self.slow_sma:
                self.buy(size=g)
        else:
            if self.rsi < 70:
                self.sell(size=g)  
# class SLTPTracking(bt.Observer):

#     lines = ('stop', 'take')

#     plotinfo = dict(plot=True, subplot=False)

#     plotlines = dict(stop=dict(ls=':', linewidth=1.5),
#                      take=dict(ls=':', linewidth=1.5))

#     def next(self):

#         if self._owner.sl_price != 0.0:
#             self.lines.stop[0] = self._owner.sl_price

#         if self._owner.tp_price != 0.0:
#             self.lines.take[0] = self._owner.tp_price

startcash = 100
cerebro = bt.Cerebro()
cerebro.addstrategy(firstStrategy) # adding strategy in Cerebro engine
# cerebro.addobserver(SLTPTracking)
df = pd.read_pickle("data_pairs_kucoin_future_1d.pkl").loc[15,'pair']
df['date'] = df['date'].astype(str) +' '+ df['time'].astype(str)
df['date']= pd.to_datetime(df['date'], format='%d/%m/%Y %H:%M:%S')
df.set_index('date', inplace=True) 
data = bt.feeds.PandasData(dataname=df)
cerebro.adddata(data)
cerebro.broker.setcommission(commission=0.002)
cerebro.broker.setcash(startcash)

cerebro.addsizer(bt.sizers.PercentSizer, percents=99)
cerebro.run()
portvalue = cerebro.broker.getvalue()
pnl =((portvalue - startcash)/startcash)*100

# Printing out the final result
print('Final Portfolio Value: ${}'.format(portvalue))
# print('P/L: ${}'.format(pnl))
cerebro.plot()