why don't take another position?

حسین سلطانی

when I run below code, just EXECUTED one position and another don't take.
can you help me to run this code correctly?

from datetime import datetime
import datetime
import backtrader as bt
import pandas as pd
%matplotlib inline

class Strats(bt.Strategy):

    lines = ('sma', )
    params = (('sma', 10), ('fastma', 20))

    def __init__(self):

        self.dataclose = self.datas[0].close
        self.slowsma = bt.indicators.SMA(self.datas[0], period=self.p.sma)
        self.fastsma = bt.indicators.SMA(self.datas[0], period=self.p.fastma)
        self.cross = bt.indicators.CrossOver(self.fastsma, self.slowsma)
        self.order = None

    def log(self, txt, dt=None):
        
        dt = self.datas[0].datetime.date()
        print(f'{dt}, {txt}')

    def notify_order(self, order):

        if order.status in [order.Submitted, order.Accepted]:

            self.log(f'Status: {order.getstatusname()}')
            print(order.isbuy(),'bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
            print(order.issell(),'ssssssssssssssssssssssssssssssss')

        if order.status in [order.Completed]:

            self.log(f'BUY EXECUTED: Price: {order.executed.price},\
                     Cost: {order.executed.value}, Comms: {order.executed.comm}')
            print(order.isbuy(),'bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
            print(order.issell(),'ssssssssssssssssssssssssssssssss')
            self.log(f'Account Balance: {cerebro.broker.getcash()}')

        elif order.status in [order.Rejected, order.Margin, order.Cancelled]:
            self.log('order rejected/cancelled by broker or insufficient margin')
             
        self.order = None
        
    def notify_trade(self, trade):
        if trade.isopen:
            return  
        else:
            self.log(f'OPERATION PROFIT: GROSS {trade.pnl}, NET {trade.pnlcomm},\
                     Trade PnL: {trade.pnlcomm/self.totalcost}')
            self.log(f'Updated Account Balance: {cerebro.broker.getcash()}')
        
    def next(self):

        if self.order:
            self.log(f'Open: {self.data.open[0]}, High: {self.data.high[0]},\
                     Low: {self.data.low[0]}, Close: {self.dataclose[0]}')
            return

        if not self.position:

            if self.cross > 0:
#                 self.order = self.buy()
                self.order =self.buy(exectype=bt.Order.StopTrail,trailpercent=0.02)
                
                self.log(f'BUY CREATED: {self.dataclose[0]}')
            elif self.cross < 0:
#                 self.order = self.sell()
                self.order =self.sell(exectype=bt.Order.StopTrail, trailpercent=0.02)
                self.log(f'SELL CREATED: {self.dataclose[0]}')

cerebro = bt.Cerebro()
cerebro.broker.set_cash(100000)

print(f'Starting Portfolio Value: {cerebro.broker.getvalue()}')

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.addstrategy(Strats)
cerebro.addsizer(bt.sizers.PercentSizer, percents=99)
cerebro.broker.setcommission(commission=0.02)
cerebro.run()

print(f'Final Portfolio Value: {cerebro.broker.getvalue()}')
cerebro.plot()

output:

Starting Portfolio Value: 100000
2021-05-24, BUY CREATED: 11.959
2021-05-25, Status: Submitted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-05-25, order rejected/cancelled by broker or insufficient margin
2021-06-09, SELL CREATED: 10.537
2021-06-10, Status: Submitted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-06-10, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-06-10, BUY EXECUTED: Price: 10.326260000000001,                     Cost: -97020.0, Comms: 1940.4
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-06-10, Account Balance: 195079.6
Final Portfolio Value: 179586.48051627597

and picture:

حسین سلطانی

I solve this problem
I have a new problem
why I can't take this print some times between BUY CREATED and SELL CREATED

self.log(f'OPERATION PROFIT: GROSS {trade.pnl}, NET: {trade.pnlcomm}')
self.log(f'Updated Account Balance: {cerebro.broker.getvalue()}')

my complete code:

from datetime import datetime
import datetime
import backtrader as bt
import pandas as pd
%matplotlib inline

class Strats(bt.Strategy):

    lines = ('sma', )
    params = (('sma', 10), ('fastma', 20))

    def __init__(self):

        self.dataclose = self.datas[0].close
        self.slowsma = bt.indicators.SMA(self.datas[0], period=self.p.sma)
        self.fastsma = bt.indicators.SMA(self.datas[0], period=self.p.fastma)
        self.cross = bt.indicators.CrossOver(self.fastsma, self.slowsma)
        self.order = None

    def log(self, txt, dt=None):
        
        dt = self.datas[0].datetime.date()
        print(f'{dt}, {txt}')

    def notify_order(self, order):

        if order.status in [ order.Accepted]:
            self.log(f'Status: {order.getstatusname()}')
            print(order.isbuy(),'bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
            print(order.issell(),'ssssssssssssssssssssssssssssssss')

        if order.status in [order.Completed]:#یعنی اینکه معامله تمام شده
            self.log(f'Status: {order.getstatusname()}')

            self.log(f'BUY EXECUTED: Price: {order.executed.price},\
                     Cost: {order.executed.value}, Comms: {order.executed.comm}')
            self.log(f'Account Balance: {cerebro.broker.getcash()}')


        elif order.status in [order.Rejected, order.Margin, order.Cancelled]:
            self.log('order rejected/cancelled by broker or insufficient margin')

        self.order = None

    def notify_trade(self, trade):
        if trade.isopen:
            return
        else:
            self.log(f'OPERATION PROFIT: GROSS {trade.pnl}, NET: {trade.pnlcomm}')
            self.log(f'Updated Account Balance: {cerebro.broker.getvalue()}')

    def next(self):
#             self.log(f'Open: {self.data.open[0]}, High: {self.data.high[0]},\
#                      Low: {self.data.low[0]}, Close: {self.dataclose[0]}')        
        if self.order:
            return

        if not self.position:
            if self.cross < 0:
#                 self.order = self.buy(size=None)
                self.order =self.buy(exectype=bt.Order.StopTrail,trailpercent=0.02)
                self.log(f'BUY CREATED: {self.dataclose[0]}')
        else:        
                
            if self.cross > 0:
#                 self.order = self.sell(size=None)
                self.order =self.sell(exectype=bt.Order.StopTrail, trailpercent=0.02)
                self.log(f'SELL CREATED: {self.dataclose[0]}')

cerebro = bt.Cerebro()
cerebro.broker.set_cash(100000)

print(f'Starting Portfolio Value: {cerebro.broker.getvalue()}')

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.addstrategy(Strats)
cerebro.addsizer(bt.sizers.PercentSizer, percents=96)
cerebro.broker.setcommission(commission=0.002)
cerebro.run()

print(f'Final Portfolio Value: {cerebro.broker.getvalue()}')
cerebro.plot()

and out put:

Starting Portfolio Value: 100000
2021-06-09, BUY CREATED: 10.537
2021-06-10, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-06-13, Status: Completed
2021-06-13, BUY EXECUTED: Price: 7.994759999999999,                     Cost: 72838.28034544936, Comms: 145.67656069089873
2021-06-13, Account Balance: 27016.043093859746
2021-07-16, SELL CREATED: 6.361
2021-07-17, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-07-18, Status: Completed
2021-07-18, BUY EXECUTED: Price: 7.335300000000001,                     Cost: 72838.28034544936, Comms: 133.66020689000663
2021-07-18, Account Balance: 93712.48633197304
2021-07-18, OPERATION PROFIT: GROSS -6008.176900446039, NET: -6287.513668026944
2021-07-18, Updated Account Balance: 93712.48633197304
2021-07-27, BUY CREATED: 8.2
2021-07-28, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-07-28, Status: Completed
2021-07-28, BUY EXECUTED: Price: 8.363999999999999,                     Cost: 91763.266616268, Comms: 183.526533232536
2021-07-28, Account Balance: 1765.6931824725036
2021-08-30, SELL CREATED: 11.545
2021-08-31, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-08-31, Status: Completed
2021-08-31, BUY EXECUTED: Price: 11.3141,                     Cost: 91763.266616268, Comms: 248.25891315713002
2021-08-31, Account Balance: 125646.8908478804
2021-08-31, OPERATION PROFIT: GROSS 32366.189962297027, NET: 31934.40451590736
2021-08-31, Updated Account Balance: 125646.8908478804
2021-09-09, BUY CREATED: 11.004
2021-09-10, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-09-10, Status: Completed
2021-09-10, BUY EXECUTED: Price: 11.224079999999999,                     Cost: 123033.43551824447, Comms: 246.06687103648895
2021-09-10, Account Balance: 2367.3884585994338
2021-09-11, SELL CREATED: 10.583
2021-09-12, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-09-12, Status: Completed
2021-09-12, BUY EXECUTED: Price: 10.37134,                     Cost: 123033.43551824447, Comms: 227.37214829683853
2021-09-12, Account Balance: 115826.09045872187
2021-09-12, OPERATION PROFIT: GROSS -9347.361369825203, NET: -9820.80038915853
2021-09-12, Updated Account Balance: 115826.09045872187
2021-09-21, BUY CREATED: 9.22
2021-09-22, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-09-22, Status: Completed
2021-09-22, BUY EXECUTED: Price: 9.4044,                     Cost: 113416.90777718044, Comms: 226.8338155543609
2021-09-22, Account Balance: 2182.348865987063
2021-09-24, SELL CREATED: 9.695
2021-09-25, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-09-25, Status: Completed
2021-09-25, BUY EXECUTED: Price: 9.501100000000001,                     Cost: 113416.90777718044, Comms: 229.16621634166333
2021-09-25, Account Balance: 116536.29082047705
2021-09-25, OPERATION PROFIT: GROSS 1166.200393651203, NET: 710.2003617551788
2021-09-25, Updated Account Balance: 116536.29082047705
2021-10-08, BUY CREATED: 10.744
2021-10-09, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-10-09, Status: Completed
2021-10-09, BUY EXECUTED: Price: 10.95888,                     Cost: 114112.33597141113, Comms: 228.22467194282228
2021-10-09, Account Balance: 2195.7301771230996
2021-10-19, SELL CREATED: 10.743
2021-10-20, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-10-20, Status: Completed
2021-10-20, BUY EXECUTED: Price: 10.52814,                     Cost: 114112.33597141113, Comms: 219.25427577162128
2021-10-20, Account Balance: 111603.61378716212
2021-10-20, OPERATION PROFIT: GROSS -4485.198085600503, NET: -4932.677033314946
2021-10-20, Updated Account Balance: 111603.61378716212
2021-10-20, BUY CREATED: 11.546
2021-10-21, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-10-22, Status: Completed
2021-10-22, BUY EXECUTED: Price: 11.14146,                     Cost: 103385.59768842117, Comms: 206.77119537684234
2021-10-22, Account Balance: 8011.244903364105
2021-11-14, SELL CREATED: 11.05
2021-11-15, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2021-11-15, Status: Completed
2021-11-15, BUY EXECUTED: Price: 10.829,                     Cost: 103385.59768842117, Comms: 200.972338879808
2021-11-15, Account Balance: 108296.4420043883
2021-11-15, OPERATION PROFIT: GROSS -2899.428248517165, NET: -3307.1717827738153
2021-11-15, Updated Account Balance: 108296.4420043883
2021-12-23, BUY CREATED: 7.315
2021-12-24, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2021-12-24, Status: Completed
2021-12-24, BUY EXECUTED: Price: 7.4613000000000005,                     Cost: 106043.87601069701, Comms: 212.087752021394
2021-12-24, Account Balance: 2040.4782416698913
2022-01-09, SELL CREATED: 6.929
2022-01-10, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2022-01-10, Status: Completed
2022-01-10, BUY EXECUTED: Price: 6.79042,                     Cost: 106043.87601069701, Comms: 193.01796109003985
2022-01-10, Account Balance: 98356.44082559978
2022-01-10, OPERATION PROFIT: GROSS -9534.895465677086, NET: -9940.00117878852
2022-01-10, Updated Account Balance: 98356.44082559978
2022-02-09, BUY CREATED: 4.757
2022-02-10, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2022-02-11, Status: Completed
2022-02-11, BUY EXECUTED: Price: 4.49718,                     Cost: 89264.98923901367, Comms: 178.52997847802735
2022-02-11, Account Balance: 8912.92160810809
2022-02-17, SELL CREATED: 3.946
2022-02-18, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2022-02-18, Status: Completed
2022-02-18, BUY EXECUTED: Price: 3.86708,                     Cost: 89264.98923901367, Comms: 153.51613881872862
2022-02-18, Account Balance: 85517.47487865368
2022-02-18, OPERATION PROFIT: GROSS -12506.919829649363, NET: -12838.965946946118
2022-02-18, Updated Account Balance: 85517.47487865368
2022-03-21, BUY CREATED: 3.31
2022-03-22, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2022-03-22, Status: Completed
2022-03-22, BUY EXECUTED: Price: 3.3762,                     Cost: 83738.71140117767, Comms: 167.47742280235536
2022-03-22, Account Balance: 1611.2860546736529
2022-04-11, SELL CREATED: 3.106
2022-04-12, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2022-04-14, Status: Completed
2022-04-14, BUY EXECUTED: Price: 3.26634,                     Cost: 83738.71140117767, Comms: 162.02778425337522
2022-04-14, Account Balance: 82463.15039710788
2022-04-14, OPERATION PROFIT: GROSS -2724.819274490068, NET: -3054.3244815457983
2022-04-14, Updated Account Balance: 82463.15039710788
2022-04-25, BUY CREATED: 3.28
2022-04-26, Status: Accepted
True bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
False ssssssssssssssssssssssssssssssss
2022-04-27, Status: Completed
2022-04-27, BUY EXECUTED: Price: 2.9631,                     Cost: 71516.06661707425, Comms: 143.0321332341485
2022-04-27, Account Balance: 10804.051646799482
2022-04-28, SELL CREATED: 2.988
2022-04-29, Status: Accepted
False bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb
True ssssssssssssssssssssssssssssssss
2022-04-29, Status: Completed
2022-04-29, BUY EXECUTED: Price: 2.92824,                     Cost: 71516.06661707425, Comms: 141.34940225492323
2022-04-29, Account Balance: 81337.40337200619
2022-04-29, OPERATION PROFIT: GROSS -841.3654896126303, NET: -1125.747025101702
2022-04-29, Updated Account Balance: 81337.40337200619
Final Portfolio Value: 81337.40337200619

حسین سلطانی

if you have suggestion for get better my cod I become glad