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Trace max float profit of long/short order before it's closed
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hi all, I want to trace the max float profit of a long/short order since it's completed until it is closed. As long order for example, the long order is created as mainside, and there are lowside sell StopTrail order and highside sell Limit order. How can I trace the float profit history of the long order. And the float profit =(current_bar_price - executed_price) x executed_size. I need a clean and elegant manner to realize it. Thx!
if long_signal: if self.position.size < 0: self.order = self.close() else: mainside = self.buy(size = default_size,transmit=False) lowside = self.sell(size=lowside_sell_size,exectype=bt.Order.StopTrail,transmit=False, parent=mainside,trailpercent=0.05) highside = self.sell(price=highside_sell_price, size=highside_sell_size, exectype=bt.Order.Limit, transmit=True, parent=mainside)