For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
Buy/Sell prices off
-
Hi backtrader,
Thank you for this great project! I am seeing strange buy and sell prices:
2017-12-25, Close, 0.00061700 2017-12-25, BUY CREATE, 0.00061700 2017-12-25, BUY EXECUTED, Price: 0.00059600, Cost: 0.00059600, Comm 0.00000060 2017-12-25, Close, 0.00060900 2017-12-25, Close, 0.00060700 2017-12-25, Close, 0.00060200 2017-12-25, Close, 0.00060200 2017-12-25, Close, 0.00060500 2017-12-25, Close, 0.00060200 2017-12-25, Close, 0.00061700 2017-12-25, Close, 0.00061100 2017-12-25, Close, 0.00061500 2017-12-25, Close, 0.00060200 2017-12-25, SELL CREATE, 0.00060200 2017-12-25, SELL EXECUTED, Price: 0.00059200, Cost: 0.00059600, Comm 0.00000059 2017-12-25, OPERATION PROFIT, GROSS -0.00000400, NET -0.00000519 2017-12-25, Close, 0.00060600
The buy and sell parameters are set as follows:
self.order = self.buy(price=self.dataclose[0]) self.order = self.sell(price=self.dataclose[0])
The commission has been set to 0.001.
Please let me know if you need any further information.
Thank you in advance!
-
Since you are using
market
orders, thanprice
parameter in theself.buy
andself.sell
is not used.Market
order is executed based on the next available price - next baropen
. If you want to specify the price of order execution, than you need usestop
orlimit
orders. Please check the following doc section -
Docs - Order Management and Execution -
Thanks @ab_trader I should have seen that! Appreciate your help.