Thanks for your message. Please ignore the [-1] issue, as that is not a problem indeed. Let me try to be more clear based on the example above: I would like to write values to a dummy time series. And I would like those new values to be used for the order as well.

Now, what's happening above is the following: I write a value of 10 in the time series, overwriting the initial value of 2.17 for the day the order is executed. Yet the order is filled at 2.17, which means overwriting the initial value was not successful.
The portfolio value is measured for an order based on the initial time series again showing I cannot overwrite the initial data during a next step as I try to do. A static time series cannot create pnl.

What I suspect is that the time series of which I change values is not shared across all objects, hence the old value appears again.

I would really appreciate any hint/idea on how you would look at option strategies. Think of different expiries/strikes. There is just no way you can pre-compute all of that. Anyone out there who has worked something like that? I am really only after backtesting, no execution.

Cheers

Here's a little example that seems to replicate what I struggle with (taken from your introduction post). I don't think values get written to [-1] anymore as I assumed initially after getting an unexpected result. This is the next step where I attempt to overwrite the close value:

def next(self):
    # Simply log the closing price of the series from the reference
    self.log('OLD Close, %.2f' % self.dataclose[0])
    
    self.data_0[0]=10
    
    self.log('NEW Close, %.2f' % self.dataclose[0])

    if self.position.size == 0:
        if self.dataclose[0] <= self.dataclose[-1]:
            # current close less than previous close

            if self.dataclose[-1] <= self.dataclose[-2]:
                # previous close less than the previous close

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])
                self.buy()

Output:
Starting Portfolio Value: 100.00
1995-02-01, OLD Close, 2.09
1995-02-01, NEW Close, 10.00
1995-02-02, OLD Close, 2.12
1995-02-02, NEW Close, 10.00
1995-02-03, OLD Close, 2.17
1995-02-03, NEW Close, 10.00
1995-02-03, BUY CREATE, 10.00
1995-02-06, OLD Close, 2.19
1995-02-06, NEW Close, 10.00
1995-02-07, OLD Close, 2.19
1995-02-07, NEW Close, 10.00
1995-02-08, OLD Close, 2.17
1995-02-08, NEW Close, 10.00
1995-02-09, OLD Close, 2.15
1995-02-09, NEW Close, 10.00
Final Portfolio Value: 99.98

Now given the code initiates only 1 buy order @ 10 and the close is 10 for all days, we would expect fin value = 100. This value changes if I extend the time series. Setting the data point to 10, doesn't seem to change it for all objects involved:

self.getposition().price

returns 2.17, which is the original value of the time series.

Hi,

given I am mainly interested in options, I would need to write data during strategy execution. I.e. I would write the option value into a line object at every time "next" is called in the strategy execution. In a way it's like creating data for a new underlying every time the strategy enters into some option.

Unfortunately, I can't do that. Trying to overwrite the original input data to test it:

def next(self):

    self.data_0[0] = 111

seems to change the [-1] value only. Is it possible to change the [0] value of the time series during the strategy execution. In the reference indicators and the strategy are distinguished in terms of which index they can write on to my understanding. Other ideas on how to achieve the outcome are very welcome.

Thank you!