Try this script -

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt

class TestStrategy(bt.Strategy):

    def __init__(self):
        pass


    def next_open(self):
        self.buy(coc=False)


    def next(self):
        pos = self.getposition()
        if pos:
            self.sell()


if __name__ == '__main__':

    cerebro = bt.Cerebro(cheat_on_open=True)
    cerebro.addstrategy(TestStrategy)
    data = <put your data feed here>
    cerebro.adddata(data)
    cerebro.broker.set_coc(True)
    cerebro.run()
    cerebro.plot()

Should buy at open and sell at close on daily bars.

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

there is a data parameter for buy/sell api which I was not aware of

Docs - Orders - Order creation

You may want to read docs, can save you time in the future, and make you aware of other useful staff. :)

@han-chen said in Stop loss and profit taker orders triggered on the same candlestick?:

My question rephrased is that are orders in backtrader tied to a specific data timeframe? If I added 4h timeframe and 1 min timeframe, will backtrader choose to execute orders on 1min timeframe ? Which data timeframe the order execution relies on?

When you issue the order, you specify the data feed for the order execution. So the time frame of this data feed will define your order time frame.

Your cash goes down to your broker value.

Broker value = Cash + Value of open positions.

In your case short position is open, so cash is more than broker value. When you close it, you will have broker value corrected.

If you plot the results, you might see that you buy at each bar when sma is more than close and sell at each bar when sma is less than close. This is not crossover strategy.

If you are looking for trade stats, than you may want to use TradeAnalyzer or Closed trade list (including MFE/MAE) analyzer.

try

    def __init__(self):
        self.l.indicator_2 = (indicator_1 > 0) - (indicator_1 < 0)

Your entry and exit orders are issued under the same conditions.

exit:

        if self.rsi < 30 or self.rsi > 70:
            self.order = self.close()

enter:

        if self.rsi < 30:
            self.order = self.buy()
    
        if self.rsi > 70:
            self.order = self.sell()

The other way (don't know if it is better or not) is to calculate your indicator value on each next() with your own method.