Hello,
I somehow have a bt.Order.StopTrail that refuses to be canceled. I am working on a shorting strategy where I buy a short based on some indicators. The position will only be closed when a trailing stop is satisfied or self.cross_up is satisfied.

Below is the code for notify_order(). I have tried in several places within the method to cancel the trailing stop (self.trail_stop')

    def notify_order(self, order):
        # https://www.backtrader.com/docu/order-creation-execution/order-creation-execution/
        # Check the order status. 
        print('{}: Order ref: {} / Type {} / Status {}'.format(
                self.data.datetime.datetime(0),
                order.ref, 'Buy' * order.isbuy() or 'Sell',
                order.getstatusname()))
        
        if (self.cross_up and self.trail_stop):
            self.cancel(self.trail_stop)
        
        # If it is submitted/accepted, leave the fucntion 
        if order.status in [order.Submitted, order.Accepted]:
            if self.cross_up:
                self.cancel(self.trail_stop)
                print(f'{self.datas[0].datetime.datetime(0)} trying to cancel {self.trail_stop}')
            return

In the output log, ref: 2 is my StopTrail since we see that there is a trail amount. You can see that the bt.Order.StopTrail is dead (Alive: False), yet it is still completed? How is that possible?

2019-11-01 09:00:00: Order ref: 2 / Type Buy / Status Accepted
2019-11-01 09:00:00 trying to cancel Ref: 2
OrdType: 0
OrdType: Buy
Status: 4
Status: Completed
Size: 6
Price: None
Price Limit: None
TrailAmount: 10.97938953872858
TrailPercent: None
ExecType: 5
ExecType: StopTrail
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fae48146e50>
End of Session: 737363.9999999999
Info: AutoOrderedDict([('ref', '999')])
Broker: None
Alive: False
2019-11-01 09:00:00: Order ref: 3 / Type Buy / Status Accepted
2019-11-01 09:00:00 trying to cancel Ref: 2
OrdType: 0
OrdType: Buy
Status: 4
Status: Completed
Size: 6
Price: None
Price Limit: None
TrailAmount: 10.97938953872858
TrailPercent: None
ExecType: 5
ExecType: StopTrail
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fae48146e50>
End of Session: 737363.9999999999
Info: AutoOrderedDict([('ref', '999')])
Broker: None
Alive: False
2019-11-01 09:00:00: Order ref: 2 / Type Buy / Status Completed

Thank You!

Hey VBS,

Awesome work with backtrader_plotting. I was wondering if there was a parameter to change the color for barup and bardown when style = 'bar'.

Also, is there a way to make a green vertical line for an executed buy and a red vertical line for an executed sell?

Thank!

Hello,

I am trying to implement a trailing stop order, and I'm using self.close with bt.Order.StopTrail. The first sell is expected, but I don't understand as to why self.close() would short the position thereafter?

        if self.position.size == 0:
            if self.myind.ema_s[0] > self.myind.ema_l[0] and self.myind.ema_s[-1] < self.myind.ema_l[-1] and  self.myind.ema_s[-2] < self.myind.ema_l[-2]:                    # amount to invest
                    amount_to_invest = self.params.order_percentage * self.broker.cash
                    self.size = math.floor(amount_to_invest/self.dataclose)
                    # previous close less than the previous close
                    # BUY, BUY, BUY!!! (with all possible default parameters)
                    self.log('BUY CREATE, %.2f' % self.dataclose[0])
                    self.order = self.buy(exectype = bt.Order.Limit,
                    price = self.dataclose[0], 
                    valid = datetime.now() + timedelta(hours = 1),
                    size = self.size)       

       elif self.position.size > 0:          
                   self.close(exectype=bt.Order.StopTrail, trailamount = 8)                

My log is the following:

2020-08-11T02:05:30, BUY CREATE, 1586.35
2020-08-11T06:00:35, Buy Executed at 1586.35
2020-08-11, position size:5
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T13:55:13, Sell Executed at 1592.1
2020-08-11, position size:-35
2020-08-11T14:08:01, Sell Executed at 1591.6
2020-08-11, position size:-45
2020-08-11T14:08:01, Sell Executed at 1591.6
2020-08-11, position size:-45
2020-08-11T14:16:13, Sell Executed at 1590.35
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1590.35
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1590.35
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1589.75
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1589.75
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1589.75
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1589.75
2020-08-11, position size:-85
2020-08-11T14:16:13, Sell Executed at 1589.75
2020-08-11, position size:-85

Is there a way to delete this topic? I was able to resolve the problem.

@ab_trader As can be seen in the last output block, there is a buy order at 1:30 at $ 1583.70. The order is submitted but not complete. It proceeds to close at a higher price. Why would it be incapable of buying at the closed price?

PS
I do have coc (cheat on close) set to True.

@EMR, Already tried this, and it, unfortunately, produced the same results.

This is my first week working with Backtrader, and I must say, it's been a ton of fun. The documentation is incredible and there seems to be a strong community supporting it. On to my problem.

My script is working perfectly when I'm using bt.feeds.YahooFinanceData() as my data source. The problem stems using my own data source which contains the following columns: datetime, open, high, low, and close. I currently DON'T have volume. My data is in 30 minute intervals and I'm currently reading it in using the following code:

data = bt.feeds.GenericCSVData(
    dataname=datapath,
    # Do not pass values before this date
    fromdate=datetime.datetime(2019, 12, 5, 16, 30),
    # Do not pass values after this date
    todate=  data0.index.max().to_pydatetime(),
    datetime=0,
    open=1,
    high=2,
    low=3,
    close=4,
    volume=-1,
    timeframe=bt.TimeFrame.Minutes,
    compression=30)

So what's my problem? Once some long conditions are met, my script should submit a buy limit order:

if self.datalow[0] > self.ema_l[0]:
      # previous close less than the previous close
      # BUY, BUY, BUY!!! (with all possible default parameters)
         self.log('BUY CREATE, %.2f' % self.dataopen[0])
         self.order = self.buy(exectype = bt.Order.Limit,
         price = self.dataclose[0], 
         valid = datetime.now() + timedelta(hours = 2))   

I separated my order.status for both order.Submitted and order.Accepted within my notify_order function:

    def notify_order(self, order):
        # https://www.backtrader.com/docu/order-creation-execution/order-creation-execution/
        # Check the order status. 
        # If it is submitted/accepted, leave the fucntion 
        if order.status in [order.Submitted]:
            self.log(f"Order submitted but not complete. Price at {self.order.price}")
            return
        
        if order.status in [order.Accepted]:
            self.log(f"Order accepted but not complete. Price at {order.price}")
            return

As can be seen in the log. The order is submitted but never accepted. Why would this happen? Could it be because I don't have a volume column and Backtrader needs to know that there is some amount of volume there to be able to make the trade?

2020-10-07T01:30:00, BUY CREATE, 1583.70
2020-10-07T02:00:00, Order submitted but not complete. Price at 1583.7
2020-10-07T02:00:00, Close, 1584.10
2020-10-07T02:00:00, BUY CREATE, 1584.10
2020-10-07T02:30:00, Order submitted but not complete. Price at 1584.1
2020-10-07T02:30:00, Close, 1585.80
2020-10-07T02:30:00, BUY CREATE, 1585.80
2020-10-07T03:00:00, Order submitted but not complete. Price at 1585.8
2020-10-07T03:00:00, Close, 1589.00

Thanks for the help!