hi, i am trying to get tgt and stoploss price for my startegy . i want 1% stoploss and tgt.

""""
import datetime
from collections import OrderedDict
import backtrader as bt
import backtrader.feeds as btfeeds
from datetime import date
from nsepy import get_history
d = get_history( symbol = "BPCL", start = date(2017,1,1), end = date(2020,5,1))
d.to_csv("BPCL.csv")

class mystrategy(bt.SignalStrategy):
def log(self, txt, dt = None):
dt = dt or self.datas[0].datetime.date(0)
print("%s, %s" % (dt, txt))

def __init__(self):
	self.dataclose = self.datas[0].close
	self.order = None
	self.buyprice = None
	self.buycomm = None

	self.rsi = bt.ind.RSI_EMA(self.datas[0], period = 14)

def notify_order(self, order):
	if order.status in [order.Submitted, order.Accepted]:
		return
	if order.status in [order.Completed]:
		if order.isbuy():
			self.log("Buy executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
			self.buyprice = order.executed.price
			self.buycomm = order.executed.comm
		else:
			self.log("Sell executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
		self.bar_executed = len(self)

	elif order.status in [order.Canceled, order.Margin, order.Rejected]:
		self.log("order Canceled/Margin/Rejected")
	self.order = None

def notify_trade(self, trade):
	if not trade.isclosed:
		return
	self.log("Operation profit , gross %.2f, net %.2f" % (trade.pnl, trade.pnlcomm))
	
def next(self):
	self.log("Close, %.2f" % self.dataclose[0])
	if self.order:
		return
	if not self.position:
		if self.rsi < 20:
			self.log("Buy Create, %.2f" % self.dataclose[0])
			self.order = self.buy()
	else:
		if self.rsi > 80:
			self.log("Sell Create, %.2f" % self.dataclose[0])
			self.order = self.sell()

def printTradeAnalysis(analyzer):
total_open = analyzer.total.open
total_closed = analyzer.total.closed
total_won = analyzer.won.total
total_lost = analyzer.lost.total
win_streak = analyzer.streak.won.longest
lost_streak = analyzer.streak.lost.longest
pnl_net = round(analyzer.pnl.net.total,2)
strike_rate = (total_won/total_closed)*100

h1 = ["Total Open", "Total Closed", "Total Won", "Total Lost"]
h2 = ["Strike Rate", "Win Streak", "Losing Streak", "PnL Net"]
r1 = [total_open, total_closed, total_won, total_lost]
r2 = [strike_rate, win_streak, lost_streak, pnl_net]
if len(h1) > len(h2):
	header_length = len(h1)
else:
	header_length = len(h2)

print_list = [h1,r1,h2,r2]
row_format = "{:<15}" * (header_length+1)
print("Trade Analysis Results:")
for row in print_list:
	print(row_format.format("", *row))

def printSQN(analyzer):
sqn = round(analyzer.sqn, 2)
print("SQN:{}".format(sqn))

if name == "main":
cerebro = bt.Cerebro()
cerebro.addstrategy(mystrategy)

data = btfeeds.GenericCSVData(
	dataname='BPCL.csv',
	fromdate=datetime.datetime(2017, 1, 10),
	todate=datetime.datetime(2020, 4, 25),
	nullvalue=0.0,
	dtformat=('%Y-%m-%d'),
	datetime=0,
	high=5,
	low=6,
	open=4,
	close=8,
	volume=10,
	openinterest=-1,
	)

cerebro.adddata(data)
startcash = 10000000
cerebro.broker.setcash(startcash)
cerebro.addsizer(bt.sizers.FixedSize, stake = 10)
cerebro.broker.setcommission(commission = 0.01)

cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name = "ta")
cerebro.addanalyzer(bt.analyzers.SQN, _name = "sqn")
print("Starting Portfolio Value: %.2f" % cerebro.broker.getvalue())
strategies = cerebro.run()
firstStrat = strategies[0]

printTradeAnalysis(firstStrat.analyzers.ta.get_analysis())
printSQN(firstStrat.analyzers.sqn.get_analysis())

print("Final Portfolio Value: %.2f" % cerebro.broker.getvalue())
cerebro.plot(style = "candlestick")

"""""
data is downloaded from nsepy for backtesting.
plz assist me.

@run-out I thought it would give me buy and sell signals. but it only gave buy signal

@Akshay-Mehara said in trouble for order management while backtesting:

hi,
I am new here and have little knowledge of coding. I am trying to build an algorithm that is having a crossover of sma30, rsi and atr. as i initiate backtesting. there is only one order placed. can any one help me in this
here is the full code. if you want to check it plz backtest it and assist me.

import datetime
import backtrader as bt
import backtrader.feeds as btfeeds
from backtrader import indicators

from nsepy import get_history
from datetime import date

class mystrategy(bt.Strategy):
def log(self, txt, dt = None):
dt = dt or self.datas[0].datetime.date(0)
print("%s, %s" % (dt, txt))

def init(self):
self.dataclose = self.datas[0].close
self.order = None
self.buyprice = None
self.buycomm = None
self.sma30 = bt.talib.SMA(self.data.close, period = 30)
self.atr = bt.talib.ATR(self.data.high, self.data.low, self.data.close, period = 14)
self.rsi = bt.talib.RSI(self.data.close, period = 14)

def notify_order(self, order):
if order.status in [order.Submitted, order.Accepted]:
return
if order.status in [order.Completed]:
if order.isbuy():
self.log("Buy executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
self.buyprice = order.executed.price
self.buycomm = order.executed.comm
else:
self.log("Sell executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
self.bar_executed = len(self)

  elif order.status in [order.Canceled, order.Margin, order.Rejected]:
  	self.log("order Canceled/Margin/Rejected")
  self.order = None

def notify_trade(self, trade):
if not trade.isclosed:
return
self.log("Operation profit , gross %.2f, net %.2f" % (trade.pnl, trade.pnlcomm))

def next(self):
self.log("Close, %.2f" % self.dataclose[0])
if self.order:
return
if not self.position:
if self.sma30[0] > self.atr[0] and self.rsi[0] > 50:
self.log("Buy Create, %.2f" % self.dataclose[0])
self.order = self.buy()
else:
if self.rsi[0] < 50 and self.sma30[0] < self.atr[0]:
self.log("Sell Create, %.2f" % self.dataclose[0])
self.order = self.sell()

if name == "main":
cerebro = bt.Cerebro()
cerebro.addstrategy(mystrategy)

data = btfeeds.GenericCSVData(
dataname="sbin.csv",
fromdate=datetime.datetime(2015, 1, 1),
todate=datetime.datetime(2020, 4, 30),
nullvalue=0.0,
dtformat=('%Y-%m-%d'),
datetime=0,
high=5,
low=6,
open=4,
close=8,
volume=10,
openinterest=-1,
)

cerebro.adddata(data)
cerebro.broker.setcash(100000)
cerebro.addsizer(bt.sizers.FixedSize, stake = 10)
cerebro.broker.setcommission(commission = 0.01)
print("Starting Portfolio Value: %.2f" % cerebro.broker.getvalue())
cerebro.run()
print("Final Portfolio Value: %.2f" % cerebro.broker.getvalue())
cerebro.plot()

the csv file for backtesting data

hi,
I am new here and have little knowledge of coding. I am trying to build an algorithm that is having a crossover of sma30, rsi and atr. as i initiate backtesting. there is only one order placed. can any one help me in this
here is the full code. if you want to check it plz backtest it and assist me.

import datetime
import backtrader as bt
import backtrader.feeds as btfeeds
from backtrader import indicators

from nsepy import get_history
from datetime import date

class mystrategy(bt.Strategy):
def log(self, txt, dt = None):
dt = dt or self.datas[0].datetime.date(0)
print("%s, %s" % (dt, txt))

def __init__(self):
	self.dataclose = self.datas[0].close
	self.order = None
	self.buyprice = None
	self.buycomm = None
	self.sma30 = bt.talib.SMA(self.data.close, period = 30)
	self.atr = bt.talib.ATR(self.data.high, self.data.low, self.data.close, period = 14)
	self.rsi = bt.talib.RSI(self.data.close, period = 14)

def notify_order(self, order):
	if order.status in [order.Submitted, order.Accepted]:
		return
	if order.status in [order.Completed]:
		if order.isbuy():
			self.log("Buy executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
			self.buyprice = order.executed.price
			self.buycomm = order.executed.comm
		else:
			self.log("Sell executed, price %.2f, cost %.2f, comm %.2f" % (order.executed.price, order.executed.value, order.executed.comm))
		self.bar_executed = len(self)

	elif order.status in [order.Canceled, order.Margin, order.Rejected]:
		self.log("order Canceled/Margin/Rejected")
	self.order = None

def notify_trade(self, trade):
	if not trade.isclosed:
		return
	self.log("Operation profit , gross %.2f, net %.2f" % (trade.pnl, trade.pnlcomm))

def next(self):
	self.log("Close, %.2f" % self.dataclose[0])
	if self.order:
		return
	if not self.position:
		if self.sma30[0] > self.atr[0] and self.rsi[0] > 50:
			self.log("Buy Create, %.2f" % self.dataclose[0])
			self.order = self.buy()
	else:
		if self.rsi[0] < 50 and self.sma30[0] < self.atr[0]:
			self.log("Sell Create, %.2f" % self.dataclose[0])
			self.order = self.sell()

if name == "main":
cerebro = bt.Cerebro()
cerebro.addstrategy(mystrategy)

data = btfeeds.GenericCSVData(
	dataname="sbin.csv",
	fromdate=datetime.datetime(2015, 1, 1),
	todate=datetime.datetime(2020, 4, 30),
	nullvalue=0.0,
	dtformat=('%Y-%m-%d'),
	datetime=0,
	high=5,
	low=6,
	open=4,
	close=8,
	volume=10,
	openinterest=-1,
	)

cerebro.adddata(data)
cerebro.broker.setcash(100000)
cerebro.addsizer(bt.sizers.FixedSize, stake = 10)
cerebro.broker.setcommission(commission = 0.01)
print("Starting Portfolio Value: %.2f" % cerebro.broker.getvalue())
cerebro.run()
print("Final Portfolio Value: %.2f" % cerebro.broker.getvalue())
cerebro.plot()

hi I am trying to build an opening range breakout strategy where if close > open then buy, and close < low then sell, with sl 0.01% and tgt 0.01%. can anyone help me with coding this?