It's not about "I thought".

The code snippet posted above uses NO LEVERAGE. A plain buy of 3.63 * 7,440 (i.e. 27,007.2 units of cash) is attempted when only 10,000 units of cash are available.

Why shouldn't the buy order be rejected?

Cash is 10000, asset has a value of 7400ish and you want to buy a size of 3.63.

Why shouldn't the order be rejected?

I am not in the habit of clicking on links here and there. Maybe someone else is.

You may believe that small drops of information enable the all-mighty backtrader to make a diagnostic, but it is simply not the case.

9801 doesn't obviously fit inside 7443 (just like in the joke of the divorcing couple) with a size of 3.63

@student said in Execute trade immediatly after a stop is hit:

Yes I am using leverage

Without code ... a statement out of thin air.

@student said in Execute trade immediatly after a stop is hit:

I can't understand why I'm getting margin called?

Neither can anyone.

@student said in Execute trade immediatly after a stop is hit:
I have no other positions open, no other orders?

Only you know that.

My recommendation:

• Write a small snippet in which you try to use leverage at the given bar (7401) with the given cash (9801)

A lot easier than trying to debug your, for sure, a lot more complex script which involves Stop here and there, and then orders and ...

Believe me when I say that the issue is the presentation of an actual issue which isn't an issue. Let me show why

1. Chart presented with manual annotations from some other platform.

@student said in Execute trade immediatly after a stop is hit:

If my understanding is correct, the stop order is executed after next().

2. "Understanding" is not an issue. Furthermore nothing happens after next(), which happens when everything has happened (as a matter of fact, the next iteration takes ofr course place after next())

@student said in Execute trade immediatly after a stop is hit:

Therefore I do not have the opportunity to place the long order, which would be executed in the following candle.

3. It seems from the text, that you haven't actually attempted to place such an order.

You probably want to read this:

• Docs - Strategy - https://www.backtrader.com/docu/strategy/

And the different methods, next, notify_order, notify_trade, ...

But summarizing:

• If in the current next cycle (i.e.: iteration) your X (Stop apparently) order has been executed and another one is placed
• It will be executed in the next cycle (if it can of course be executed, i.e.: Market or Limit in which the limit price is reached, ...)

All languages have limitations as to what can be overloaded and what cannot be. The and and or logical operators in Python are an example in Python of what cannot, due to the nature of the return value and how something is considered to be True or False in Python.

Were one to develop a system for HFT, C++/C would probably be very good choices. HFT is usually carried out by people/entities with deep pockets, given that hardware/software/time investments will be rewarded with huge profits.

The quick development cycles, rapid prototyping, high level of introspection and metaprogramming facilities offered by Python cannot be matched by other languages, at the expense of speed (everything is a dictionary lookup), adding to the offense the lack of real CPU-bound multithreading (GIL)

Whether things in production are run in Java or something else is in many cases due to the pre-presence of such systems in engineering environments where a product has been bought. This means that if the pre-existing system works rules such as (do apply):

• The acquisition price has to be justified by further using the system
• If the system has proven to work (even with limitations which need workarounds), keep on using the system
• The time/effort invested in having everything integrated is deemed as part of the system price and people are not willing to pay it again
• Integration may run so deep in the house, that other systems may now rely on obscure/buggy/undocumented features that will be difficult to replicate with new entrants.

Indicators are not data manipulating entities.

Your strategy is not defined when being unpickled in a slave process due to the "strange" ordering in your code.

I would suggest you look at the sample and use a conventional ordering, with "declarations" first and "execution" afterwards.

The same reason other people choose other languages. It has nothing to do with it being a good or a bad idea. Python offers things which other languages don't. At the same time it lacks some things which other languages do. It is in any case one of the most popular languages, for good reasons (and in spite of its inherent drawbacks)

@student said in Execute trade immediatly after a stop is hit:

After my stop is hit, I want to check a condition and then place an order (which would be executed on the open on the next candle, after the stop is hit). However my understanding is that the stop order is executed after next is called, so it wouldn't execute the order on the candle immediately after the stop is hit, rather it would get executed on the 2nd candle after the stop is hit rather than the first.
Is there a way to solve this problem?

Although @ab_trader has probably clarified this with the answers ...

@student said in Execute trade immediatly after a stop is hit:

After my stop is hit, I want to check a condition and then place an order (which would be executed on the open on the next candle, after the stop is hit).

Is that a personal price stop or an already placed Stop order?

@student said in Execute trade immediatly after a stop is hit:

However my understanding is that the stop order is executed after next is called, so it wouldn't execute the order on the candle immediately after the stop is hit , rather it would get executed on the 2nd candle after the stop is hit rather than the first.

I really fail to understand what your understanding is. If we assume that you have a Stop order in place and the trigger price is "hit" the order will be executed. Nothing to do with next or candles immediately after it. The Stop is already there.

If no Stop order is in place and you place an order, it will of course be first executed with the next candle. Because the current candle is already the past (you see the prices, because the prices have already happened)

In both cases nothing to with 2nd candles.

Is there a way to solve this problem?

Specify your problem clearly so that we can understand what your problem is and if there is an actual problem. I really think there isn't any, beyond the usual problem: the resolution of the data is not small enough.