Hi,

I am currently issuing a bracket order as follows:

self.buy_bracket(exectype=bt.Order.Market,
                                 size=qty,
                                 limitprice=cash*3*self.p.risk / qty + self.data.close[0],
                                 stopprice=stop_price,
                                 )

I wish to update the stop order issue based on the profit of the current trade. There is only one trade open at any given moment. I tried to use the trail order and trailpercent method but it doesn't seem to work.

In general, here's what I would like the system to do:

if profit > 20, stop loss should be at break-even
if profit > 40, stop loss should be at 20
... and so on.

Any clever ideas on how to implement it?

Cool, thanks!

Hi,

I am currently issuing a bracket order as follows:

self.buy_bracket(exectype=bt.Order.Market,
                                 size=qty,
                                 limitprice=cash*3*self.p.risk / qty + self.data.close[0],
                                 stopprice=stop_price,
                                 )

I wish to update the stop order issue based on the profit of the current trade. There is only one trade open at any given moment. I tried to use the trail order and trailpercent method but it doesn't seem to work.

In general, here's what I would like the system to do:

if profit > 20, stop loss should be at break-even
if profit > 40, stop loss should be at 20
... and so on.

Any clever ideas on how to implement it?

any update on the amend functionality?

Maybe @backtrader can shed some light? Thanks in advance!

Thank you @ab_trader. I could try that for the parent orders and logically it makes sense.

Now, I am also using the stop-loss price to determine the size of the operation:

qty = math.floor(cash * self.p.risk / (self.data.close[0] - stop_price))

If I am only executing the order in the next bar, then:

1. The stop price can't be known upfront;
2. Hence, the size can't be determined;
3. As a result, I can't send the parent order.

Is there a way to:

1. First, calculate the signals for entry with past data (all periods before n);
2. Issue the orders within the bar with time-frame n, using all the considerations above, namely: stop-loss and size calculations.

That's helpful. Curious about the reasons for stocklike to be equal to True.

How could I connect it to the order execution price?

See also with reversal entries:

        else:
            if self.position.size < 0:
                if self.buysell_sig < 0:
                    self.close(price=self.data.close[0])
                    stop_price = (self.data.close[0] * (1 - self.p.stop_dist))
                    qty = math.floor(cash * self.p.risk / (self.data.close[0] - stop_price))
                    self.buy_bracket(exectype=bt.Order.Market, price=self.data.close[0], size=qty, limitprice=cash * 3 * self.p.risk / qty + self.data.close[0], stopprice=stop_price)
            if self.position.size > 0:
                if self.buysell_sig > 0:
                    self.close(price=self.data.close[0])
                    stop_price = (self.data.close[0] * (1 + self.p.stop_dist))
                    qty = math.floor(cash * self.p.risk / (self.data.close[0] - stop_price))
                    self.sell_bracket(exectype=bt.Order.Market, price=self.data.close[0], size=qty, limitprice=self.data.close[0] - cash * 3 * self.p.risk / -qty,stopprice=stop_price)

Regarding point 3, see below the output. Curious to understand why to I get a 180EUR profit and open 2 long positions before, while it should open only one. Thank you.

[*********************100%***********************]  1 of 1 completed
Starting Portfolio Value: 1000.00
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-29, Status 2: Ref: 1, Size: -1815, Cash 939.6362307959258, Price: 1.10198
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-29, Status 2: Ref: 2, Size: 1815, Cash 939.6362307959258, Price: 1.113
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-29, Status 2: Ref: 3, Size: 1815, Cash 939.6362307959258, Price: 1.06892
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-01-29, Status 4: Ref: 1, Size: -1815, Price: 1.10229
Created: 2020-01-28 00:00:00 Price: 1.101976990699768 Size: -1815
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-31, Status 2: Ref: 4, Size: 1815, Cash 998.9408569389731, Price: 1.10169
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-01-31, Status 4: Ref: 4, Size: 1815, Price: 1.10288
Created: 2020-01-30 00:00:00 Price: 1.1016855239868164 Size: 1815
--------------------------------------------------------------------------------
--------------------------------  NOTIFY TRADE  --------------------------------
2020-01-31 00:00:00, Close Price: 1.102292776107788, Profit, Gross -1.06, Net -1.06, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-07, Status 2: Ref: 5, Size: -1816, Cash 938.1268314247249, Price: 1.10023
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-07, Status 2: Ref: 6, Size: 1816, Cash 938.1268314247249, Price: 1.11123
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-07, Status 2: Ref: 7, Size: 1816, Cash 938.1268314247249, Price: 1.06723
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-02-07, Status 4: Ref: 5, Size: -1816, Price: 1.0981
Created: 2020-02-06 00:00:00 Price: 1.1002310514450073 Size: -1816
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-21, Status 2: Ref: 8, Size: 1816, Cash 1034.05017326171, Price: 1.08101
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-02-21, Status 4: Ref: 8, Size: 1816, Price: 1.07877
Created: 2020-02-20 00:00:00 Price: 1.081009864807129 Size: 1816
--------------------------------------------------------------------------------
--------------------------------  NOTIFY TRADE  --------------------------------
2020-02-21 00:00:00, Close Price: 1.0981045961380005, Profit, Gross 35.11, Net 35.11, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-24, Status 2: Ref: 9, Size: -1918, Cash 970.0995138183629, Price: 1.0788
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-24, Status 2: Ref: 10, Size: 1918, Cash 970.0995138183629, Price: 1.08959
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-24, Status 2: Ref: 11, Size: 1918, Cash 970.0995138183629, Price: 1.04645
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-02-24, Status 4: Ref: 9, Size: -1918, Price: 1.08386
Created: 2020-02-21 00:00:00 Price: 1.078799843788147 Size: -1918
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-02-25, Status 2: Ref: 12, Size: 1918, Cash 1032.0428424466008, Price: 1.08391
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-02-25, Status 4: Ref: 12, Size: 1918, Price: 1.0849
Created: 2020-02-24 00:00:00 Price: 1.0839051008224487 Size: 1918
--------------------------------------------------------------------------------
--------------------------------  NOTIFY TRADE  --------------------------------
2020-02-25 00:00:00, Close Price: 1.0838581323623657, Profit, Gross -2.01, Net -2.01, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-02-26, Status 4: Ref: 10, Size: 1918, Price: 1.08959
Created: 2020-02-21 00:00:00 Price: 1.0895878422260286 Size: 1918
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-02-26, Status 5: Ref: 11, Size: 1918, Price: 1.04645
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-02, Status 4: Ref: 2, Size: 1815, Price: 1.113
Created: 2020-01-28 00:00:00 Price: 1.1129967606067657 Size: 1815
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-03-02, Status 5: Ref: 3, Size: 1815, Price: 1.06892
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-02, Status 4: Ref: 6, Size: 1816, Price: 1.11123
Created: 2020-02-06 00:00:00 Price: 1.1112333619594574 Size: 1816
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-03-02, Status 5: Ref: 7, Size: 1816, Price: 1.06723
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-09, Status 2: Ref: 13, Size: -5549, Cash 1222.3058167335987, Price: 1.12238
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-09, Status 4: Ref: 13, Size: -5549, Price: 1.13862
Created: 2020-03-06 00:00:00 Price: 1.1223849058151245 Size: -5549
--------------------------------------------------------------------------------
--------------------------------  NOTIFY TRADE  --------------------------------
2020-03-09 00:00:00, Close Price: 1.1043284172299832, Profit, Gross 190.26, Net 190.26, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-26, Status 2: Ref: 14, Size: 2262, Cash 1147.275600510342, Price: 1.08026
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-26, Status 2: Ref: 15, Size: -2262, Cash 1147.275600510342, Price: 1.06946
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-26, Status 2: Ref: 16, Size: -2262, Cash 1147.275600510342, Price: 1.11269
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-26, Status 4: Ref: 14, Size: 2262, Price: 1.08876
Created: 2020-03-25 00:00:00 Price: 1.080263614654541 Size: 2262
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-30, Status 4: Ref: 16, Size: -2262, Price: 1.11354
Created: 2020-03-25 00:00:00 Price: 1.1126855196076868 Size: -2262
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-03-30, Status 5: Ref: 15, Size: -2262, Price: 1.06946
--------------------------------  NOTIFY TRADE  --------------------------------
2020-03-30 00:00:00, Close Price: 1.0887553691864014, Profit, Gross 56.05, Net 56.06, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-03, Status 2: Ref: 17, Size: -2335, Cash 1199.7929186572526, Price: 1.09536
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-03, Status 2: Ref: 18, Size: 2335, Cash 1199.7929186572526, Price: 1.10632
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-03, Status 2: Ref: 19, Size: 2335, Cash 1199.7929186572526, Price: 1.06251
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-04-03, Status 4: Ref: 17, Size: -2335, Price: 1.08439
Created: 2020-04-02 00:00:00 Price: 1.0953621864318848 Size: -2335
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-09, Status 2: Ref: 20, Size: 2335, Cash 1274.3188852390074, Price: 1.08951
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-04-09, Status 4: Ref: 20, Size: 2335, Price: 1.08612
Created: 2020-04-08 00:00:00 Price: 1.0895144939422607 Size: 2335
--------------------------------------------------------------------------------
--------------------------------  NOTIFY TRADE  --------------------------------
2020-04-09 00:00:00, Close Price: 1.084386944770813, Profit, Gross -4.04, Net -4.04, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-15, Status 2: Ref: 21, Size: -2334, Cash 1195.904667003107, Price: 1.0923
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-15, Status 2: Ref: 22, Size: 2334, Cash 1195.904667003107, Price: 1.10322
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-15, Status 2: Ref: 23, Size: 2334, Cash 1195.904667003107, Price: 1.05954
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-04-15, Status 4: Ref: 21, Size: -2334, Price: 1.09824
Created: 2020-04-14 00:00:00 Price: 1.0922993421554565 Size: -2334
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-16, Status 2: Ref: 24, Size: 2334, Cash 1292.6543446055591, Price: 1.09854
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-04-16, Status 4: Ref: 24, Size: 2334, Price: 1.09038
Created: 2020-04-15 00:00:00 Price: 1.098538875579834 Size: 2334
--------------------------------------------------------------------------------
--------------------------------  NOTIFY TRADE  --------------------------------
2020-04-16 00:00:00, Close Price: 1.0982372760772705, Profit, Gross 18.33, Net 18.34, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-17, Status 2: Ref: 25, Size: -2371, Cash 1214.1025976356648, Price: 1.09051
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-17, Status 2: Ref: 26, Size: 2371, Cash 1214.1025976356648, Price: 1.10142
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-17, Status 2: Ref: 27, Size: 2371, Cash 1214.1025976356648, Price: 1.0578
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-04-17, Status 4: Ref: 25, Size: -2371, Price: 1.08601
Created: 2020-04-16 00:00:00 Price: 1.0905101299285889 Size: -2371
--------------------------------------------------------------------------------
----SUMMARY----
Final Portfolio Value: $1293.5143458184384
P/L: $293.5143458184384

Process finished with exit code 0

Hi all,

I am following a simple crossover stochastic strategy. I go both long and short depending on the signal given. Every time I enter the market, I issue a bracket order: one order at the current price, one order for a stop loss, and one order for trial profit.

The size is calculated based on risk I want to take, ie, 2% of the cash in the broker at any given time. The stop loss is defined as 1% of the distance of the market price order and the trial profit is 3x the risk assumed (3 x cash in the broker x 2%).

The strategy seems to be working fine, but one trade records -1.97 EUR profit. That's not expected, as we either get to the trial profit price or we are kicked out with the assumed risk.

Here's the code I am working on:

# Import the backtrader platform
import backtrader as bt
import backtrader.indicators as btind
import datetime as dt
import pandas as pd
import yfinance as yf
from pandas_datareader import data as pdr
import math

#importing data
yf.pdr_override()
startyear = 2020
startmonth = 1
startday = 1
start = dt.datetime(startyear, startmonth, startday)
#endyear = 2020
#endmonth = 4
#endday = 16
#end = dt.datetime(endyear, endmonth, endday)
end = dt.datetime.now()
asset = "EURUSD=X"
df = pdr.get_data_yahoo(asset, start, end)

#set up commission scheme
startcash = 1000.0

class forexSpreadCommisionScheme(bt.CommInfoBase):
    params = (
        ('commtype', bt.CommInfoBase.COMM_PERC),
        ('stocklike', False)
        )

    def _getcommission(self, size, price, pseudoexec):
        return size * price * self.p.commission

comminfo = forexSpreadCommisionScheme(
    commission=0.0035,
    leverage=30
)


#Defining strategy

class BaseStrategy(bt.Strategy):

    params = (('risk', 0.02),  # risk 2%
              ('stop_dist', 0.01))  # stoploss distance 1%

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))


    def __init__(self):
        self.bbands = bt.indicators.BollingerBands()
        self.sto = btind.Stochastic()
        percD = self.sto.lines.percD
        percK = self.sto.lines.percK
        self.buysell_sig = btind.CrossOver(percD, percK)

    def next(self):
        cash = self.broker.get_cash()
        self.dt = self.data.datetime.date()

        if not self.position:

            if self.buysell_sig < 0:
                stop_price = (self.data.close[0] * (1 - self.p.stop_dist))
                qty = math.floor(cash * self.p.risk / (self.data.close[0] - stop_price))
                self.buy_bracket(exectype=bt.Order.Market, price=self.data.close[0], size=qty, limitprice= cash*3*self.p.risk / qty + self.data.close[0], stopprice=stop_price)


            elif self.buysell_sig > 0:
                stop_price = (self.data.close[0] * (1 + self.p.stop_dist))
                qty = math.floor(cash * self.p.risk / (self.data.close[0] - stop_price))
                self.sell_bracket(exectype=bt.Order.Market, price=self.data.close[0], size=qty, limitprice= self.data.close[0] - cash*3*self.p.risk / -qty, stopprice=stop_price)

        '''else:
            if self.position.size < 0:
                if self.buysell_sig < 0:
                    self.order_target_size(price=self.data.close[0])
            if self.position.size > 0:
                if self.buysell_sig > 0:
                    self.order_target_size(price=self.data.close[0])'''

    def notify_order(self, order):
        date = self.data.datetime.datetime().date()

        if order.status == order.Accepted:
            print('-' * 32, ' NOTIFY ORDER ', '-' * 32)
            print('{} Order Accepted'.format(order.info['name']))
            print('{}, Status {}: Ref: {}, Size: {}, Cash {}, Price: {}'.format(
                date,
                order.status,
                order.ref,
                order.size,
                self.broker.get_cash(),
                'NA' if not order.price else round(order.price, 5)
            ))

        if order.status == order.Completed:
            print('-' * 32, ' NOTIFY ORDER ', '-' * 32)
            print('{} Order Completed'.format(order.info['name']))
            print('{}, Status {}: Ref: {}, Size: {}, Price: {}'.format(
                date,
                order.status,
                order.ref,
                order.size,
                'NA' if not order.executed.price else round(order.executed.price, 5)
            ))
            print('Created: {} Price: {} Size: {}'.format(bt.num2date(order.created.dt), order.created.price,
                                                          order.created.size))
            print('-' * 80)

        if order.status == order.Canceled:
            print('-' * 32, ' NOTIFY ORDER ', '-' * 32)
            print('{} Order Canceled'.format(order.info['name']))
            print('{}, Status {}: Ref: {}, Size: {}, Price: {}'.format(
                date,
                order.status,
                order.ref,
                order.size,
                'NA' if not order.price else round(order.price, 5)
            ))

        if order.status == order.Rejected:
            print('-' * 32, ' NOTIFY ORDER ', '-' * 32)
            print('WARNING! {} Order Rejected'.format(order.info['name']))
            print('{}, Status {}: Ref: {}, Size: {}, Price: {}'.format(
                date,
                order.status,
                order.ref,
                order.size,
                'NA' if not order.price else round(order.price, 5)
            ))
            print('-' * 80)

    def notify_trade(self, trade):
        date = self.data.datetime.datetime()
        if trade.isclosed:
            print('-' * 32, ' NOTIFY TRADE ', '-' * 32)
            print('{}, Close Price: {}, Profit, Gross {}, Net {}, Commission {}'.format(
                date,
                trade.price,
                round(trade.pnl, 2),
                round(trade.pnlcomm, 2),
                round(trade.commission), 4))
            print('-' * 80)

if __name__ == '__main__':

    # Create a cerebro entity
    cerebro = bt.Cerebro()

    cerebro.addstrategy(BaseStrategy)

    data = bt.feeds.PandasData(dataname=df)

    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

    # Set our desired cash start
    cerebro.broker.setcash(startcash)

    # Set the commission
    cerebro.broker.addcommissioninfo(comminfo)

    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    portvalue = cerebro.broker.getvalue()
    pnl = portvalue - startcash

    # Print out the final result
    print('----SUMMARY----')
    print('Final Portfolio Value: ${}'.format(portvalue))
    print('P/L: ${}'.format(pnl))

    cerebro.plot()

Output:

[*********************100%***********************]  1 of 1 completed
Starting Portfolio Value: 1000.00
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-29, Status 2: Ref: 1, Size: -1815, Cash 939.6362307959258, Price: 1.10198
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-29, Status 2: Ref: 2, Size: 1815, Cash 939.6362307959258, Price: 1.113
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-01-29, Status 2: Ref: 3, Size: 1815, Cash 939.6362307959258, Price: 1.06892
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-01-29, Status 4: Ref: 1, Size: -1815, Price: 1.10229
Created: 2020-01-28 00:00:00 Price: 1.101976990699768 Size: -1815
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-02, Status 4: Ref: 2, Size: 1815, Price: 1.113
Created: 2020-01-28 00:00:00 Price: 1.1129967606067657 Size: 1815
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-03-02, Status 5: Ref: 3, Size: 1815, Price: 1.06892
--------------------------------  NOTIFY TRADE  --------------------------------
2020-03-02 00:00:00, Close Price: 1.102292776107788, Profit, Gross -19.43, Net -19.43, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-09, Status 2: Ref: 4, Size: -1748, Cash 922.3972951478748, Price: 1.12238
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-09, Status 2: Ref: 5, Size: 1748, Cash 922.3972951478748, Price: 1.13361
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-09, Status 2: Ref: 6, Size: 1748, Cash 922.3972951478748, Price: 1.08873
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-09, Status 4: Ref: 4, Size: -1748, Price: 1.13862
Created: 2020-03-06 00:00:00 Price: 1.1223849058151245 Size: -1748
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-10, Status 4: Ref: 5, Size: 1748, Price: 1.13974
Created: 2020-03-06 00:00:00 Price: 1.1336087548732758 Size: 1748
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-03-10, Status 5: Ref: 6, Size: 1748, Price: 1.08873
--------------------------------  NOTIFY TRADE  --------------------------------
2020-03-10 00:00:00, Close Price: 1.1386150121688843, Profit, Gross -1.97, Net -1.97, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-26, Status 2: Ref: 7, Size: 1811, Cash 918.5275701915566, Price: 1.08026
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-26, Status 2: Ref: 8, Size: -1811, Cash 918.5275701915566, Price: 1.06946
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-03-26, Status 2: Ref: 9, Size: -1811, Cash 918.5275701915566, Price: 1.11269
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-26, Status 4: Ref: 7, Size: 1811, Price: 1.08876
Created: 2020-03-25 00:00:00 Price: 1.080263614654541 Size: 1811
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-03-30, Status 4: Ref: 9, Size: -1811, Price: 1.11354
Created: 2020-03-25 00:00:00 Price: 1.1126854207606627 Size: -1811
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Canceled
2020-03-30, Status 5: Ref: 8, Size: -1811, Price: 1.06946
--------------------------------  NOTIFY TRADE  --------------------------------
2020-03-30 00:00:00, Close Price: 1.0887553691864014, Profit, Gross 44.88, Net 44.88, Commission 0
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-03, Status 2: Ref: 10, Size: -1869, Cash 960.5889084148374, Price: 1.09536
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-03, Status 2: Ref: 11, Size: 1869, Cash 960.5889084148374, Price: 1.10632
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Accepted
2020-04-03, Status 2: Ref: 12, Size: 1869, Cash 960.5889084148374, Price: 1.06251
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-04-03, Status 4: Ref: 10, Size: -1869, Price: 1.08439
Created: 2020-04-02 00:00:00 Price: 1.0953621864318848 Size: -1869
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----SUMMARY----
Final Portfolio Value: $1018.1813883709875
P/L: $18.18138837098752

My questions are:

1. Why am I getting a -1.97 EUR profit?
2. Why is the commission not being calculated?
3. I was trying to code a reversal without success. A reversal would happen if we are long or short in the market, we get a signal to go instead short or long, and we want to close the existing position while opening a bracket order in the other direction. I got more orders than expected while doing this. See also my code in the snippet. Any idea what is might not be working? Thanks.