@backtrader I swap the ordering of stop and profit. Now the stoploss got placed but profit was missing.
IB gateway: v974.4g
http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.sh

I moved the stop from 2834.25 to 2842.25, but profit order didn't get placed at all..

def moveBracketStopLoss(self, bracket, bt):
    # cancel stop order automatically cancels the profit order of the bracket too
    self.cancel(bracket[1])
    self.cancel(bracket[2])

    before = bracket[1].created.price
    stopOrder = profitOrder = None

    # need to replace both stopOrder and profitOrder
    if bracket[0].ordtype == 0:  # buy
        profitOrder = self.sell(
            price=bracket[2].created.price, size=bracket[0].size, exectype=bt.Order.Limit,
            transmit=False)

        stopOrder = self.sell(
            price=bracket[0].executed.price, size=bracket[0].size, exectype=bt.Order.Stop,
            transmit=True, oco=profitOrder)

    if bracket[0].ordtype == 1:  # sell
        profitOrder = self.buy(
            price=bracket[2].created.price, size=bracket[0].size, exectype=bt.Order.Limit,
            transmit=False)

        stopOrder = self.buy(
            price=bracket[0].executed.price, size=bracket[0].size, exectype=bt.Order.Stop,
            transmit=True, oco=profitOrder)

    bracket[1] = stopOrder
    bracket[2] = profitOrder

    Helper.log(self, 'Move stoploss to breakeven for ',
             'long' if bracket[0].ordtype == 0 else 'short',
             'position from ',
             before, 'to',
             bracket[1].created.price)

I noticed @backtrader updated the documentations, it says Interactive Brokers support for OCO order.
https://cookbook.backtrader.com/documentation/order-creation-execution/oco/oco/
Not sure if my code above is correct, but one day I noticed that my OCO order with stop and profit was not working on IB, stop order is missing.. only profit order is placed

@backtrader Give you an example that helps understand my original question since I'm asking it on Tradingview too.. I got my answer from @ab_trader though..

two prices that falls on the same 4H Candle. e,g, stop=10.5, profit=11, and the next candle OHLC is (10.8, 12, 10, 10.8), this is a candle with zero body, so do you know which price it hits first? 10.5 or 11? It could have been opened at 10.8 and go down to 10, go up to 12, then close down at 10.8, this will hit the stop.
Or it could have been opened at 10.8 and go up to 12, go down to 10, then go up and close at 10.8, this will hit the profit target.

@ab_trader thanks for the reply! there is a data parameter for buy/sell api which I was not aware of.. that solves my issue

def buy(self, data=None,
        size=None, price=None, plimit=None,
        exectype=None, valid=None, tradeid=0, oco=None,
        trailamount=None, trailpercent=None,
        parent=None, transmit=True,
        **kwargs):

@backtrader Understood my problem is the timeframe, and FIFO execution of orders. But here the focus is not about issue a buy / sell on the market price.

I placed the bracket order, the main order is filled, and it is waiting for the next candle bars to arrive to either fill its stoploss order or profit order.

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?

@backtrader Thanks for your reply.
But sorry English is my 3rd language so I didn't make myself clear. I do use OCO order, so I don't see both the orders getting filled.

My orders are placed at the same time. My issue is that orders are not filling the same way as it is in a real-life tick-by-tick data stream. For example, the profit order price should get hit first so the stop order is canceled, but backtrader hit my stop order and cancels my profit order.

The reason is if both my stop and profit price fall on a 4h candle, there's no way to decided which price get hit first, because the direction of price move on that candle is not clear. Some back testing framework handles this situation in a conservative way - hit stop order and mark this trade as loss.

That's why I want to add a lower timeframe data, will that help backtrader decide if price hit the stop or target first?

Example:
two prices that falls on the same 4H Candle. e,g, stop=10.5, profit=11, and the next candle OHLC is (10.8, 12, 10, 10.8), this is a candle with zero body, so do you know which price it hits first? 10.5 or 11? It could have been opened at 10.8 and go down to 10, go up to 12, then close down at 10.8, this will hit the stop.
Or it could have been opened at 10.8 and go up to 12, go down to 10, then go up and close at 10.8, this will hit the profit target.

Re: Stop loss and take profit triggered at same time?

I found this situation happens in my 4h inside bar strategy too, where the take profit price and stoploss fall on the same candle stick because of large candle bars due to the momentum. Anyone confirms if adding two data frames could help this? Orders placed based on the higher timeframe, will they be executed based on the lower timeframe? In that case, I can add the 1 min bar which helps backtrader identify, which order should be filled first?

def moveBracketStopLoss(self, brackets):
    # cancel stop order automatically cancels the profit order of the bracket too
    self.cancel(brackets[1])
    self.cancel(brackets[2])

    before = brackets[1].created.price
    stopOrder = profitOrder = None

    # need to replace both stopOrder and profitOrder
    if brackets[0].ordtype == 0:  # buy
        stopOrder = self.sell(
            price=brackets[0].executed.price, size=brackets[0].size, exectype=bt.Order.Stop,
            transmit=False)

        profitOrder = self.sell(
            price=brackets[2].created.price, size=brackets[0].size, exectype=bt.Order.Limit,
            transmit=True, oco=stopOrder)

    if brackets[0].ordtype == 1:  # sell
        stopOrder = self.buy(
            price=brackets[0].executed.price, size=brackets[0].size, exectype=bt.Order.Stop,
            transmit=False)

        profitOrder = self.buy(
            price=brackets[2].created.price, size=brackets[0].size, exectype=bt.Order.Limit,
            transmit=True, oco=stopOrder)

    brackets[1] = stopOrder
    brackets[2] = profitOrder

    self.log('Move stoploss to breakeven for ',
             'long' if brackets[0].ordtype == 0 else 'short',
             'position from ',
             before, 'to',
             brackets[1].created.price)

Not sure what is wrong with the code, but I just noticed a stopOrder order is not getting created with Interactive brokers live trading. Would transmit=True of profit order sumbit the stop oder too?

update: https://www.backtrader.com/blog/posts/2017-03-19-oco/oco.html Here it says OCO order doesn't support live trading, so how can I replace a bracket order of which main order is already completed? Can I still attach a new bracket to the completed main order?

It's a great framework, the live trading support is extremely useful to me