I'm in the same space, it seems to take daily closes as opposed to if high or lows are hit.

I'll let you know if i find something in the documentation.

Cheers

@nael-shichida said in Bracketorder : Order gets executed at open instead of limit price.:

38506

Apologies, I copied using a tested version of my code, I was hardcoding the price [38506] just to see if it takes it or not but still executing on the open of the day the logic was found

Hey Devang

I am facing a similar issue as well. I've tried using both bracket orders using the code below:

self.order = self.buy_bracket(exectype=bt.Order.Limit,limitprice=target, price=self.dataopen[-2], stopprice=self.dataclose[-2])

Also tried manually creating self.buy and assigning a parent order

                o1 = self.buy(exectype=bt.Order.Limit,
                              price=38506.38,
                              transmit=False)

                print('{}: Oref {} / Buy at {}'.format(
                    self.datetime.date(), o1.ref, self.dataopen[-2]))

                o2 = self.sell(exectype=bt.Order.Stop,
                               price=self.dataclose[-2],
                               parent=o1,
                               transmit=False)

                print('{}: Oref {} / Sell Stop at {}'.format(
                    self.datetime.date(), o2.ref, self.dataclose[-2]))

                o3 = self.sell(exectype=bt.Order.Limit,
                               price=target,
                               parent=o1,
                               transmit=True)

                print("printing o1", o1.price,o1.exectype)
                print("printing o2", o2.price,o2.exectype)
                print("printing o3", o3.price,o3.exectype)

However in both cases I an buying the dataopen[0] of when my logic hits, essentially I wait for 2 days before creating a limit order but for some reason it will always buys on when the logic was found despite assigning a limit order of dataopen[-2]

If you found a solution would be very appreciative. Will respond as well when I find out myself!

Cheers

Hey everyone

Newly enlisted backtrader here, I have been looking at youtube tutorials and the documentation. A lot of the examples cover 1 position at a time such as SMA crossover.

However I am trying to have multiple buy orders using 1R/R of my portfolio for each trade, regardless of whether I am in a trade or not I want each one to be individually dealt with. The logic for entering long trades is working, however I am using a buy bracket since I need a log to see if the order is executed and if it has been executed, to set a close long either at target or stop price.

If anyone can help guide me, would be extremely grateful as to how I should formulate the logic in Python?

class TestStrategy(bt.Strategy):

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):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.order = None
    self.dataclose = self.datas[0].close
    self.dataopen = self.datas[0].open
    self.zone = self.datas[0].close - self.datas[0].open


def next(self):
    # Simply log the closing price of the series from the reference
    self.log('Close, %.2f' % self.dataclose[0])
    self.log('Open, %.2f' % self.dataopen[0])
    self.log('Zone, %.2f' % self.zone[0])
    self.log('shift, %.2f' % self.zone[-1])

    print(len(self))
    print(self.order)
    print(self.position)
    #
    """Enters Long position if below conditions are met"""
    if self.zone[0] < 0:
        print("Bar is red")
        # current close less than previous close

        if self.zone[1] > 0:
            print("Next candle is green")
            # Next close less than the previous close
            if 1.5*abs(self.zone[0]) < abs(self.zone[1]):
                print("Buy Zone found")

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])
                # self.buy()

                self.order = self.buy_bracket(limitprice=self.dataopen[0], price=self.dataopen[0],
                                              stopprice=self.dataclose[0])
                # print(self.order)
                print(type(self.order.ref))

You can also add 'r' before feeding the path, if you are using a string as input. It basically converts it into Raw string.

datapath = r"C:\Users\XXX\PycharmProjects\BackTesting\venv\datas\orcl-1995-2014.txt"