@backtrader
I have found the option and how it converts the other fields. I appreciate your help!

@backtrader
Thank you for the answer! Could you tell me which *.py file does the work and what I should look at?

Hello. I'm working on Quickstart manual. The manual says that when the broker executes an order, it uses the opening price of the next bar.

orcl-1995-2014
Date,      Open, High, Low,  Close,  Volume, Adj Close
2000-12-20,28.06,29.81,27.50,28.50,54440500, 26.88
2000-12-21,27.81,30.25,27.31,29.50,46719700, 27.82
2000-12-22,30.38,31.98,30.00,31.88,35568200, 30.06
2000-12-26,31.50,32.19,30.00,30.94,20589500, 29.17
2000-12-27,30.38,31.06,29.38,30.69,26437500, 28.94
2000-12-28,30.56,31.62,30.38,31.06,25053600, 29.29
2000-12-29,30.88,31.31,28.69,29.06,31702200, 27.41

So, in my understanding, if an order is created on 20 Dec from the data above, the following execution price should be 27.81 on 21 Dec, however, this is the result:

2000-12-20, Close, 26.88
2000-12-20, BUY CREATE, 26.88
2000-12-21, BUY EXECUTED, 26.23  -> ???
2000-12-21, Close, 27.82
2000-12-22, Close, 30.06
2000-12-26, Close, 29.17
2000-12-27, Close, 28.94
2000-12-28, Close, 29.29
2000-12-29, Close, 27.41
2000-12-29, SELL CREATE, 27.41

Please point me out my misunderstandings.

@backtrader
Yes, I think I should study more on the language. Thank you for your recommendation. I will try to find ou how the program works!

@backtrader
I'm sorry. I'm new to Object Oriented Programming and Python. Do you mean that I need to add order to next as a method parameter? I wonder why def notify_order(self, order): can get order.executed.price when it occurs error in def next(self, order):
I would appreciate it if you could give me an example code, if it doesn't take too much of your time.

@backtrader

Thank you for your answer! I'm following the QuickStart and now I understand that the command shows executed prices, but I actually don't understand how to use it in the function to compare the two prices. Here's the error I get and what I tried.

    Traceback (most recent call last):
File "D:\PYTHON_SOURCE\temp.py", line 159, in <module>
  cerebro.run()
File "D:\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 794, in run
  runstrat = self.runstrategies(iterstrat)
File "D:\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 919, in runstrategies
  self._runonce(runstrats)
File "D:\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1294, in _runonce
  strat._oncepost(dt0)
File "D:\Anaconda3\lib\site-packages\backtrader\strategy.py", line 267, in _oncepost
  self.next()
File "D:\PYTHON_SOURCE\temp.py", line 108, in next
  if order.executed.price < self.dataclose[0]:
NameError: name 'order' is not defined



def next(self): 
    self.log('Close, %.2f' % self.dataclose[0])

    if self.order:
        return

    if not self.position:
        if self.stoch[0] > 80:
            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.buy()
    else:
        if order.executed.price < self.dataclose[0]:    #ERROR OCCURS HERE
            self.log('SELL CREATE, %.2f' % self.dataclose[0])
            self.order = self.sell()

Hello. I'm trying to make a exit strategy that clears a position if the current price is lower than the price at which buy executed for the last time, for example, like the below.

if self.price_executed < self.dataclose[0]:
self.order = self.sell()

I wonder how I can get the price of the last buy execution .

Thank you for reading this!